PROBLEMS

1. Suppose that the joint pdf of the 2-dimensional crv (X,Y) is given by
xy
x2 + ; 0x1 , 0 y2
f(x, y) = { 3
0 ; elsewhere

Find (i). g(x)

(ii). h(y)
(iii). g(x/y)
(iv). h(y/x)
1
(v). P(X>2)
(vi). P(Y<X)
1 1
(vii).P[(Y<2)/(X<2)]

Solution:
∞ 2 𝑥𝑦 2𝑥
(i). g(x) =∫−∞ f(x, y)dy=∫0 (𝑥 2 + )𝑑𝑦 = 2𝑥 2 + , 0≤x≤1
3 3
∞ 1 𝑥𝑦 𝑦 1
(ii). h(y) =∫−∞ f(x, y)dx = ∫0 (𝑥 2 + 3
)𝑑𝑥= 6+3, 0≤y≤2
(iii). g(x/y) = f(x,y) / h(y) ; h(y)>0
xy
x2 +
3 6 x 2 + 2 xy
= = , 0≤x≤1 and 0≤y≤2
1 y
+ 2+ y
3 6
(iv). h(y/x) = f(x,y)/g(x) ; g(x)>0.
xy
x2 +
= 3 = 3 x + y , 0  x  1 and 0  y  2
2 x 6x + 2
2x 2 +
3

1 1 2 1
(v). P(X>2)= P(X>2,0≤ Y ≤ 2)=∫0 ∫1 f(x, y)dxdy
2
2 1 2
1 xy x3 x2y 1
P (X > ) = ∫ ∫ (x 2 + ) dxdy = ∫ [( + )]1 dy
2 0
1 3 0 3 6 2
2
2 2
1 y 1 y 7 3y
=∫ ( + − − )dy = ∫ ( + ) dy
0 3 6 24 24 0 24 24
2 2 2
7 y 5
= [ y] + [ ] =
24 0 16 0 6

1
 1 𝑥
Y
𝑥𝑦 2
(vi). 𝑃(𝑌 < 𝑋) = ∫ ∫ [𝑥 + ] 𝑑𝑦𝑑𝑥
0 0 3 Y=X
1 3 4 4 1
𝑥 𝑥 𝑥
= ∫ [𝑥 3 + ] 𝑑𝑥 = [ + ] (0,1) (1,1)
0 6 4 24 0
7
=
24
(1,0) X

1 1
1 1 𝑃(𝑌 < 2 ∩ 𝑋 < 2)
(vii). 𝑃(𝑌 < /𝑋 < ) =
2 2 1
𝑃(𝑋 < 2)
1 1 1 1
1 1 2 2 𝑥𝑦 2 𝑥𝑦 2 2
𝑃 (𝑌 < ∩ 𝑋 < ) = ∫ ∫ (𝑥 2 + ) 𝑑𝑥𝑑𝑦 = ∫ (𝑥 2 𝑦 + ) 𝑑𝑥
2 2 0 0 3 0 6 0
1
𝑥3 𝑥2 2 5
=[ + ] =
6 48 0 192
1 1
2 2
1 2 𝑥𝑦 𝑥3 𝑥2𝑦 2
𝑃(𝑋 < ) = ∫ ∫ [𝑥 2 + ] 𝑑𝑥𝑑𝑦 = ∫ [ + ] 𝑑𝑦
2 0 0 3 0 3 6 0
2
𝑦 𝑦2 1
=[ + ] =
24 48 0 6
5
1 1 192 5
∴ 𝑃(𝑌 < /𝑋 < ) = =
2 2 1 32
6

2. Suppose that the 2-dimensional crv (X,Y) has the pdf

Cx(x − y) ; 0 < x < 2, −x < y < x
f(x, y) = {
0 ; elsewhere
a) Evaluate C
b) Find the marginal pdf of X
c) Find the marginal pdf of Y

Solve it!

2
 2
; 0x < ya
3. Let f(x, y) = {a2 be the joint pdf of the 2-dimensional crv (X,Y).
0 ; elsewhere
Find g(x/y) and h(y/x)?

Solution:
f(x,y) f(x,y)
We have g(x/y) = h(y) ; h(y) > 0 and h(y/x) = g(x) ; g(x) > 0
a a
a 2 2y2 2
g(x) = ∫x f(x, y)dy = ∫ dy = [ ] = a2 (a − x),0 ≤ x ≤ a
a2 a x
x
= 0, elsewhere
𝑦 𝑦
2 2 2𝑦
ℎ(𝑦) = ∫ 𝑑𝑥 = [𝑎2 𝑥] = ,0 ≤ 𝑦 ≤ 𝑎
𝑎2 0 𝑎2
0
= 0, 𝑒𝑙𝑠𝑒𝑤ℎ𝑒𝑟𝑒
2
f(x,y) a2 1
g(x/y) = = 2y = y,o ≤ y ≤ a
h(y)
a2
= 0, elsewhere
2
f(x,y) a2 1
h(y/x) = = 2(a−x) = 𝑎−𝑥 ; 0 ≤ 𝑥 ≤ 𝑎
g(x)
a2
= 0, elsewhere

4. For what values of ‘k’, is f(x,y)=ke-(x+y) a joint pdf of (X,Y) over the region 0<x<1;0<y<1?

Solve it!

5. Two rvs X and Y have their joint pdf given by

6(e−2x−3y ); x, y ≥ 0
f(x, y) = {
0 ; elsewhere
Find
a) P(1<X<2,2<Y<3)
b) P(0<X<2,Y>2)
c) Marginal pdfs of X and Y. Also the Conditional pdfs of X given Y and Y given X

Solve it!

6. Test for the independence of the rvs X and Y, given the joint pdf
2(e−x−y ); 0 < x < y < ∞
f(x, y) = {
0 ; elsewhere

Solution:
X and Y are independent iff f(x,y)=g(x).h(y) ∀ x,y
Consider,
∞
g(x) = 2 ∫x (e−x−y )dy = 2e−2x
y
h(y) = 2 ∫0 (e−x−y )dx = −2e−2y + 2e−2y
g ( x).h( y) = 2e −2 x (−2e −2 y + 2e −2 y )  f ( x, y)
Hence X and Y are not independent.
3
7. Test for the independence of the rvs X and Y, given the joint pdf
8xy ; 0 < x < y < 1
f(x, y) = {
0 ; elsewhere

Solve it!

8. Test for independence of the rvs X and Y whose joint probability function is given below:

X/Y 1 2 3
1 1/8 1/8 2/8
2 3/8 0 0
3 0 1/8 0

Solution:
X/Y 1 2 3 P(X=xi)
1 1/8 1/8 2/8 4/8
2 3/8 0 0 3/8
3 0 1/8 0 1/8
P(Y=yj) 4/8 2/8 2/8 1

1 3 4 1 4 1
P(Y = 1) = + = = , P(X = 1) = =
8 8 8 2 8 2
2 3
P(Y = 2) = , P(X = 2) =
8 8
3 1
P(Y = 3) = , P(X = 3) =
8 8

Now for X and Y to be independent we must have P(X=xi,Y=yj) = P(X=xi) P(Y=yj)  i,j.
Consider,
1 1 1 1
P(X = 1, Y = 1) = and P(X = 1). P(Y = 1) = . =
8 2 2 4
P(X = 1, Y = 1) ≠ P(X = 1). P(Y = 1)

Hence X and Y are not independent.

9. Test for the independence of the rvs X and Y whose joint probability function is given
below:

Y/X -1 0 1
-1 1/12 1/12 2/12
0 0 0 0
1 2/12 2/12 4/12

Solve it!

4
10. Suppose X and Y are independent rvs and X takes values 2, 5 and 7 with probabilities
1 1 1 1 2
, and 4 respectively while Y takes values 3 and 5 with probabilities 3 and 3 respectively.
2 4
Determine the joint pmf of X and Y. Also determine the probability distribution of Z=X+Y?

Solution:
Since X and Y are independent, we have P(X=xi,Y=yj) = P(X=xi) P(Y=yj)  i,j.

Y/X 2 5 7 P(Y=yj)
1 1 1 1
3
6 12 12 3
1 1 1 2
5
3 6 6 3
1 1 1
P(X=xi) 1
2 4 4

To find the probability distribution of Z=X+Y

Note that Z takes values 5,8,10,7,12

1
P(Z=5) = P(X=2,Y=3) =
6
1
P(Z=8) = P(X=5,Y=3) =
12
1 1 1
P(Z=10) = P(X=5,Y=5) + P(X=7,Y=3) = + =
6 12 4
1
P(Z=7) = P(X=2,Y=5) =
3
1
P(Z=12) = P(X=7,Y=5) =
6

Joint pmf: P(X=xi,Y=yj) = P(X=xi).P(Y=yj); since X and Y are independent

1 1 1
p11 = P(X = 2, Y = 3) = P(X = 2). P(Y = 3) = . =
2 3 6
1 2 1
p12 = P(X = 2, Y = 5) = P(X = 2). P(Y = 5) = . =
2 3 3
1 1 1
p21 = P(X = 5, Y = 3) = P(X = 5). P(Y = 3) = . =
4 3 12
1 2 1
p22 = P(X = 5, Y = 5) = P(X = 5). P(Y = 5) = . =
4 3 6
1 1 1
p31 = P(X = 7, Y = 3) = P(X = 7). P(Y = 3) = . =
4 3 12
1 2 1
p32 = P(X = 7, Y = 5) = P(X = 7). P(Y = 5) = . =
4 3 6