Scribd
Upload
110 views

Tutorial 5

The document provides solutions to problems involving joint probability density functions and conditional density functions. It covers topics like finding the joint density of independent random variables, the probability that one random variable is less than another, conditional densities given relationships between random variables, and joint probability mass functions for discrete random variables. The solutions involve integrating joint densities over different ranges and applying the definition of conditional density functions.

Uploaded by

RajMohan
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
110 views

Tutorial 5

The document provides solutions to problems involving joint probability density functions and conditional density functions. It covers topics like finding the joint density of independent random variables, the probability that one random variable is less than another, conditional densities given relationships between random variables, and joint probability mass functions for discrete random variables. The solutions involve integrating joint densities over different ranges and applying the definition of conditional density functions.

Uploaded by

RajMohan
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
You are on page 1/ 9

1stSemester M.

Tech Microwave & TV


Engineering and Signal Processing
Tutorial 5: Joint Distribution and Density functions
1. Suppose that X and Y are independent continuous Random Variables having densities
fX (x) and fY (y)respectively.
R
Show thatP (X < Y ) = FX (y) FY (y) dy

Solution:
P (X, Y ) =

x=

y=

fXY (x, y) dy dx

R Ry
[
f (x) dx] dy
X

y=

x=

fX (x)fY (y) dx dy

FX (y)fY (y) dy

2. Given the probability density function


fX,Y (x, y) =

2
(1

x2 y 2 ) f or 0 < x2 + y 2 < 1
0
otherwise

Solution:
P (X 2 + Y 2 < B 2 ) =

RR

FXY (x, y) dx dy

Put
x = r cos
y = r sin
x2 + y 2 = r 2
dx dy = rdrd

P (X 2 + Y 2 < B 2 ) =

R b R 2
r=0

=4

Rb

=4

r=0
r2
2

2
(1
=0

r2 )r dr d

(1 r2 ) r dr

r4
4

ib
0

= 2b2 b4

3. A smooth surface table is ruled with equidistant parallel lines at distance D apart.A
needle of length L where L D is randomly dropped on this table.What is the
probability that the needle will intersect one of them?

Solution:
angle made by the needle with line which is perpendicular to the line.
XY RV which is the perpendicular distance from the centre of the
needle to the line.
XU (0, D/2),
U (0, /2) both are independent

4
; 0 < x < D/2, 0 < < /2
fX (X, ) =

0
; otherwise
If needle intersects a line , X should be L2 cos , should be between 0, /2
P (needle intersects a line)= P (X <= L2 cos , 0 < < 2 )
=

R L cos R /2

4
=0 D

x=0

R /2

2L
D

2L
D

4L
2

d dx

cos d

[sin ]/2
0

4. Let X and Y be continuous random variable with joint density function

fX,Y (x, y) =

ey ; 0 < x < y
o ; otherwise

Page 2

Solution:
R
fX (x) = y= fXY (x, y) dy
=

ey dy

ey
1

i
x

0ex
1

fY (y) =

Ry

Ry

x=0

= ex ; x 0
fXY (x, y) dx

ey dx = yey ; y 0

5. Suppose (X,Y)is evenly distributed over the area bounded by


y = x2

and

a)Find the joint density function of X and Y


b)Find P (X < 0, Y < 3)

Solution:
(X, Y ) is evenly distributed
= height is constant=k
fXY (x, y) = k
a)

R2
x=2

= k

R4
y=x2

R2
2

k=1

[y]yx2 dx = 1

Page 3

y=4

R2
2

(A x2 ) dx = 1

h
= k 4x
= k =

x3
3

i2
2

=1

3
32

fXY (x, y) =

3
32

b)

P (X < 0, Y < 3) =
=

3
32

R0

3
32

3 3
16

R0

x= 3

[y]3x2 dx =
3

3x

X3
3

3
32

R3

3
y=x2 32

R0

(3
3

dy dx

x2 ) dx

i0

6. Consider an experiment drawing randomly 3 balls from an urn containing 2 red,3


white,and 4 blue balls.Let (X, Y ) be bivariate random variable where X, Y denote
respectively the number of red and white balls chosen.
(a) Find the range of X and Y .
(b) Find joint probability mass function of (X, Y )
Solution:
(a) X varies from 0 to 2 ;
Y varies from 0 to 3-X ;

X={0, 1, 2}
Y={0, 1 3 X}

(b) P(X=0,Y =0)=

4C3
9C3

3C0

2 3C0
P(X=1,Y =0)= 2C1 4C
9C3

P(X=0,Y =1)=

3C1
9C3

4C2

1 3C1
P(X=1,Y =1)= 2C1 4C
9C3

Page 4

P(X=0,Y =2)=

4C1 3C2
9C3

P(X=0,Y =3)=

4C0
9C3

0 3C2
P(X=1,Y =2)= 2C1 4C
9C3

3C3

P(X=1,Y =3)=0

In general,P(X = xi , Y = yj ) =

2Ci 3Cj 4C[ 3(i+j)]


9C3

, 0 < i < 2; 0 < j < (3 i)

7. Consider a bivariate random variable (X, Y ) where X,Y denote horizontal and vertical miss distances from a target when a bullet is fired.Assuming X, Y are independent
and that probability of bullet landing on any point of XY plane depends only on
distance of point from target.Show that (X, Y ) is a bivariate normal random variable.

Solution:
Probability of bullet landing on any point of XY plane depend only on distance of
point from target.
p
i.e it depends only on r = x2 + y 2
where
X : RV horizontal miss distance
Y : RV vertical miss distance vertical miss distance
pdf of miss distance,
fXY (x, y) = fX (x).fY (y)

where X and Y are independent.

p
Also fXY (x, y) = g( x2 + y 2 ) = g(r)
g(r) = fX (x).fY (y)
g(r)
r

So,

g(r)
x

dg(r) r
.
dr x

and

r
x

x
x2 +y 2

x
r

= g 0 (r) xr

x 0
g (r)
r

= fX1 (x)fY (y);

(Dividing both sides by xg(r))


1 g 0 (r)
1 fX0 (x)
=
r g(r)
x fX (x)

The RHS of (1) is independent of y,and LHS is a function of r =


both sides are independent of x and y.Hence,
1 g 0 (r)
r g(r)

= = constant

g 0 (r)
g(r)

= r

Page 5

(1)
p

x2 + y 2

Integrating both sides, ln {g(r)} =


(x2 +y 2 )
Ae 2

r2
2

+ c so g(r) = g

p

x2 + y 2 = fXY (x, y) =

X and Y are normal with zero mean and variance 2 =

8. The joint density of X and Y is given by


 12
x(2 x y) ; 0 < x < 1, 0 < y < 1
5
fX,Y (x, y) =
0
Otherwise
Compute the conditional density of X,given that X = Y ,where 0 < y < 1.

Solution:
fX|Y (x|y) =

fXY (x,y
fY (y)

fY (y) =

fXY (x, y)dx

Z 1

12
x(2 x y)dx
0 5


12 2 y

=
5 3 2
(8 6y)
=
5
=

fY (y)|y=x =

(86x)
5

12
x(2 2x)
5
24x(1 x)
=
5

fXY (x, x) =

24x(1 x)
(8 6x)
12x(1 x)
=
(4 3x)

fX|Y (x|y) =

Page 6

9. Consider a binary communication channel in figure.

Let X, Y be bivariate random variables,where X is the input to the channel and


Y is the output of the channel.Let P (X = 0) = 0.5, P (Y = 1|X = 0) = 0.1 and
P (Y = 0|X = 1) = 0.2
(a) Find joint probability matrix of (X, Y )
(b) Find the marginal densities of X, Y
Solution:
P(X=0)=0.5=P(X=1);
P (Y = 1|X = 0) = 0.1;
P (Y = 1, X = 0) = 0.10.5 = 0.05;
(a)

P (Y = 0|X = 1) = 0.2
P (Y = 0, X = 1) = 0.20.5 = 0.1

Joint probability matrix of (X, Y )

(b) P (X = 0)

0.5

P (X = 1)

0.5

P (Y = 0)

0.55

P (Y = 1)

0.45

Page 7

(c) P (Y = 0, X = 1) = 0.1 6= P (Y = 0)P (X = 1)


X and Y are not independent.

10. Two fair dice are thrown.Let X=0 or 1 according to whether the first die shows
an even number or an odd number.Similarly,let Y =0 or 1 according to the second
die.Find the joint probability mass function of X and Y .
Solution:
D1 is odd X = 1

D2 is odd Y = 1

D1 is even X = 0

D2 is even Y = 0

P(X = 1|Y = 0) = 0.5 P(X = 1|Y = 0) = 0.5 0.5 = 0.25


Similarly,for all the 4 cases.
So, P(X = xi , Y = yj ) = 0.25 ;

X = {0, 1} , Y = {0, 1}

11. Let the probability density function of X1 and X2 be given by


 (x +x )
e 1 2 f or x1 > 0, x2 > 0
fX1 ,X2 (x1 , x2 ) =
0
otherwise
Consider two random variables Y1 and Y2 , Y2 =
and Y2 and marginal density of Y2 .

X1
.
X1 +X2

Find the joint density of Y1

Solution:

fY |X (y|x).fX (x)
fX|Y (x|y) = R
f (y|x)fX (x)dx
Y |X
= R
1

1
e
2 2 2

(yx)2
2 2

1
e
1 2 2 2

(yx)2
2 2

dx
n
o
2
exp (yx)
2 2
n
o
= R1
(yx)2
exp 22
dx
1
Put

(y x)

dx
du =

u=

Page 8

(y + 1)

(y 1)
x=1u=

x = 1 u =

So,

o
n
2
exp (yx)
2 2
fX|Y (x|y) =
 y+1 
2 2 G G

Page 9

y1

You might also like