Probability And Statistics: ED19BPAS3C

Indian Institute of Information Technology, Allahabad October 23, 2019

Professors Abdullah Bin Abu Baker and Sumit Kumar Upadhyay Assignment 1

Assignment 1

Collaborators:
Kingsuk Bag - IEC2018001
Shubham Roy - IEC2018002
Nikita Kumari - IEC2018003
Raj Kamal - IEC2018004
Ayush Mishra - IEC2018005

Group 1:
Let, Z = (X,Y) be a random vector with joint probability density function
 2
 6x + 3xy
0 < x < 1, 0 < y < 2
fZ (x, y) = 7
0 otherwise


Answer the given questions with respect to above.

Problem 1-1.
Compute fX (x) and fY (y).

Solution:

When x  (0,1),
R∞ R2 R2 6x2 +3xy 12x2 +6x
fX (x) = −∞ fZ (x, y)dy = 0 fZ (x, y)dy = 0 7
dy = 7
.
When x∈ / (0,1),
R∞ R∞
fX (x) = −∞ fZ (x, y)dy = −∞ 0dy = 0.
Thus,
2

 12x + 6x
0<x<1
fX (x) = 7
0 otherwise


Similarly,
2 Assignment 1

When y  (0,2),
R∞ R1 R1 6x2 +3xy 3y+4
fY (y) = −∞ fZ (x, y)dx = 0 fZ (x, y)dx = 0 7
dx = 14
.
When y∈ / (0,2),
R∞ R∞
fY (y) = −∞ fZ (x, y)dx = −∞ 0dx = 0.
Thus, 
 3y + 4 0<y<2
fY (y) = 14
0 otherwise


Problem 1-2.
Compute fX|Y (x|y) and fY |X (y|x).

Solution:
fZ (x,y)
fX|Y (x|y) = fY (y)

Using the results obtained above,

2
 12x + 6xy

0 < x < 1, 0 < y < 2
fX|Y (x|y) = 3y + 4

0 otherwise

In same way,
fZ (x,y)
fY |X (y|x) = fX (x)

Using the results obtained above,

 2x + y

0 < x < 1, 0 < y < 2
fY |X (y|x) = 4x + 2
0 otherwise

Assignment 1 3

Problem 1-3.
Compute P(X>Y).

Solution:

5
y=x
4

3
y

0
0 1 2 3 4 5
x
6x2 +3xy
R1Rx R1Rx 15
P(X>Y) = 0 0
fZ (x, y) dy dx = 0 0 7
dy dx = 56

Problem 1-4.
Compute P(X<Y).

Solution:

5
y=x
4

3
y

0
0 1 2 3 4 5
x
6x2 +3xy
R1R2 R1R2 41
P(X<Y) = 0 x
fZ (x, y) dy dx = 0 x 7
dy dx = 56
4 Assignment 1

Problem 1-5.
Compute C.D.F of Z = (X,Y)
Solution:

 2
 6x + 3xy
0 < x < 1, 0 < y < 2
fZ (x, y) = 7
0 otherwise


F(Z) (x,y) = P[{X ≤ x} ∩ {Y ≤ y}].

Geometrically, what it means is that C.D.F. denotes the volume under the density over the region
{X ≤ x} ∩ {Y ≤ y}.

1
f

2
0
0 1
0.2 0.4
0.6 0.8 y
1 0
x

When x  (0,1) and y  (0,2) :

6x2 +3xy 8x3 y+3x2 y 2
RxRy RxRy
F(Z) (x,y) = 0 0 f Z (x,y) dy dx = 0 0 7
dy dx = 28

When x  (0,1) and y ≥ 2 :

4x3 +3x2
F(Z) (x,y) = F(Z) (x,2) = 7

When x ≥ 1 and y  (0,2) :

8y+3y 2
F(Z) (x,y) = F(Z) (1,y) = 28

When x ≥ 1 and y ≥ 2 :

F(Z) (x,y) = F(Z) (1,2) = 1.

Assignment 1 5

Thus,
 3
8x y + 3x2 y 2
0 < x < 1, 0 < y < 2





 28
4x + 3x2
3




 0 < x < 1, y≥ 2
 7
FZ (x, y) = 8y + 3y 2

 x≥ 1, y  (0,2)
28




1 x≥ 1, y ≥ 2





0 otherwise


Problem 1-6.
Compute marginal C.D.F. of X and Y
Solution:

Marginal C.D.F. of X:
R x R ∞
 0 −∞ f Z (x,y) dy dx
 0<x<1
FX (x) = 0 x<0

1 x>1


6x2 +3xy
R x R 2
 0 0
 7
dy dx 0<x<1
=⇒ FX (x) = 0 x<0

1 x>1


 3
4x + 3x2

 0<x<1
 7
=⇒ FX (x) =

 0 x<0

1 x>1

Marginal C.D.F. of Y:
R ∞ R y
 −∞ 0 fZ (x, y) dy dx
 0<y<2
FY (y) = 0 y<0

1 y>2

6 Assignment 1

6x2 +3xy
R 1 R y
 0 0
 7
dy dx 0<y<2
=⇒ FY (y) = 0 y<0

1 y>2


8y + 3y 2


 0<y<2
 28
=⇒ FY (y) =

 0 y<0

1 y>2
Problem 1-7.
Find P(max(X,Y) < 2, min(X,Y) > 1).
Solution:

P(max(X,Y) < 2, min(X,Y) > 1) = P({max(X,Y) < 2} ∩ {min(X,Y) > 1})

However, max(X,Y) < 2 and min(X,Y) > 1 implies that both x,y  (1,2).
On this range, fZ (x,y) = 0. Hence, required probability is zero(0).