Suppose that (X,Y) has a bivariate normal distribution with parameters μ x , μ y , σ x , σ , ρ . a. Show that ( X − μ x σ x , Y − μ y σ y ) has a bivariate normal distribution with parameters 0,1,0,1, ρ . b. What is the joint distribution of ( a X + b , c Y + d ) .
Suppose that (X,Y) has a bivariate normal distribution with parameters μ x , μ y , σ x , σ , ρ . a. Show that ( X − μ x σ x , Y − μ y σ y ) has a bivariate normal distribution with parameters 0,1,0,1, ρ . b. What is the joint distribution of ( a X + b , c Y + d ) .
Solution Summary: The author explains the bivariate normal distribution of the given function. The joint density function mathrmfleft is a random variable.
Suppose that (X,Y) has a bivariate normal distribution with parameters
μ
x
,
μ
y
,
σ
x
,
σ
,
ρ
.
a. Show that
(
X
−
μ
x
σ
x
,
Y
−
μ
y
σ
y
)
has a bivariate normal distribution with parameters 0,1,0,1,
ρ
.
b. What is the joint distribution of
(
a
X
+
b
,
c
Y
+
d
)
.
Features Features Normal distribution is characterized by two parameters, mean (µ) and standard deviation (σ). When graphed, the mean represents the center of the bell curve and the graph is perfectly symmetric about the center. The mean, median, and mode are all equal for a normal distribution. The standard deviation measures the data's spread from the center. The higher the standard deviation, the more the data is spread out and the flatter the bell curve looks. Variance is another commonly used measure of the spread of the distribution and is equal to the square of the standard deviation.
Q1. A group of five applicants for a pair of identical jobs consists of three men and two
women. The employer is to select two of the five applicants for the jobs. Let S
denote the set of all possible outcomes for the employer's selection. Let A denote
the subset of outcomes corresponding to the selection of two men and B the subset
corresponding to the selection of at least one woman. List the outcomes in A, B,
AUB, AN B, and An B. (Denote the different men and women by M₁, M2, M3
and W₁, W2, respectively.)
Q3 (8 points)
Q3. A survey classified a large number of adults according to whether they were diag-
nosed as needing eyeglasses to correct their reading vision and whether they use
eyeglasses when reading. The proportions falling into the four resulting categories
are given in the following table:
Use Eyeglasses for Reading
Needs glasses Yes
No
Yes
0.44
0.14
No
0.02
0.40
If a single adult is selected from the large group, find the probabilities of the events
defined below. The adult
(a) needs glasses.
(b) needs glasses but does not use them.
(c) uses glasses whether the glasses are needed or not.
4. (i) Let a discrete sample space be given by
N = {W1, W2, W3, W4},
and let a probability measure P on be given by
P(w1) = 0.2, P(w2) = 0.2, P(w3) = 0.5, P(wa) = 0.1.
Consider the random variables X1, X2 → R defined by
X₁(w1) = 1, X₁(w2) = 2,
X2(w1) = 2, X2 (w2) = 2,
Find the joint distribution of X1, X2.
(ii)
X1(W3) = 1, X₁(w4) = 1,
X2(W3) = 1, X2(w4) = 2.
[4 Marks]
Let Y, Z be random variables on a probability space (, F, P).
Let the random vector (Y, Z) take on values in the set [0, 1] x [0,2] and let the
joint distribution of Y, Z on [0, 1] x [0,2] be given by
1
dPy,z (y, z) ==(y²z+yz2) dy dz.
harks 12 Find the distribution Py of the random variable Y.
[8 Marks]
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