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Problems Solved in Class_Functions of Random Variables

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Problems Solved in Class_Functions of Random Variables

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guptaparth310505
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Problems solved in class – Functions of Random Variables

2𝑥, 0 ≤ 𝑥 ≤ 1
1. Let 𝑋 be a random variable with the pdf 𝑓(𝑥) = { . Find the pdf of 𝑌 = 3𝑋 + 1
0, 𝑒𝑙𝑠𝑒𝑤ℎ𝑒𝑟𝑒
2. Suppose 𝑋 is uniformly distributed over (1,3). Obtain the pdf of
(i) 𝑌 = 3𝑋 + 4
(ii) 𝑍 = 𝑒𝑋
−𝑥 2
3. Suppose 𝑓(𝑥) = {2𝑥𝑒 , 0 < 𝑥 < ∞. Find the pdf of 𝑌 = 𝑋 2
0, 𝑒𝑙𝑠𝑒𝑤ℎ𝑒𝑟𝑒
2
(𝑥 + 1), −1<𝑥 <1
4. Suppose 𝑓(𝑥) = {9 . Find the pdf of 𝑌 = 𝑋 2
0, 𝑒𝑙𝑠𝑒𝑤ℎ𝑒𝑟𝑒
1, 0 ≤ 𝑥 ≤ 1
5. If 𝑋 has the pdf 𝑓(𝑥) = { , find the pdf of 𝑌 = −2𝑙𝑜𝑔𝑋
0, 𝑒𝑙𝑠𝑒𝑤ℎ𝑒𝑟𝑒
2𝑥, 0 ≤ 𝑥 ≤ 1
6. If 𝑋 has the pdf 𝑓(𝑥) = { , find the pdf of 𝑌 = 8𝑋 3
0, 𝑒𝑙𝑠𝑒𝑤ℎ𝑒𝑟𝑒
2𝑥, 0 ≤ 𝑥 ≤ 1
7. Find the pdf of 𝑦 = 𝑒 −𝑥 for 𝑓(𝑥) = {
0, 𝑒𝑙𝑠𝑒𝑤ℎ𝑒𝑟𝑒
𝑋−𝜇
8. Prove that if 𝑋 ~ 𝑁(𝜇, 𝜎 2 ), then 𝑌 = ~𝑁(0,1)
𝜎

𝑋−𝜇 2
9. Prove that if 𝑋 ~ 𝑁(𝜇, 𝜎 2 ), then 𝑍 = ( ) ~𝜒 2 (1)
𝜎
𝜋 𝜋
10. A random variable 𝑋 is uniformly distributed over (− 2 , 2 ). Find the pdf of 𝑌 = tan( 𝑋)
1
11. If 𝑋 has Cauchy’s distribution, then 𝑌 = 𝑋 also has Cauchy’s distribution

12. Two independent random variables 𝑋 and 𝑌 have the pdf 𝑓(𝑥) = 𝑒 −𝑥 , 𝑔(𝑦) = 2𝑒 −2𝑦 , 0 ≤
𝑥, 𝑦 < ∞. Find the pdf of 𝑋 + 𝑌
13. If 𝑋 and 𝑌 are independent random variables and have standard normal distribution, show
𝑋
that 𝑍 = 𝑌 has Cauchy’s distribution
𝑥
14. The joint pdf of a random variable (𝑋, 𝑌) is given by 𝑓(𝑥, 𝑦) = 2 𝑒 −𝑦 , 0 < 𝑥 < 2, 𝑦 > 0. Find
the pdf of 𝑋 + 𝑌

15. If 𝑋~𝑁(0, 𝜎 2 ) and 𝑌~𝑁(0, 𝜎 2 ) and are independent, find the pdf of 𝑅 = √𝑋 2 + 𝑌 2

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