Question 5 [27 marks]
a) The joint probability distribution of two discrete random variables X and Y is given below.
X = 1 X = 2 X = 3 X = 4
Y = 1 0.06 0.02 0.2 0.18
Y = 2 0.12 0 p 0.06
Y = 3 0 0.08 0.16 0
i. Find the probability p.
ii. Find the marginal distributions fX(x) and fY(y).
iii. Find the conditional distribution fX|Y=2
iv. Find P(X > Y).
b) The probability density function of a continuous random variable T is given by
f(t) = { kt sin(̀t), 0 ≤ t ≤ 1; 0, otherwise
Find k.
c) The cumulative distribution function of a random variable is given by
F(x) = { 1/2 exp((x-μ)/b), x ≤ μ; 1 - 1/2 exp(-(x-μ)/b), x ≥ μ
Where b is a positive constant and the median of the distribution is μ.
Find the upper quartile of this distribution.