Vector 1
Vector 1
= E(X) + E(Y ).
Find E(X 2 + Y 2 ).
EXERCISES
A
1. Let the joint probability mass function of discrete random variables X and Y be given
by
x
k if x = 1, 2, y = 1, 2
y
p(x, y) =
0 otherwise.
Determine (a) the value of the constant k, (b) the marginal probability mass functions of
X and Y, (c) P (X > 1 | Y = 1), (d) E(X) and E(Y ).
2. Let the joint probability mass function of discrete random variables X and Y be given
by
(
c(x + y) if x = 1, 2, 3, y = 1, 2
p(x, y) =
0 otherwise.
Determine (a) the value of the constant c, (b) the marginal probability mass functions of
X and Y, (c) P (X ≥ 2 | Y = 1), (d) E(X) and E(Y ).
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3. Let the joint probability mass function of discrete random variables X and Y be given
by
(
k(x2 + y 2 ) if (x, y) = (1, 1), (1, 3), (2, 3)
p(x, y) =
0 otherwise.
Determine (a) the value of the constant k, (b) the marginal probability mass functions of
X and Y, and (c) E(X) and E(Y ).
4. Let the joint probability mass function of discrete random variables X and Y be given
by
1
(x2 + y 2 ) if x = 1, 2, y = 0, 1, 2
p(x, y) = 25
0 otherwise.
Find the expected value of the number of floods, in a random year, that cause $74 million
or less in insured damage.
9. From an ordinary deck of 52 cards, seven cards are drawn at random and without re-
placement. Let X and Y be the number of hearts and the number of spades drawn,
respectively.
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17. Let R be the bounded region between y = x and y = x2 . A random point (X, Y ) is
selected from R.
(a) Find the joint probability density function of X and Y .
(b) Calculate the marginal probability density functions of X and Y .
(c) Find E(X) and E(Y ).
18. A man invites his fiancée to an elegant hotel for a Sunday brunch. They decide to meet
in the lobby of the hotel between 11:30 A.M. and 12 noon. If they arrive at random times
during this period, what is the probability that the first to arrive has to wait at least 12
minutes?
19. A farmer makes cuts at two points selected at random on a piece of lumber of length ℓ.
What is the expected value of the length of the middle piece?
20. On a line segment AB of length ℓ, two points C and D are placed at random and
independently. What is the probability that C is closer to D than to A?
21. Two points X and Y are selected at random and independently from the interval (0, 1).
Calculate P (Y ≤ X and X 2 + Y 2 ≤ 1).
22. For λ > 0, let
1 − λe−λ(x+y) if x > 0, y > 0
F (x, y) =
0 otherwise.
Find the joint distribution function, the marginal distribution functions, and the marginal
probability density functions of X and Y .
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B
25. Suppose that h is the probability density function of a continuous random variable. Let
the joint probability density function of two random variables X and Y be given by
f (x, y) = h(x)h(y), x ∈ R, y ∈ R.
is a joint probability density function of two random variables. Moreover, prove that g
and h are the marginal probability density functions of f .
Note: This exercise gives an infinite family of joint probability density functions all with
the same marginal probability density function of X and of Y .
28. Three points M, N, and L are placed on a circle at random and independently. What is
the probability that M N L is an acute angle?
29. Two numbers x and y are selected at random from the interval (0, 1). For i = 0, 1, 2,
determine the probability that the integer nearest to x + y is i.
Note: This problem was given by Hilton and Pedersen in the paper “A Role for Untra-
ditional Geometry in the Curriculum,” published in the December 1989 issue of Kollo-
quium Mathematik-Didaktik der Universität Bayreuth. It is not hard to solve, but it has
interesting consequences in arithmetic.
30. A farmer who has two pieces of lumber of lengths a and b (a < b) decides to build a pen
in the shape of a triangle for his chickens. He sends his son out to cut the lumber and
the boy, without taking any thought as to the ultimate purpose, makes two cuts, one on
each piece, at randomly selected points. He then chooses three of the resulting pieces at
random and takes them to his father. What are the chances that they can be used to form
a triangular pen?
31. Two points are placed on a segment of length ℓ independently and at random to divide
the line into three parts. What is the probability that the length of none of the three parts
exceeds a given value α, ℓ/3 ≤ α ≤ ℓ?
32. A point is selected at random and uniformly from the region
R = (x, y) : |x| + |y| ≤ 1 .
Find the probability density function of the x-coordinate of the point selected at random.
33. Let X and Y be continuous random variables with joint probability density function
f (x, y). Let Z = Y /X, X 6= 0. Prove that the probability density function of Z is
given by
Z ∞
fZ (z) = |x|f (x, xz) dx.
−∞
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36. As Liu Wen from Hebei University of Technology in Tianjin, China, has noted in the
April 2001 issue of The American Mathematical Monthly, in some reputable probability
and statistics texts it has been asserted that “if a two-dimensional distribution function
F (x, y) has a continuous density of f (x, y), then
∂ 2 F (x, y)
f (x, y) = . (8.9)
∂x ∂y
Furthermore, some intermediate textbooks in probability and statistics even assert that
at a point of continuity for f (x, y), F (x, y) is twice differentiable, and (8.9) holds at
that point.” Let the joint probability density function of random variables X and Y be
given by
1 + 2xey
if y ≥ 0, (−1/2)e−y ≤ x ≤ 0
1 − 2xey
if y ≥ 0, 0 ≤ x ≤ (1/2)e−y
f (x, y) = 1 + 2xe−y if y ≤ 0, (−1/2)ey ≤ x ≤ 0
1 − 2xe−y if y ≤ 0, 0 ≤ x ≤ (1/2)ey
0 otherwise.
Show that even though f is continuous everywhere, the partial derivatives of its distri-
bution function F do not exist at (0, 0). This counterexample is constructed based on a
general example given by Liu Wen in the aforementioned paper.
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