Reading and Comprehension Questions for Chapter 5

1. The probability distribution that describes the simultaneous behavior of two or more
random variables is called a joint distribution.
True

False

True see Section 5-1.

2. A marginal probability distribution is the individual probability distribution of one of
the random variables in a joint distribution.
True

False

True see Section 5-1.2.

3. A conditional probability distribution does not depend on the values of any other
random variables.
True

False

False see Section 5-1.3.

4. The conditional mean of the random variable Y given that X = x, in the case of discrete
random variables, is found as E (Y | x) yfY | x ( y ) .
y

True

False

True see Section 5-1.3.

5. The conditional variance of the random variable Y given that X = x, in the case of
2
discrete random variables, is found as V (Y | x) y fY |x ( y ) .
y

True

False

False see Equations 5-5

6. Two random variables X and Y are independent if f XY ( x, y ) f X ( x) fY ( y ) .
True

False

True see Section 5-1.4.

7. If the set of points in two-dimensional space that receive positive probability under the
joint distribution of X and Y does not form a rectangle, X and Y are independent.
True

False

False see Section 5-1.4.

8. If X and Y are independent, then fY ( y ) fY |x ( y ) .
True

False

False see Equations 5-6.

9. The conditional probability mass function is defined as fY |x ( y )
True

f XY ( x, y )
.
f X ( x)

False

True see Section 5-2.3.

10. If X and Y are jointly distributed continuous random variables, the mean and variance
of X cannot be found from the joint distribution.
True False
False see Section 5-2.5
11. The covariance of two random variables is a measure of the relationship between
them.
True

False

True see Section 5-3.

12. The covariance between two random variables X and Y is
a. E[(Y X )(Y Y )]
2
b. E ( XY ) X Y
2
2
c. E ( XY ) ( X Y )

Answer is a see Equation 5-26.

13. The correlation between two random variables X and Y is XY

True

Cov( X , Y )
.
V ( X )V (Y )

False

True see Equation 5-27.

14. If X and Y are positively correlated, then there is not a linear relationship between
them.
True

False

False see Section 5-3.

15. If Y and X are independent random variables, then the correlation between them is
zero.
True

False

True see Section 5-3.

16. If the correlation between the two Y and X is zero, then the random variables are
independent.
True

False

False see Section 5-3.

2
2
17. The bivariate normal distribution has parameters X , Y , Y , X and .

True

False

True see Equation 5-30.

18. If Y and X have a bivariate normal distribution, then the marginal distributions of Y
and X are not necessarily normal.
True

False

False see Section 5-4.

19. If Y and X are random variables and a and b are constants, then the expected value of
Y = aY +bX is

a.
b.
c.
d.

aE ( X ) bE (Y )
aE ( X ) bE (Y )
E ( X ) E (Y )
E ( X ) E (Y )

Answer is b see Equation 5-35 for the general case.

20. If Y and X are random variables and a and b are constants, then the variance of Y =
aY +bX is a2Y +a2X .
True

False

True see Equation 5-37 for the general case.