Tutsheet 4

Department of Mathematics
Tutorial Sheet No. 4

MTL 106 (Introduction to Probability and Stochastic Processes)
1. Let X and Y be independent random variables. The range of X is {1, 3, 4} and the range of Y is {1, 2}.
Partial information on the probability mass function is as follows:
pX (3) = 0.50; pY (2) = 0.60; pX,Y (4, 2) = 0.18 .
(a) Determine pX , pY and pX,Y completely.

(b) Determine P (|X − Y | ≥ 2).
2. Evaluate all possible marginal and conditional distributions if (X, Y ) has the following joint probability
distribution
(a) P (X = j, Y = k) = q k−j pj , j = 1, 2, . . . and k = j + 1, j + 2, . . . q = 1 − p
15!
(b) P (X = j, Y = k) = j!k!(15−j−k)! ( 12 )j ( 13 )k ( 16 )15−j−k
for all admissible non negative integral values of j and k.
8
3. Show that
-1

0, x < 0, y < 0 or x + y < 1
F (x, y) =
17
1, otherwise
is not a distribution function.
20
4. Find k, if the joint probability density of (X1 , X2 ) is

ke−3x1 −4x2 , x1 > 0, x2 > 0
fX1 X2 (x1 , x2 ) =
r 0, otherwise
te
Also find the probability that the value of X1 falls between 0 and 1 while X2 falls between 0 and 2.
es
5. Consider a transmitter sends out either a 0 with probability p, or a 1 with probability (1 − p), independently
of earlier transmissions. Assume that the number of transmissions within a given time interval is Poisson
m
distributed with parameter λ. Find the distribution of number of 1’s transmitted in that same time interval?
6. Suppose that the two-dimensional random variable (X, Y ) has joint pdf
Se

1, 0 < x, y < 1
f (x, y) =
0, otherwise
II
Find the pdf of X + Y .

7. Romeo and Juliet have a date at a given time, and each, independently, will be late by an amount of time,
denoted by X and Y respectively, that is exponentially distributed with parameter λ. Find the pdf of, X − Y ,
the difference between their times of arrival?
8. Let X, Y and Z be independent and identically distributed random variables each having a uniform distri-
bution over the interval [0, 1]. Find the joint density function of (V, W ) where V = XY and W = Z 2 .
9. The random variable X represents the amplitude of cosine wave; Y represents the amplitude of a sine wave.
Both are independent and uniformly distributed over the interval (0,1). Let R represent the amplitude of
their resultant, i.e., R2 = X 2 + Y 2 and θ represent the phase angle of the resultant, i.e., θ = tan−1 (Y/X).
Find the joint and marginal pdfs of θ and R.
10. Let X and Y be continuous random variables having joint distribution which is uniform over the square
which has corners at (2, 2), (−2, 2), (−2, −2) and (2, −2). Determine P (|Y | > |X| + 1).
1
11. Consider the metro train arrives at the station near your home every quarter hour starting at 5:00 AM. You
walk into the station every morning between 7:10 and 7:30 AM, with the time in this interval being a uniform
random variable, that is U ([7 : 10, 7 : 30]).
(a) Find the distribution of time you have to wait for the first train to arrive?
(b) Also, find its mean waiting time?
12. Suppose that the two-dimensional random variable (X, Y ) has joint pdf

kx(x − y), 0 < x < 2, −x < y < x
fXY (x, y) =
0, otherwise
Find k. Evaluate P (X < 1/Y = 12 ) and P (Y < 23 /X = 1).

13. Let A, B and C be independent random variables each with uniform distributed on interval (0, 1). What is
the probability that Ax2 + Bx + C = 0 has real roots?
14. Aditya and Aayush work independently on a problem in Tutorial Sheet 4 of Probability and Stochastic
8
Processes course. The time for Aditya to complete the problem is exponential distributed with mean 5
-1
minutes. The time for Aayush to complete the problem is exponential distributed with mean 3 minutes.
17
(a) What is the probability that Aditya finishes the problem before Aayush?
(b) Given that Aditya requires more than 1 minutes, what is the probability that he finishes the problem
before Aayush?
20
(c) What is the probability that one of them finishes the problem a minute or more before the other one?
15. Let X1 and X2 be two iid random variables each N (0, 1) distributed.
r
te
(a) Are X1 + X2 and X1 − X2 independent random variables? Justify your answers.
(b) Obtain E[X12 + X22 | X1 + X2 = t].
es
4
(c) Calculate E[(X1 + X2 ) /(X1 − X2 )].
m
16. Let X and Y be two identically distributed random variables with Var(X) and Var(Y ) exist. Prove or
disprove that Var X+Y

2 ≤ Var (X)
Se
1
17. Let X and Y be two random variables such that ρ(X, Y ) = 2, V ar(X) = 1 and V ar(Y ) = 4. Compute
V ar(X − 3Y ).
18. Let X1 , X2 , . . . , X5 be i.i.d random variables each having uniform distributions in the interval (0, 1).
II
(a) Find the probability that min(X1 , X2 , . . . , X5 ) lies between (1/4, 3/4).
(b) Find the probability that X1 is the minimum and X5 is the maximum among these random variables.
19. Let X1 , X2 , . . . , Xn be iid random variables with E(X1 ) = µ and V ar(X1 ) = σ 2 . Define
n n
1X 1 X 2
X= Xi , S 2 = Xi − X
n i=1 n − 1 i=1
Find (a) V ar(X) (b) E[S 2 ].

20. Pick the point (X, Y ) uniformly in the triangle {(x, y) | 0 ≤ x ≤ 1 and 0 ≤ y ≤ x}. Calculate E[(X − Y )2 /X].

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Department of Mathematics

Tutorial Sheet No. 4

pX (3) = 0.50; pY (2) = 0.60; pX,Y (4, 2) = 0.18 .

(a) Determine pX , pY and pX,Y completely.

is not a distribution function.

Find the pdf of X + Y .

Find k. Evaluate P (X < 1/Y = 12 ) and P (Y < 23 /X = 1).

Find (a) V ar(X) (b) E[S 2 ].

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