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Homework Set 8

This document contains 7 math homework problems involving joint distributions of continuous random variables: 1. Find probabilities related to independent uniformly distributed random variables X and Y on (0,1). 2. Find the joint density, marginal densities, independence, and expectations related to uniformly distributed random variables X and Y on a specific region. 3. Find the expected value of the absolute difference of two independent uniformly distributed random variables on [0,2]. 4. Determine independence and find probabilities related to random variables X and Y with a given joint PDF. 5. Find values related to random variables X and Y with a given joint density function on [0,1]. 6. Calculate expectations

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78 views2 pages

Homework Set 8

This document contains 7 math homework problems involving joint distributions of continuous random variables: 1. Find probabilities related to independent uniformly distributed random variables X and Y on (0,1). 2. Find the joint density, marginal densities, independence, and expectations related to uniformly distributed random variables X and Y on a specific region. 3. Find the expected value of the absolute difference of two independent uniformly distributed random variables on [0,2]. 4. Determine independence and find probabilities related to random variables X and Y with a given joint PDF. 5. Find values related to random variables X and Y with a given joint density function on [0,1]. 6. Calculate expectations

Uploaded by

Kartik Dhinakaran
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Math 4530 - Homework Set 8

Joint Distributions (Continuous)


1. Suppose X and Y are independent and uniformly distributed on (0, 1). Find

(a) P (|X Y | 0.25);


(b) P (|X/Y 1| 0.25);
(c) P (Y X | Y 0.25).

2. Suppose that (X, Y ) is uniformly distributed over the region {(x, y) : 0 < |y| <
x < 1}. Find

(a) the joint density of (X, Y );


(b) the marginal densities fX (x) and fY (y);
(c) Are X and Y independent?
(d) Find E[X] and E[Y ].
(e) Find E[XY 2 ].

3. Let X and Y be two independent uniformly distributed random variables in


[0, 2]. Find E[|X Y |].

4. Let X and Y be random variables with joint pdf given by


(
e(x+y) 0 x, y
fXY (x, y) =
0 otherwise

(a) Are X and Y independent?


(b) Find P (X < Y ).
(c) Find P (X < a).

5. Let X and Y have joint density


(
kxy 2 0 x, y 1
fXY (x, y) =
0 otherwise

(a) Find k.
(b) Compute the marginal densities of X and of Y .
(c) Compute P (Y > 2X).
(d) Compute P (|X Y | < 0.5).

1
(e) Are X and Y independent?

6. Suppose X and Y are independent random variables such that X has uniform
(0, 1) distribution and Y has exponential distribution with mean 1. Calculate:

(a) E[X + Y ];
(b) E[XY ];
(c) E[(X Y )2 ];
(d) E[X 2 e2Y ].

7. Suppose X N (1, 22 ) and Y N (2, 32 ) are independent. Let W = 2X + Y .

(a) Find E(W ) and V ar(W ).


(b) Find P (W < 5).

8. Suppose X and Y are independent random variables such that X is uniformly


distributed on (0, 1) and Y is uniformly distributed on (0, 2). Let Z = X + Y .
Find the density function of Z.

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