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Example 1: Loaded

This document contains 4 examples involving probability concepts like joint and conditional density functions. The examples cover topics like independently tossing dice, a joint density function over the unit square, a trinomial distribution, and a joint density function involving exponential terms. Calculations are presented for probabilities, marginal distributions, and conditional distributions.

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29 views

Example 1: Loaded

This document contains 4 examples involving probability concepts like joint and conditional density functions. The examples cover topics like independently tossing dice, a joint density function over the unit square, a trinomial distribution, and a joint density function involving exponential terms. Calculations are presented for probabilities, marginal distributions, and conditional distributions.

Uploaded by

david
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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Example 1

Suppose X and Y are results from independently tossing two


loaded dice.
(a) What’s P(X < Y )?
(b) What’s P(Y = 2X)?

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ActSc 613 | Lecture 5 © 2015-17 by M. Zhu, PhD 1 of 4
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Example 2

Let (X, Y ) be a pair of random variables with joint density function

f (x, y) = x + y, x, y ∈ (0, 1).

(a) What’s P(X < 1/3 and Y < 1/2)?


(b) What’s P(X + Y < 1/2)?
(c) What’s P(XY < 1/2)?

Exercise Verify that


Z 1 Z 1
f (x, y)dxdy = 1
0 0

so that f (x, y) is a properly defined joint density function.


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ActSc 613 | Lecture 5 © 2015-17 by M. Zhu, PhD 2 of 4
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Example 3

Let (X, Y, Z) ∼ trinomial(n; p1 , p2 , p3 ), where p1 + p2 + p3 = 1,


X + Y + Z = n, and the joint distribution of (X, Y ) is

f (x, y) = P(X = x, Y = y)
n!
= px1 py2 (1 − p1 − p2 )n−x−y .
x!y!(n − x − y)!
(a) What is the marginal distribution of X?
(b) What is the conditional distribution of Y |X = x?

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ActSc 613 | Lecture 5 © 2015-17 by M. Zhu, PhD 3 of 4
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Example 4

Suppose random variables X, Y have joint density function

f (x, y) = y 2 e−y(x+1) , x, y > 0.

(a) What’s the marginal density function of X?


(b) What’s the conditional density function of Y |X = x?

Exercise What about the other way round? What’s the


marginal density of Y , and the conditional density of X|Y = y?

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ActSc 613 | Lecture 5 © 2015-17 by M. Zhu, PhD 4 of 4

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