INDIAN INSTITUTE OF INFORMATION TECHNOLOGY, NAGPUR

Course: Numerical Methods and Probability Theory (NMPT) - MAL 201

Session- July-Dec 2020

Assignment II: Joint Probability Distribution and Mathematical Expectation

1. Determine the values of c so that the following functions represent joint probability
distributions of the random variables X and Y :
(a) f(x, y) = cxy, for x = 1, 2, 3; y = 1, 2, 3;
(b) f(x, y) = c|x - y|, for x = -2, 0, 2; y = -2, 3

2. From a sack of fruit containing 3 oranges, 2 apples, and 3 bananas, a random sample of 4
pieces of fruit is selected. If X is the number of oranges and Y is the number of apples in the
sample, find
(a) the joint probability distribution of X and Y ;
(b) P [(X, Y ) ∈ A], where A is the region that is given by {(x, y) | x + y ≤ 2}

3. A candy company distributes boxes of chocolates with a mixture of creams, toffees, and
cordials. Suppose that the weight of each box is 1 kilogram, but the individual weights of the
creams, toffees, and cordials vary from box to box. For a randomly selected box, let X and Y
represent the weights of the creams and the toffees, respectively, and suppose that the joint
density function of these variables is

(a) Find the probability that in a given box the cordials account for more than 1/2 of the
weight.
(b) Find the marginal density for the weight of the creams.
(c) Find the probability that the weight of the toffees in a box is less than 1/8 of a kilogram if
it is known that creams constitute 3/4 of the weight.

4. Let X denote the reaction time, in seconds, to a certain stimulus and Y denote the
temperature (◦F) at which a certain reaction starts to take place. Suppose that two random
variables X and Y have the joint density

Find
(a) P (0 ≤ X ≤ 1/2 and 1/4 ≤ Y ≤ 1/2);
(b) P (X < Y ).
5. The amount of kerosene, in thousands of liters, in a tank at the beginning of any day is a
random amount Y from which a random amount X is sold during that day. Suppose that the
tank is not resupplied during the day so that x ≤ y, and assume that the joint density function
of these variables is

(a) Determine if X and Y are independent.

(b) Find P (1/4 < X < 1/2 | Y = 3/4)

6. Let X denote the number of times a certain numerical control machine will
malfunction: 1, 2, or 3 times on any given day. Let Y denote the number of times a technician
is called on an emergency call. Their joint probability distribution is given as

(a) Evaluate the marginal distribution of X.

7. Let X, Y , and Z have the joint probability density function

8. Consider an experiment of tossing a fair coin twice. Let (X, Y) be a bivariate r.v.,
where X is the number of heads that occurs in the two tosses and Y is the number of
tails that occurs in the two tosses.
a) What is the range RX of X?
b) What is the range RY of Y?
c) Find and sketch the range RXY of (X, Y).
d) Find P(X = 2, Y = 0), P(X = 0, Y = 2), and P(X = 1, Y = 1).

9. The joint cdf of a bivariate r.v. (X, Y) is given by

FXY (x,y) = 0 if x < 0 or y < 0

= p1 if 0  x < a, 0  y < b
 = p2 if a  x , 0  y < b

= p3 if 0  x < a, b  y

=1 if ax,b y

a) Find the marginal cdf's of X and Y.

10. Two fair dice are thrown. Consider a bivariate r.v. (X, Y). Let X = 0 or 1 according to
whether the first die shows an even number or an odd number of dots. Similarly, let Y = 0 or
1 according to the second die.

(a) Find the range RXY of (X, Y).

(b) Find the joint pmf's of (X, Y).

11. Consider an experiment of drawing randomly three balls from an urn containing two
red, three white, and four blue balls. Let (X, Y) be a bivariate r.v. where X and Y denote,
respectively, the number of red and white balls chosen.
a) Find the range of (X, Y).
b) Find the joint pmf's of (X, Y).
c) Find the marginaI pmf's of X and Y.
d) Are X and Y independent?

12 The joint pmf of a bivariate r.v. (X, Y) is given by

pXY (xi , yj) = k (2xi + yj) xi = 1, 2 ; yj = 1, 2

= 0 otherwise

where k is a constant.

a) Find the value of k.

13. A manufacturer has been using two different manufacturing processes to make
computer memory chips. Let (X, Y) be a bivariate r.v., where X denotes the time to failure of
chips made by process A and Y denotes the time to failure of chips rnade by process B.
Assuming that the joint pdf of (X, Y) is

FXY (x,y) = a b e-(ax + by) if x > 0 or y > 0

= 0 otherwise
where a = 10-4 and b = l.2 (10-4), determine P(X > Y).

14. Let X be a uniform r.v. over (0, 1) and Y = ex.

15. A salesperson for a medical device company has two appointments on a given day. At
the first appointment, he believes that he has a 70% chance to make the deal, from
which he can earn $1000 commission if successful. On the other hand, he thinks he
only has a 40% chance to make the deal at the second appointment, from which, if
successful, he can make $1500. What is his expected commission based on his own
probability belief? Assume that the appointment results are
independent of each other.

Solution

1 (a) 1/36 (b) 1/15

3 (a) 1/16; (b) g(x) = 12x(1 - x)2, for 0 ≤ x ≤ 1; (c) ¼

4. (a) 3/64; (b) ½

5 (a) Dependent; (b) 1/3

7 (a) 3; (b) 21/512

8. The sample space S of the experiment is S = {HH, HT, TH, TT)

a) RX = {0, 1, 2}
 b) RY = {0, 1, 2}
c) RXY = {(2, 0), (1, I), (0, 2)}
d) Since the coin is fair, we have
P(X = 2, Y = 0) = P{HH} = 1/4

P(X = 0, Y = 2) = P{TT} = 1/4

P(X= 1, Y = 1)= P{HT, TH} =1/2

9. (a) The marginal cdf of X is given by

FX (x) = FXY (x,) = 0 if x < 0

= p3 if 0  x < a

= 1 if ax

The marginal cdf of Y is given by

FY (y) = FXY (,y) = 0 if y < 0

= p2 if 0  y < b

= 1 if by

(b) For X and Y to be independent, we must have FXY (x,y) = FX(x)FY(y). Thus, for 0  x < a,
0  y < b, we must have p1 = p2 p3 for X and Y to be independent.

10. (a) The range of (X,Y) is

RXY= {(0,0), (0,1), (1,0), (1,1)}

(b) Clearly X and Y are independent, and

P(X = 0) = P (X =1) = 3/6 = 1/2

P(Y = 0) = P (Y =1) = 3/6 = 1/2

Thus

PXY(i,j) = P(X=i, Y=j) = P(X=i) P(Y =j) = 1/2 for i, j = 0, 1

11. (a) The range of (X,Y) is given by

(b) The joint pmf's of (X,Y)

pXY(i,j) = P(X=i, Y=j) i=0,1,2 j = 0, 1 , 2 , 3

are given in the table below:

PXY(i,j)

i j
0 1 2 3
0 4/84 18/84 12/84 1/84
1 12/84 24/84 6/84 0
2 4/84 3/84 0 0

(c) The marginal pmf's of X are obtained from above Table by computing the row sums, and
the marginal pmf's of Y are obtained by computing the column sums. Thus

pX (0) = 35/84 ; pX (1) = 42/84 ; pX (2) = 7/84

pY (0) = 20/84 ; pY (1) = 45/84 ; pY (2) = 18/84 ; pY (3) = 1/84

(d) Since

pXY(0,0) = 4/84  pX (0) pY (0)

X and Y are not independent.

12. (a) k = 1/18 [Hint:   pXY (xi , yj) =   = k (2xi + yj) = …. = 1]

(b) The marginal pmf's of X are

pX (xi) =  pXY (xi , yj) = (4xi + 3)/18; xi = 1, 2

The marginal pmf's of Y are

pY (yj) =  pXY (xi , yj) = (2xyj + 6)/18; yj = 1, 2

(c) Now pX (xi) pY (yj)  pXY (xi , yj) ; hence X and Y are not independent.

13 P (X > Y) = 0.545
14 E(X) = e - 1 ; E(Y) = e - 1

15 E(X) = $1300.

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