5 Practice Problems

Problem 1.
Let discrete random variables X and Y have the following joint probability mass function:
pX,Y (1, 1) = 2/8, pX,Y (−1, −1) = 2/8, pX,Y (0, 0) = 2/8, pX,Y (1, −1) = 1/8, pX,Y (−1, 1) =
1/8.
1. Find P (XY > 0).
2. Find E[X].
3. Find E[X|X ≥ 0].

4. Find Cov(X, Y ).
5. Let Xi (i = 1, 2, ..5) be independent random variables with the same probability mass
function as X. Let Z = X1 + X2 + ... + X5 . Find P (Z = 4).

Problem 2.
Let X and Y be jointly distributed random variables whose joint probability density function
is given by:

x(y + 1), 0 < x < 1, −1 < y < 1,
fX,Y (x, y) =
0, otherwise.

1. Find P (XY > 0).

2. Find the marginal probability density function of X, fX (x).
3. Find E[X].

4. Find V ar[X].
5. Find E[X|X > 1/2].
6. Find the conditional density function fY |X (y|x).

7. Are X and Y independent (explain)?

Problem 3.
The download time of large file (for example 1 GB) is an exponential random variable that
depends on the congestion level on the local network. Assume that the congestion level on
the local network is a continuous uniform random variable Y in the interval (0,0.9) (i.e.
fY (y) = 1/0.9 for 0 < y < 0.9 and fY (y) = 0 otherwise). For instance y = 0.8 denotes a
network congestion level of 80%. Now, assume that the probability density function of the
download time (in minutes) given Y = y is given by:

fT |Y (t) = (1 − y)e−(1−y)t for t > 0 and fT |Y (t) = 0 otherwise

1. Assume that Y = 1/2. What is the probability that the download time is over 2
minutes (P (T > 2|Y = 1/2))?

2. What is the probability that the download time is over 2 minutes(P (T > 2))?
3. What is the probability density function of the download time (fT (t))?
4. What is the probability that the network congestion level was over 1/2 given that the
download time is over 2 minutes (P (Y > 1/2|T > 2))?

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 5. What is the probability density function of the network congestion level Y given that
the download time is t minutes?

Problem 4.
A small business has daily profits that are random and independent. Assume that the daily
profit X is a continuous random variable between 500 and 1500 TL. The business is open
for
p sale for 200 days in a year. Note that E[X] = 1000 TL and V ar(X) = 83, 333.33
( V ar(X) = 288.675).

1. Use the normal approximation to compute the probability that the yearly profit is over
220,000 TL.
2. The owner realizes that profits are above average on Fridays. Let the daily profit on
Fridays be a continuous uniform random variable
p Y between 1300 and 1500. Note that
E[Y ] = 1400 TL and V ar(Y ) = 3, 333.33 ( V ar(Y ) = 57.735). Assume that there
are 160 regular days (with profits X) and 40 Fridays (with profits Y ) in a year. Use
the normal approximation to compute the probability that the yearly profit is over
220,000 TL under this assumption.

Problem 5.
Short questions (provide full explanations of your answers).

1. The Sariyer Storm and the Kilyos Thunder are playing the regional basketball play-off
finals. Each team has an equal probability of winning any game (ties are not allowed)
and the first team to reach 3 wins, wins the series. Assume that Sariyer has won the
first two games. What is the probability that Sariyer wins the series (i.e. reaches three
wins before Kilyos)?
2. There are two coins (blue and red). The blue coin is unbiased and the red one is biased
and has P (Heads) = 3/4. You select a coin randomly and give it your friend without
looking at its color. Your friend tosses it and tells you that the outcome is Heads.
What is the probability that you chose the red coin?
3. Assume that there are four exams in a course and you think (before taking the exams)
that your grade in each of the exams is a normal random variable with mean 80 and
standard deviation 10. What is the probability that you receive a grade higher than
90 in at least three of the four exams (assuming that the grades in different exams are
independent)?

Problem 6.
Alice and Bob take turns tossing a biased coin that turns up heads with probability p. If
Alice tosses a head, she wins the game. If Bob tosses a tail, he wins the game. The coin
tossings continue until one of the two players wins. Alice tosses first.
Useful formula: For any real number a such that |a| < 1, we have
1
1 + a + a2 + a3 + . . . = .
1−a
(a) Find the probability that Alice wins the game. (Hint: the answer is not p)

(b) Now, find the probability that Bob wins the game from first principles, that is, do not
just write down P(Bob wins) = 1 − P(Alice wins) = 1 − {answer from part (a)}.
(c) Show that your answers to parts (a) and (b) add up to 1.

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 (d) For what value(s) of p is this a fair game (that is, a game that both Alice and Bob
have equal probability 1/2 of winning)?

(e) Now consider once again the general game (with arbitrary value of p), and let X denote
the total number of coin tosses in the game. Thus, X is a discrete random variable
taking on values 1, 2, 3, ... Find the probability mass function PX (m) of the random
variable X.
(f) Find E[X] as a function of p.

Problem 7.

Check the appropriate box for each of the statements below. No justification is required.

(a) Answer “TRUE” if the statement below is true for ALL events A and B with 0 <
P(A) < 1 and 0 < P(B) < 1. Otherwise answer “FALSE”.

TRUE FALSE

2 2 P(A ∪ B) ≥ max{P(A), P(B)}

2 2 P(A ∩ B) ≥ min{P(A), P(B)}

2 2 P(A|B)P(B) + P(Ac |B)P(B) = P(A)

2 2 If P(A|B) = P(B|A), then P(A) = P(B)

2 2 If A ∩ B = ∅, then A and B are independent.

2 2 If P(A|B) = P(A), then P(B c |A) = 1 − P(B)

(b) X is a continuous random variables with finite mean and variance. The functions
FX (x) and fX (x) denote the cumulative distribution function and the probability
density function of X, respectively. Answer “TRUE” if the statement is true for all
such random variables X, otherwise answer “FALSE”.

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 TRUE FALSE

2 2 fX (x) ≤ 1 for all x.

2 2 There is some real number a such that 2 FX (a) > FX (2a) .

2 2 P(a ≤ X < b) = P(ea ≤ eX < eb ) for all real numbers a < b.

2 2 P(X 2 − 2X + 1 < −1) = 0.

2 2 If Y = |X|, then E[Y ] ≥ E[X].

2 2 If Y = |X|, then var[Y ] ≤ var(X).

(c) X and Y are random variables such that var(X) = var(Y ) = σ 2 < ∞. In addition, we
have that var(2X + 3Y + 4) = var(3X − 2Y + 1). Answer “TRUE” if the statement is
true for all such random variables X, Y , otherwise answer “FALSE”.

TRUE FALSE

2 2 E[X 2 ] = E[Y 2 ]

2 2 X and Y are uncorrelated random variables.

2 2 X and Y are independent random variables.

2 2 var(2X + 3Y + 4) = var(2X − 3Y + 1)

2 2 cov(X + Y, X − Y ) = 0

2 2 var(X + Y ) = 2σ 2

(d) Let X1 , X2 , . . . , Xn be a sequence of independent and identically distributed random

variables. Let Yn and Zn be two random variables defined as

Yn = X1 + X2 + . . . Xn ,
Zn = |X1 | + |X2 | + . . . |Xn |,

respectively. Assume that the random variables X1 , X2 , . . . , Xn have finite mean µ

and finite variance σ 2 , and that E[|X1 |] = τ .

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 TRUE FALSE

2 2 var(|Xn |) = σ 2 + µ2 − τ 2 .

2 2 For sufficiently large n, Yn and Zn are approximately jointly Gaussian.

2 2 For sufficiently large n, we have P(Yn − nµ ≤ Zn − nτ ) ≈ 0.5.

2 2 If X1 , X2 , . . . , Xn are Gaussian, then P(Y ≤ n) = P(X1 ≤ 1)

2 2 P(Zn ≥ n) ≤ τ for all n.

Problem 8.

Check the appropriate box for each of the statements below. No justification is required.

(a) Answer “TRUE” if the statement below is true for ALL events A and B with 0 <
P(A), P(B) < 1. Otherwise answer “FALSE”.

TRUE FALSE

2 2 P(A ∪ B) ≤ P(A) + P(B)

2 2 P(A|B) ≤ 1

2 2 P(A|B) + P(A|B c ) = 1

2 2 P(A|B)
P(B) ≤1

2 2 P(A ∩ B c ) = P(A) − P(A ∩ B)

2 2 P(A|B) = P(B|A)P(A)/P(B)

(b) Answer “TRUE” if the statement is true for all continuous random variables X with
finite mean and variance, otherwise answer “FALSE”.

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 TRUE FALSE

2 2 If var(X) = 0 then E[X] = 0.

2 2 (E[X])2 ≤ E[X 2 ]

2 2 g(X) is a continuous random variable for all functions g(·).

2 2 If Y = |X|, then fY (v) = fX (v) + fX (−v) for all v > 0.

(c) Let X and Y be independent Gaussian random variables with parameters E[X] =
2
µX , E[Y ] = µY and var(X) = σX , var(Y ) = σY2 . Indicate whether each of the following
statements is true or false.
Notation: fXY (x, y), fX (x), fY (y) denote the joint and marginal PDFs of X and Y ,
respectively; Φ(x) is the CDF of a standard Gaussian random variable with zero mean
and unit variance, that is,
Z x
1 2
Φ(x) = √ e−t /2 dt.
2π −∞

Finally, cov(X, Y ) is the covariance of the two random variables.

TRUE FALSE

2 2 fXY (x, y) = fX (x)fY (y)

2 2 E[XY ] = 0

2 2 2
var(X + Y ) = σX + σY2

 
2 2 P(X + Y < z) = Φ √ 2X −µ2Y
z−µ
σX +σY

2 2 P(X ≤ x|Y ≤ y) = Φ(x)

2 2 cov(X, Y ) = 0

(d) Let X1 , X2 , . . . , Xn be a sequence of independent and identically distributed (IID)

random variables. Let Yn be a random variable defined as

Yn = X1 + X2 + . . . Xn .

Assume that the random variables X1 , X2 , . . . , Xn have finite mean µ and finite vari-
ance σ 2 .

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 TRUE FALSE

2 2 If X bn ) = σ 2 /n.
bn = Yn /n, then var(X

2 2 Yn is a Gaussian random variable.

√
2 2 For sufficiently large n, we have P(Yn ≤ nµ + σ n) ≈ Φ(1).

2 2 If µ = σ = 1, then the variance of the product X1 · X2 · · · Xn is 2n − 1.

Problem 9.

The random point (X, Y ) is uniformly distributed on the shaded region shown below.

Y
1

05

05 1 X

(a) The joint PDF of X, Y can be written as

(
c, if (x, y) is in the shaded region;
fXY (x, y) =
0, otherwise.

What is the value of the constant c?

(b) Find the marginal PDF fX (x) of the random variable X. In order to obtain full credit,
you must specify the value of fX (x) for all real numbers x.
(c) Find P(X < Y < 2X).
(d) Find the PDF of the random variable Z = Y /X. In order to obtain full credit, you
must specify the value of fZ (z) for all real numbers z.

Problem 10.
On any given flight, an airline’s goal is to fill the plane as much as possible without over-
booking. If, on average, 10% of customers cancel their tickets, all independently of each
other, what is the probability that a particular flight will be overbooked if the airline sells
320 tickets for a plane that has a maximum capacity of 300 people? What is the probabil-
ity that a plane with maximum capacity 150 people will be overbooked if the airline sells
160 tickets? Express the answers in terms of the standard normal cumulative distribution
function, Φ(x). (Hint. Consider the probability p of a success to be the probability that a

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given person actually shows up for the flight. From this, deduce what the effective mean
and standard deviation are for the number of successes in the case when n = 320 or when
n = 160, respectively.)

Problem 11.
Two coins, one fair and one coming up heads with probability 1/3, are in a pocket. Other
than this difference in their bias, the coins are indistinguishable. One coin is drawn from
the pocket, with each of the two coins equally likely to be chosen. We want to know which
coin we actually picked by flipping it multiple times and observing the results.
(a) Suppose the coin drawn is flipped three times. What is the probability that heads
show up on all three flips?
(b) Given that a total of two heads show up on the three flips, what is the probability
that the coin is fair?
(c) If you flip the selected coin 1000 times, what is the probability that the number of
heads is no greater than 250? You just need to get an approximate answer in terms
of the function φ(x), defined as
Z x
1 2
φ(x) = √ e−t /2 dt.
2π −∞

Problem 12.

Let X and Y be two continuous random variables with joint pdf

(
c, if (x, y) is in the shaded parallelogram region
fX,Y (x, y) =
0, otherwise.

1 2 x

(a) What is the value of the constant c?

(b) Are X and Y independent? Justify your answer.
(c) Find the marginal pdf fX (x). To obtain full credit, you must specify the value of
fX (x) for all x, −∞ < x < ∞.
(d) Find P(Y < X < 1).
(e) Find the CDF of the random variable Z = Y − X. In order to obtain full credit, you
must specify the value of FZ (z) for all real numbers z.