Group 4

DO IT YOURSELF
EXERCISE 2
STA 322

201003622 MASABA, T
201003693 JOSHUA, O
201004742 MOTSWAKAE, K
201004963 KACHANA, M J
201005329 NTHAOLANG, K
201100121 MUSA, L
201100220 MAGODI, T
201100704 MOSIME, S.K
201101601 MUDANGA, M
Question 1

Let the joint p.m.f of X & Y be defined by

(𝑥+𝑦)
𝑓(𝑥, 𝑦) = x = 1, 2
32

y = 1, 2,3,4

a) Marginal Distribution

4𝑥+10 3+2𝑦
𝑓1 (𝑥) = 𝑓2 (𝑦) =
32 32

b) Independence
X & Y are said to be independent if

𝑓(𝑥, 𝑦) =𝑓1 (𝑥). 𝑓2 (𝑦) for every (x, y) in S

(𝑥+𝑦) 4𝑥+10 3+2𝑦

∴ ≠ .
32 32 32

i.e. 𝑓(𝑥, 𝑦) ≠ 𝑓1 (𝑥). 𝑓2 (𝑦) ∴X & Y are not independent

c) 𝑃( 𝑋 ≤ 3 − 𝑌) = 𝑃(𝑋 + 𝑌 ≤ 3)
= 𝑃( 𝑋 =, 𝑌 = 1) + 𝑃(𝑋 = 1, 𝑌 = 2) + 𝑃(𝑋 = 2, 𝑌 = 1)
2 3 3
= + +
32 32 32
8
=
32
1
=
4
d) 𝐶𝑜𝑣(𝑋, 𝑌) = 𝐸(𝑋, 𝑌) − 𝐸(𝑋)𝐸(𝑌)
4𝑥+10
i.e. 𝑓1 (𝑥) = x =1,2
32

3+2𝑦
𝑓2 (𝑦) = y=1, 2, 3, 4
32

2
4𝑥 + 10
𝐸(𝑋) = ∑ 𝑥𝑓(𝑥) = ∑ 𝑥
32
1

14 18
= 1. (32) + 2 (32)

25
=16

4
3 + 2𝑦
𝐸(𝑦) = ∑ 𝑦𝑓(𝑦) = ∑ 𝑦
32
1

5 7 9 11
= 1. (32) + 2 (32) + 3 (32) + 4. (32)

45
=16

2 4

𝐸(𝑋𝑌) = ∑ ∑ 𝑥𝑦𝑓(𝑥, 𝑦)
𝑥=1 𝑦=1

2 4

= ∑ ∑ 𝑥𝑦𝑓(𝑥, 𝑦)
𝑥=1 𝑦=1

2 4
𝑥+𝑦
= ∑ ∑ 𝑥𝑦 ( )
32
𝑥=1 𝑦=1

2
𝑥+1 𝑥+2 𝑥+3 𝑥+4
= ∑ [𝑥 ( ) + 2𝑥 ( ) + 3𝑥 ( ) + 4𝑥 ( )]
32 32 32 32
𝑥=1

2
10𝑥 2 + 30𝑥
=∑
32
𝑥=1

40 100 35
= 32 + =
32 8
 ∴ 𝐶𝑜𝑣(𝑋, 𝑌) = 𝐸(𝑋, 𝑌) − 𝐸(𝑋)𝐸(𝑌)

35 25 45
= − 16 . 16
8

−5
=
256

e) The conditional distribution of Y given X= 1

𝑓(𝑥,𝑦)
i.e. 𝑔(𝑦|𝑥) = f1(x) >0
𝑓(𝑥)

(𝑥+𝑦)/32
= (4𝑥+10)/32
𝑥+𝑦
= 4𝑥+10

1+𝑦
∴ 𝑔(𝑦|𝑥 = 1) = 14
Question 2

Let the joint p.m.f of X & Y be defined by

𝑓(𝑥, 𝑦) = 𝑐(𝑥𝑦 2 ) x= 1, 2,3,4

y = 1,2

a) Find the constant C

NB ∑𝑥 ∑𝑦 𝑓(𝑥, 𝑦) =1

i.e. ∑3𝑥=1 ∑2𝑦=1 𝑐(𝑥𝑦 2 ) = 1

∴ ∑31[𝑐(𝑥) + 𝑐(2𝑥 2 ] = 1

∑31 𝑐𝑥 + 4𝑥𝑐 = 1

∴ 30c =1

1
𝑐=
30

 (C +4c) +(2c + 8c) +(3c + 12c) =1

i.e.
𝑥𝑦 2
𝑓(𝑥, 𝑦) = x= 1,2,3
30
y = 1,2

b) The conditional distribution of X given Y

First: marginal distribution

5𝑥
𝑓1 (𝑥) = x= 1,2,3
30

6𝑦 2
𝑓2 (𝑦) = y =1,2
30
∴ X given Y

𝑓(𝑥, 𝑦)
ℎ(𝑋|𝑌) =
𝑓2 (𝑦)

𝑥𝑦 2
= 302
6𝑦
30
𝑥𝑦 2
= 6𝑦 2 x =1,2,3

𝑓(𝑥, 𝑦)
𝑔(𝑌|𝑋) =
𝑓1 (𝑥)

𝑥𝑦 2
= 30
5𝑥
30
𝑥𝑦 2
= y = 1,2
5𝑥

c) The conditional mean and variance

𝐸(𝑋|𝑌) = ∑ 𝑥. ℎ(𝑥|𝑦)
𝑥

𝑥𝑦 2
= ∑3𝑥=1 𝑥. 6𝑦 2

1
= 6𝑦 2 [𝑦 2 + 2(2𝑦 2 ) + 3(3𝑦 2 )]

1
= 2
(𝑦 2 + 4𝑦 2 + 9𝑦 2 )
6𝑦

1
= (14𝑦 2 )
6𝑦 2

14𝑦2
= 2
6𝑦
 7
∴ 𝐸(𝑋|𝑌 = 1) =
3

𝑉𝑎𝑟(𝑋|𝑌) = ∑[𝑋 − 𝐸(𝑋|𝑌)]2 . ℎ(𝑥|𝑦)

3 2
14𝑦 2 𝑥𝑦 2
= ∑ [𝑥 − ] . 2
6𝑦 2 6𝑦
1

2 2 2
14𝑦 2 𝑦2 14𝑦 2 2𝑦 2 14𝑦 2 3𝑦 2
= [1 − ] . + [2 − ] . + [3 − ] . 2
6𝑦 2 6𝑦 2 6𝑦 2 6𝑦 2 6𝑦 2 6𝑦
2 2 2
6𝑦 2 − 14𝑦 2 𝑦2 12𝑦 2 − 14𝑦 2 2𝑦 2 18𝑦 2 − 14𝑦 2 3𝑦 2
= ( ) . + ( ) . + ( ) .
6𝑦 2 6𝑦 2 6𝑦 2 6𝑦 2 6𝑦 2 6𝑦 2

6 − 14 2 1 12 − 14 2 2 18 − 14 2 3
𝑉𝑎𝑟(𝑋|𝑌 = 1) = ( ) . + ( ) . +( ) .
6 6 6 6 6 6
5
=9

d) X & Y are said to be independent if ;

𝑓(𝑥, 𝑦) =𝑓1 (𝑥). 𝑓2 (𝑦)
So clearly
𝑓(𝑥, 𝑦) =𝑓1 (𝑥). 𝑓2 (𝑦)
𝑥𝑦 2 5𝑥 6𝑦 2
𝑖. 𝑒. = .
30 30 30
𝑥𝑦 2 𝑥𝑦 2
=
30 30
Question 3

a) The joint p.d.f of X and Y is given by:

15!
0.6𝑥 0.3𝑦 0.115−𝑥−𝑦 𝑥 = 0,1,2, . . ,15
𝑓(𝑥, 𝑦) = {𝑥! 𝑦! (15 − 𝑥 − 𝑦)! ,
𝑦 = 0,1,2, … ,15
0 , 𝑒𝑙𝑠𝑒𝑤ℎ𝑒𝑟𝑒

b) The marginal distributions are given as individual binomial distributions.

15
𝑓1 (𝑥) = ( ) 0.6𝑥 0.415−𝑥 , 𝑥 = 0,1, … , 15
𝑥
15
𝑓2 (𝑦) = ( ) 0.3𝑦 0.715−𝑦 , 𝑦 = 0,1, … ,15
𝑦

c) Find P(X=10, Y=4)

15! 𝑥 = 0,1,2, … ,15

𝑓(𝑥, 𝑦) = 0.6𝑥 0.3𝑦 0.115−𝑥−𝑦
𝑥! 𝑦! (15 − 𝑥 − 𝑦)! 𝑦 = 0,1,2, … ,15

15!
= 0.610 0.34 0.11
10! 4! (15 − 10 − 4)!

=(15015) ∙ 0.000004897

=0.07353987

d) Find P(X<11)

𝑃(𝑋 < 11) = 1 − 𝑃(𝑋 ≥ 11)

𝑃(𝑋 ≥ 11) = 𝑃(𝑋 = 11) + 𝑃(𝑋 = 12) + 𝑃(𝑋 = 13) + 𝑃(𝑋 = 14) + 𝑃(𝑋 = 15)

=(15
11
)0.611 0.44 + (15
12
)0.612 0.43 + (15
13
)0.613 0.42 + (15
14
)0.614 0.41 + (15
15
)0.615 0.40

= 0.12678 + 0.06339 + 0.02194 + 0.004702 + 0.00047

= 0.2173
Question 4

X 0 1 2
Y
-1 1/6 0 0

0 0 1/3 0

1 0 1/3 1/6

a) 𝑀𝑥,𝑦 (𝑡1 , 𝑡2 ) = 𝐸[𝑒 𝑡1 𝑥+ 𝑡2 𝑦 ]

= ∑ ∑ 𝑒 𝑡1 𝑥+ 𝑡2 𝑦 . 𝑓(𝑥, 𝑦)
𝑦
𝑥
1 1 1 1
=𝑒 𝑡1 0+ 𝑡2(−1) (6) + 𝑒 𝑡1 + 𝑡2 (0) (3) + 𝑒 𝑡1 + 𝑡2 (3) + 𝑒 2𝑡1 + 𝑡2 (6)
1 1 1 1
=6 𝑒 − 𝑡2 + 3 𝑒 𝑡1 + 𝑒 𝑡1 + 𝑡2 + 𝑒 2𝑡1 + 𝑡2
3 6

b) 𝑃(𝑋𝑌 = 0)
= 𝑃(𝑋 = 0, 𝑌 = −1) 𝑜𝑟 𝑃(𝑋 = 0, 𝑌 = 0)𝑜𝑟 𝑃(𝑋 = 0, 𝑌 = 1) 𝑜𝑟 𝑃(𝑋 = 1, 𝑌 = 0)
𝑜𝑟 𝑃(𝑋 = 2, 𝑌 = 0)
1 1
= +
6 3
1
=2

c) 𝑃(𝑋 < 1|𝑌 ≥ 0)

𝑃(𝑋 < 1 ∩ 𝑌 ≥ 0)
=
𝑃(𝑌 ≥ 0)

𝑃(𝑋 < 1 ∩ 𝑌 ≥ 0)
0 1

= ∑ ∑ 𝑥𝑦 𝑓( 𝑥, 𝑦)
𝑥=0 𝑦=0
0
1 1
= ∑ 𝑥 [0 ∗ + 1 ∗ ]
3 2
0
 0
1
= ∑0[ ] = 0
2
0

𝑃(𝑋 < 1 ∩ 𝑌 ≥ 0 0
∴ = =0
𝑃(𝑌 ≥ 0) 𝑃(𝑌 ≥ 0)