Probabilty and Operations Research - MAIR31 - Problem sheet 6

1. For the following bivariate probability distribution of X and Y

HH
Y
H
HH 0 1 2 3
X HH
1 2 3 2
0 32 32 32 32
2 1 1 1
1 32 8 4 32
3 2 1
2 32 16 0 16
find

(a) P (X ≤ 1, Y = 3) (b) P (Y ≤ 2) (c) P (X ≤ 1|Y ≤ 2). (Use

P (A∩B)
P (A|B) = P (B) )

2. The joint pdf of the random variables X and Y is given by

f (x, y) = K(xy + y 2 ), 0 ≤ x ≤ 1, 0 ≤ y ≤ 2.

Find

(a) P (Y > 1) (b) P (X > 12 , Y < 1) (c) P (X + Y ≤ 1).

3. Given that the joint pdf of (X1 , X2 ) is

f (x1 , x2 ) = e−(x1 +x2 ) ; x1 , x2 ≥ 0

= 0; otherwise

Find the marginal pdf of X1 and X2

4. The joint probability mass function of (X, Y ) is given by p(x, y) = K(3x + 5y),
x = 1, 2, 3; y = 0, 1, 2. Find the (a) marginal distributions and (b) conditional probability
distribution of X given Y = 2.
5. The joint density function of X and Y is given by

f (x, y) = K, for x2 + y 2 ≤ R2
= 0, elsewhere.

Find K and fX (x).

6. For the joint probability distribution of two random variables X and Y given below:

1
 HH
Y
H
HH 1 2 3 4
X HH
4 3 2 1
1 36 36 36 36
1 3 3 2
2 36 36 36 36
5 1 1 1
3 36 36 36 36
1 2 1 5
4 36 36 36 36
Find the conditional distribution of X given the value of Y = 1 and that of Y given the
value of X = 2.
7. The joint probability density function of a two-dimensional random variable (X,Y) is given
by: 
2 , 0 < x < 1, 0 < y < x;
f (x, y) =
0, elsewhere

(i) Find the marginal density functions of X and Y .

(ii) Find the conditional density function of Y given X = x and conditional density
function of X given Y = y.
(iii) Check for independence of X and Y .
8. The joint pdf of the random variables (X, Y ) is given by

f (x, y) = e−(x+y) , x > 0, y > 0.

Prove that X, Y are independent. Find P (X > 2) and P (2 < X + Y < 3).
9. The joint probability mass function of a random variable (X, Y ) is given below:
HH
HH Y 0 1 2
X H
HH
0 0.1 0.04 0.06
1 0.2 0.08 0.12
2 0.2 0.08 0.12
Show that X and Y are independent random variables.
10. The continuous random variable X has pdf
x
f (x) = , 0<x<2
2
= 0, elsewhere. Find the pdf of

(a) Y = 3X + 2 (b) Y = 64X 3 .

11. The joint density function of random variables X, Y is given by

f (x, y) = e−(x+y) , x > 0, y > 0.

Find the pdf of U = (X + Y )/2.

2
12. Let X and Y be independent continuous random variables having the pdf

fX (x) = e−x , x > 0 fY (y) = e−y , y > 0

= 0, elsewhere = 0, elsewhere.

Find the pdf of U = X − Y.

13. Let X and Y be two independent random variables with pdf

fX (x) = 2e−2x , x ≥ 0; fY (y) = e−y , y ≥ 0.

Find the density function of the random variables U = X/(X + Y ) and V = X + Y . Are
the random variables U, V independent?
14. The joint probability distribution of X and Y is given below:
HH
Y
H
HH 0 1
X HH
1 2
-1 8 8
3 2
1 8 8
Find the correlation coefficient between X and Y .
15. If (X, Y ) is a two dimensional random variable uniformly distributed over the triangular
region bounded by y = 0, x = 3 and y = 43 x. Find the correlation coefficient between X
and Y .
(Hint: Since (X, Y ) is uniformly distributed, we have f (x, y) = k = constant. )
2 and σ 2 respectively. Find the
16. Let X and Y be two random variable with variances σX Y
σX
value of k, if U = X + kY andV = X + σY Y are uncorrelated.
17. The joint density function of X and Y is given by:

 1 (x + y), 0 ≤ x ≤ 1, 0 ≤ y ≤ 2
f (x, y) = 3
0, otherwise
Find
(i) the correlation coefficient between X and Y.
(ii) the regression curve of Y on X. (That is, to find y = E(Y |X = x))
(iii) the regression curve of X on Y. (x = E(X|Y = y))
18. Let (X, Y ) be jointly distributed with p.d.f:

e−y , 0 < x < y < ∞
f (x, y) =
0, otherwise

Prove that: E(Y |X = x) = x + 1 and E(X|Y = y) = y/2.