Stat215

Exercises 6

Q1) The joint probability function of two discrete random variables X and Y is given by

f(x,y) = cxy for x = 1, 2, 3 and y = 1, 2, 3 and equals zero otherwise. Find:

a) The constant c.

∑3𝑖=1 ∑3𝑗=1 𝑓(𝑥𝑖 , 𝑦𝑗 ) = 1 1 2 3 𝑓𝑌 (𝑦)

x
c+2c+3c+2c+4c+6c+3c+6c+4c = 1 ➔ c = 1/36 y
1 1c 2c 3c 6c
6c+12c+18c = 1 ➔ c = 1/36
2 2c 4c 6c 12c
b) P(X = 2 ,Y = 3)
= f(2,3) = 6c = 6/36 = 1/6 3 3c 6c 9c 18c
c) P(1 ≤ 𝑋 ≤ 2, 𝑌 ≤ 2)
𝑓𝑋 (𝑥) 6c 12c 18c 1=
x = 1,2 ; y = 1,2
total
P(1 ≤ 𝑋 ≤ 2, 𝑌 ≤ 2) = P(X = 1,Y = 1)+P(X = 1,Y = 2)+P(X = 2,Y = 1)+P(X = 2,Y = 2)

= f(1,1) + f(1,2) + f(2,1) + f(2,2) = 1c+2c+2c+4c = 9c = 9/36

d) (𝑋 ≥ 2)
x = 2,3

(𝑋 ≥ 2) = P(X = 2) + P(X = 3) = 𝑓𝑋 (2)+ 𝑓𝑋 (3) =12c+18c = 30c = 30/36

e) P(Y<2)
y=1

P(Y<2) = P(Y = 1) = 𝑓𝑌 (1) = 6c = 6/36 = 1/6

f) P(X = 1)
= 𝑓𝑋 (1) = 6c = 6/36 = 1/6
g) P(Y = 3)
= 𝑓𝑌 (3) = 18c = 18/36

Q2)For the random variables of Problem 1, find the marginal probability function of X and Y.

Determine ether X and Y are independent.

Marginal dis.of X:

X X1=1 X2 =2 X3= 3 Total

Fx(x) 6/36 12/36 18/36 1
=P(X=x)
 Marginal dis.of Y:

Y Y1=1 Y2 =2 Y3= 3 Total

Fy(y) 6/36 12/36 18/36 1
=P(Y=x)

Remark:

Are X and Y independent?

If f(x,y) = fx(x) fy(y)

For all x=1,2,3 y=1,2,3 ,Then x and y are independent.

But if there some values of x and y which make that If f(x,y) ≠ fx(x) fy(y)

then x and y are not independent.

In this example we have:

f(1,1) = fx(1)fy(1)

f(1,2) = fx(1)fy(2)

f(3,3) = fx(3)fy(3)

So as If f(x,y) = fx(x) fy(y) for all x and y , then x and y are independent.

Q3) f(x,y) = c(𝒙𝟐 , 𝒚𝟐 ) , 0 ≤ x ≤ 1 , 0 ≤ y ≤ 1

𝟏 1
𝟏 1
a)∫ ∫ 𝒄(𝒙 , 𝒚 )𝒅𝒙 𝒅𝒚 =1 ➔c∫ [∫0 (𝑥 2 , 𝑦 2 )𝑑𝑥] 𝑑𝑦 =1
𝟐 𝟐
𝟎
𝟎 0
1 1
𝑥3 1
➔ 𝑐∫ [ 3
+ 𝑥𝑦 2 ]10 𝑑𝑦 = 1➔𝑐 ∫ ( 3 + 𝑦 2 ) 𝑑𝑦 =1
0 0
1 𝑦3 1 1 1 3
➔c [3𝑦 + ]
3 0
= 1 ➔ c [ + ] =1 ➔ c = 2
3 3

𝟏 𝟏
b) P(X < 𝟐 , 𝒀 > 𝟐
)
1
1 1 1
3 3 𝑥3
= ∫
2 1
[∫02(𝑥 2 , 𝑦 2 )𝑑𝑥] 𝑑𝑦 = 2
∫ [ 3
+ 𝑥𝑦 2 ]20 𝑑𝑦
2 1
2
1
3 1 1 3 𝑦 𝑦3 3 1 1 1 1 1
= ∫ ( + 𝑦 2 ) 𝑑𝑦 = [ + ]11 = [(24 + 6) − ( 48 + 48)] = 4
2 1 24 2 2 24 6 2 2
2
 𝟏 𝟑
c) P (𝟒 < 𝑿 < 𝟒)
1
3
3 4 2 2 39
= ∫ [∫1 (𝑥 , 𝑦 )𝑑𝑥] 𝑑𝑦 = 128
2
4
0

𝟏
d) P (Y<𝟐)
1 1
3 2 1 2 2 3 2 𝑥3
= 2
∫ [∫0 (𝑥 , 𝑦 )𝑑𝑥] 𝑑𝑦 = 2
∫[ 3 + 𝑥𝑦 2 ]10 𝑑𝑦
0 0
1
1
3 2 1 2 3 1 𝑦3 2 1 1 1 5
= ∫( + 𝑦 )𝑑𝑦 = [ 𝑦 + ] = [ 2 + 23 ] = 16
2 3 2 3 3 0 2
0

e) Whether X and Y are independent

f(x,y) ≠ g(x) h(y)
X and Y are not independent

Q4)For the random variables of Problem 3, find the marginal probability function of X and Y

Marginal dis. of X:

1
fx(x) = ∫0 𝑓(𝑥, 𝑦) 𝑑𝑦

1 𝑦3
= 3/2∫0 (𝑥 2 , 𝑦 2 ) 𝑑𝑦 = 3/2 [x2y + 3 ]01

= 3/2 [x2+ 1/3] = 3/2x2 + 1/2

then

fx(x) = 3/2 x2 + 1/2 , 0<x<1

Marginal dis. of Y:
1
fy(y) = ∫0 𝑓(𝑥, 𝑦) 𝑑𝑥

1 𝑥3
= 3/2 ∫0 (𝑥 2 , 𝑦 2 ) 𝑑𝑥 = 3/2 [y2x + 3 ]01

= 3/2 [y2+ 1/3] = 3/2 y2 + 1/2

then

fy(y) = 3/2 y2 + 1/2 , 0<y<1

Q5) For the distribution of problem 1, find the conditional probability function of X given Y,
Y given X .
Q6) Let 𝑓(𝑥, 𝑦) = { 𝑥 + 𝑦 0 ≤ 𝑥 ≤ 1,0 ≤ 𝑦 ≤ 1 Find the conditional probability function of X
given Y, Y given X.

𝑓(𝑥, 𝑦) = 𝑥 + 𝑦

Marginal of x,y
1
𝑦2 1
𝑓(𝑥) = ∫ (𝑥 + 𝑦)𝑑𝑦 = 𝑥𝑦 + =𝑥+
0 2 2

1
𝑓(𝑦) = 𝑦 +
2
Conditional

𝑓(𝑥, 𝑦) 𝑥 + 𝑦 2(𝑥 + 𝑦)
𝑓(𝑥/𝑦) = = =
𝑓(𝑦) 1 2𝑦 + 1
𝑦+
2
𝑓(𝑥, 𝑦) 𝑥 + 𝑦 2(𝑥 + 𝑦)
𝑓(𝑦/𝑥) = = =
𝑓(𝑥) 1 2𝑥 + 1
𝑥+2

Q7) For the distribution of Problem 3, find the conditional probability function of X given Y,
Y given X.

conditional dis of x∣y:

3 2 2
𝑓(𝑥, 𝑦) 𝑥 + 𝑦 2 (𝑥 + 𝑦 ) 𝑥 2 + 𝑦 2
𝑓𝑥∣𝑦=𝑦 (𝑥) = = = =
𝑓𝑦 (𝑦) 1 3 2 1 1
𝑦+2 2 𝑦 + 2 𝑦2 + 3

For 0<x<1 where 0<y<1 fixed value

conditional dis of y∣x:

3 2 2
𝑓(𝑥, 𝑦) 𝑥 + 𝑦 2 (𝑥 + 𝑦 ) 𝑥 2 + 𝑦 2
𝑓𝑦∣𝑥=𝑥 (𝑦) = = = =
𝑓𝑥 (𝑥) 1 3 2 1 1
𝑦+2 2 𝑥 + 2 𝑥2 + 3

For o<y<1 where 0<x<1 fixed value

8) Let 𝑓(𝑥, 𝑦) = { 𝑒 −(𝑥+𝑦) 𝑥 ≥ 0, 𝑦 ≥ 0 be the joint density function of X and Y. Find the
conditional probability function of X given Y, Y given X.

𝑓(𝑥, 𝑦) = 𝑒 −(𝑥,𝑦)
∞
𝑓(𝑥) = ∫ 𝑒 −𝑥 𝑒 −𝑦 𝑑𝑦 = 𝑒 −𝑦 (−𝑒 −𝑦 ) = 𝑒 −𝑥 [1 − 0] = 𝑒 −𝑥
0

∞
𝑓(𝑦) = ∫ 𝑒 −𝑥 𝑒 −𝑦 𝑑𝑥 = 𝑒 −𝑦
0

Conditional x∣y
 𝑓(𝑥, 𝑦) 𝑒 −(𝑥+𝑦)
𝑓(𝑥/𝑦) = = = 𝑒 −𝑥
𝑓(𝑦) 𝑒 −𝑦

Conditional y∣x

𝑓(𝑥, 𝑦) 𝑒 (𝑥+𝑦)
𝑓(𝑦/𝑥) = = −𝑥 = 𝑒 −𝑦
𝑓(𝑥) 𝑒

Q9) Let X and Y be random variables having joint density function

f(𝑥, 𝑦) = 𝑐(2𝑥 + 𝑦) 0 < 𝑥 < 1,0 < 𝑦 < 2 Find:

a. The constant c.

b. 𝑃 (𝑋 > 1/ 2 , 𝑌 < 3 / 2 ).

c .The (marginal) density function of X.

d. The (marginal) density function of Y.

𝟐 𝟏
a. 𝒄 ∫𝟎 ∫𝟎 (𝟐𝒙 + 𝒚) 𝒅𝒙 𝒅𝒚 = 𝟏

2 2𝑥 3 2 2
𝑐 ∫0 [ + 𝑥𝑦] |10 𝑑𝑦 = 1 ➔ 𝑐 ∫0 [ + 𝑦] 𝑑𝑦 = 1
3 3

2 𝑦2 2 4 10 6
➔𝑐 [ 𝑦+ ]| = 1 ➔𝑐 [ + 2] = 1 ➔ 𝑐 =1➔𝑐 =
3 2 0 3 6 10

b. 𝒇𝑿 (𝒙)= 𝟔 𝟐
𝟏𝟎
∫𝟎 (𝟐𝒙+𝒚) 𝒅𝒚

𝟔 𝒚𝟐 𝟐 𝟔 𝟔 12 6
𝟏𝟎
(𝟐𝒙𝒚 + )|
𝟐 𝟎
= 𝟏𝟎 [𝟒𝒙 + 𝟐] = 𝟏𝟎 [𝟒𝒙 + 𝟐] = 5
𝑥 +5 0<𝑥<1

𝟏 𝟑
c. 𝒑(𝒙 > 𝟐 ، 𝒚 < 𝟐)

3
6 2 1 6 3/2 2𝑥 3 6 3/2 2 1 1
∫ ∫1 (2𝑥
10 0 2
+ 𝑦) 𝑑𝑥 𝑑𝑦 = 10 ∫0 [ 3 + 𝑥𝑦] |11 dy= 10 ∫0 [(3 + y) − (12 + 2 y)] dy
2

6 3/2 2 1 1 6 3/2 1 7
= 10 ∫0 [3 + y − 12 − 2 y] 𝑑𝑦 = 10 ∫0 [2 y − 12] 𝑑𝑦

6 1 2 7 3/2 6 13 13
= [ 𝑦 − y ] |0 = [ ]=
10 4 12 10 48 80
𝟔 𝟏
d. 𝒇𝒚(𝒚) = 𝟏𝟎 ∫𝟎 (𝟐𝒙 + 𝒚) 𝒅𝒙

6 2 2 6
= [ + y] = + y 0<y<2
10 3 5 10
Q10(The joint probability function for the random variables X and Y is given in following
table, then find:

A(The marginal probability functions of X and Y.

f(x)= 0 1 2 f(x)
y
x
0 1/18 1/9 1/6 1/3

1 1/9 1/18 1/9 5/18

2 1/6 1/6 1/18 7/18

f(y) 1/3 1/3 1/3 1

X 0 1 2
f(x) 1/3 5/18 7/18

f(y)=

Y 0 1 2
f(y) 1/3 1/3 1/3

B(p(1≤ 𝒙 < 𝟑, 𝒚 ≥ 𝟏)

f(1.1)+f(1.2)+f(2.2)+f(2.1)=1/18+1/6+1/18+1/9=0.389

c(Determine whether X and Y are independent.

𝑓(1.1)=𝑓𝑥 (1)𝑓𝑦 (1)

1 1 5
= ×
18 3 18
1 5
≠
18 54

X and y not independent

Q11) Let X and Y be random variables having joint density function

x + y 0 ≤ x ≤ 1,0 ≤ y ≤ 1
𝑓(𝑥, 𝑦) = {
0 otherwise

Find: a. Var(X). b. Var(Y). c. 𝜎𝑋. d. 𝜎𝑌. e. 𝜎𝑋𝑌. f. p

solution (11):

f(x,y)= x+y

1 𝑦2 1
f(x)= ∫0 𝑥 + 𝑦 dy = xy+( )|)|01= [x+ ], 0<x<1
2 2

and the same

1 1
f(y) )= ∫0 (𝑥 + 𝑦 ) dx = [y+2], 0<y<1

a,b
1 1 1 1 𝑥
E(x)=∫0 𝑥 . f(x)dx=∫0 𝑥 .(x+ )dx=∫0 𝑥 2 +( )dx
2 2

𝑥3 𝑥4 1 1 1 7
=( 3 )+( 4
)|0 =3+ 4 = 12

And the same

1 7
E(y) = ∫0 𝑦 . f(y) dy = 12

1 1 1 1 𝑥2
E(x2)= ∫0 𝑥 2 . f(x)dx=∫0 𝑥 2 (x+2)dx=∫0 𝑥 3 +( 2 )dx

𝑥4 𝑥3 1 1 1 10 5
=( 4 )+( 6
)|0 =4 + 16 = 24 = 12

And the same

1 5
E(y2) = ∫0 𝑦 2 . f(y) dy = 12

5 7 11
V(x) = E(x2) – [E(x)]2=12– (12)2 = 144

5 7 11
V(y) = E(y2) – [E(y)]2= – ( )2 =
12 12 144

11
C.σx = √𝑣𝑎𝑟(𝑥) = √144 = 0.2764

11
d.σy = √𝑣𝑎𝑟(𝑦) = √144 = 0.2764

e.cov(x,y) = E(XY) – E(X)E(Y)

E(XY)= ∫01∫01XY(x+y) dx dy = ∫01∫01x2y+ xy2 dx dy

 𝑥3 𝑥2
= ∫01 ( 3 )y + ( 2 )y2 |01 dy

11 1 𝑦2 1 1 2 1
= ∫0 𝑦 + y dy = + y3/6|01 = + = =
3 2 6 6 6 6 3

1 7 7 1 49 −1
Cov(x,y) = E(X,Y) – E(X).E(Y) = 3– 12. 12= 3 – 144= 144

−1
144
f.= cov(x,y) / √𝑣𝑎𝑟(𝑥). 𝑣𝑎𝑟(𝑦) = 11 11
√ .
144 144

−1
144 −1
= 11 = 11 = -0.091
144

Relation weak negative

Q12)Work Problem 11 if the joint density function is f(𝑥,y) = 𝒆−(𝒙+𝒚) 𝑥≥0 , 𝑦≥0 Find:
a) Var(X).
b) Var(Y).
c) 𝜎𝑋.
d) 𝜎𝑌.
e) 𝜎𝑋𝑌.
f) 𝜌.

∞
𝑓 X( 𝒙) = ∫𝟎 𝒆−(𝒙+𝒚) 𝒅𝒚 = −𝒆−(𝒙+𝒚) |∞
𝟎=𝒆
−𝒙

∞
𝑓 y( 𝒚) = ∫𝟎 𝒆−(𝒙+𝒚) 𝒅𝒙 = −𝒆−(𝒙+𝒚) |∞
𝟎=𝒆
−𝒚

∞ 𝒙𝒆−𝒙 𝒅𝒙
a) 𝑬(𝑿) = ∫𝟎

u=x dv=𝑒 −𝑥

du=dx v= -𝑒 −𝑥
∞
𝐼 = −𝑥𝑒 −𝑥 |∞
0 + ∫0 𝑒
−𝑥
𝑑𝑥 = −𝑒 −(𝑥) |∞
0 =1

∞
E( x2 )=∫0 𝑥 2 𝑒 −𝑥 dx

u=𝑥 2 dv=𝑒 −𝑥

du= 2x dx v= -𝑒 −𝑥
∞
𝐼 = −𝑥 2 𝑒 −𝑥 |∞
0 + 2 ∫ x𝑒
−𝑥
𝑑𝑥 = 2(1) = 2
0

V(x) = E(𝑥 2 ) – (E(x))2 = 2-(1)2 = 1

 ∞
b) E(y) = ∫𝟎 𝒚 𝒆−𝒚 dy = 1 (was solved)

∞
E(y2) =∫0 𝑦 2 𝑒 −𝑦 = 2 (was solved)

V(y) = E(𝑦 2 ) – (E(y))2 = 2-(1)2 = 1

c) 𝜎𝑋 = √𝑽(𝒙) = 1
d) 𝜎𝑌 = √𝑽(𝒚) = 1
e) Con (x,y) = E (xy) –E (x) E (y)
∞ ∞ ∞ ∞
E (xy) = ∫0 ∫0 𝑥𝑦 𝑒 −(𝑥+𝑦) 𝑑𝑥 𝑑𝑦 = ∫0 𝑦[∫0 𝑥 𝑒 −(𝑥+𝑦) 𝑑𝑥] 𝑑𝑦
u=x dv=𝑒 −(𝑥+𝑦)
du=dx v= -𝑒 −(𝑥+𝑦)
∞ ∞
∞
𝐼 = ∫ 𝑦[ − 𝑥𝑒 −(𝑥+𝑦) |∞
0 +∫ 𝑒
−(𝑥+𝑦)
𝑑𝑥]𝑑𝑦 = ∫ 𝑦 𝑒 −(𝑦) 𝑑𝑦
0
0 0

u=𝑦 dv=𝑒 −𝑦

du= dx v= -𝑒 −𝑦
∞
= −𝑦𝑒 −(𝑦) |∞
0 + ∫0 𝑒
−(𝑦)
𝑑𝑦 = 1

Con (x,y) = E (xy) –E (x) E (y) = 1 – (1)(1) = 0

Con (x,y) 0
𝜌= = =0
√𝑉(𝑥)𝑉(𝑦) √(1)(1)

Q13) Find a. The covariance. b. The correlation coefficient of two random variables X and Y.
If

E(x)=2 , E(y)=3 ,E(xy)=10 ,E (x 2 ) = 10, E (y 2 ) = 16

solution (13):

a.Var(x)= E (x 2 ) − [E (x)]2

= 10-22 = 10

Var(x)= E (y 2 ) − [E (y)]2

= 16-32 = 7
Cov(x,y) =E(xy) -E(x)E(y)
4= = 10-[2× 3]
Cov(x,y) 4 4
b. f= = = = 0.6172
√𝑣𝑎𝑟(𝑥)𝑣𝑎𝑟(𝑦) √6×7 √42
 Q14) The correlation coefficient of two random variables X and Y is -1/4 while their
variances are 3 and 5. Find the covariance .

Answer:
1
Var(x)=3 Var(y)=5 𝜌𝑋,𝑌 =-4 𝐶𝑜𝑣(𝑋,𝑌)=??

𝐶𝑜𝑣(𝑋,𝑌)
𝜌𝑋,𝑌=
√𝑉(𝑋)𝑉(𝑌)

1 Cov(X,Y) 1
-4 = -4 √15 = 𝐶𝑜(𝑋,𝑌) 𝐶𝑜𝑣(𝑋,𝑌)=-0.9682
√3∗5

Q15) be the joint density function of X and Y. Find the conditional probability function of X
given Y, Y given X.
𝑥𝑦
x = 1,2,3 y = 1,2,3
f(x,y)= {36
0 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒

f(x,y) y
1 2 3
1 36/1 1/18 1/12
x 2 18/1 9/1 6/1
3 12/1 6/1 4/1

y 1 2 3
fy(y) 6/1 3/1 2/1

x 1 2 3
fx(x) 6/1 3/1 2/1

x given y:
𝑓(𝑥,𝑦) 𝑓(1,1) 1/36 1
fx|y (x|y)= f1|1 (1|1 )= 𝑓(𝑦) = 𝑓(1) = 1/6 =6

𝑓(𝑥,𝑦) 𝑓(2,1) 1/18 1

fx|y (x|y)= f2|1 (2|1 )= 𝑓(𝑦) = 𝑓(1) = 1/6 =3

𝑓(𝑥,𝑦) 𝑓(3,1) 1/12 1

fx|y (x|y)= f3|1 (3|1 )= 𝑓(𝑦) = 𝑓(1) = 1/6 =2
 𝑓(𝑥,𝑦) 𝑓(1,2) 1/18 1
fx|y (x|y)= f1|2 (1|2 )= 𝑓(𝑦) = 𝑓(2) = 1/3 =6

𝑓(𝑥,𝑦) 𝑓(2,2) 1/9 1

fx|y (x|y)= f2|2 (2|2 )= 𝑓(𝑦) = 𝑓(2) =1/3=3

𝑓(𝑥,𝑦) 𝑓(3,2) 1/6 1

fx|y (x|y)= f3|2 (3|2 )= 𝑓(𝑦) = 𝑓(2) =1/3=2

𝑓(𝑥,𝑦) 𝑓(1,3) 1/12 1

fx|y (x|y)= f1|3 (1|3 )= 𝑓(𝑦) = 𝑓(3) = 1/2 =6

𝑓(𝑥,𝑦) 𝑓(2,3) 1/6 1

fx|y (x|y)= f2|3 (2|3 )= 𝑓(𝑦) = 𝑓(3) =1/2=3

𝑓(𝑥,𝑦) 𝑓(3,3) 1/4 1

fx|y (x|y)= f3|3 (3|3 )= 𝑓(𝑦) = 𝑓(3) =1/2=2

x 1 2 3
fx|2(x|2) 6/1 3/1 2/1
fx|y(x|y) y
1 2 3
1 6/1 1/6 1/6
x 2 3/1 3/1 3/1
3 2/1 2/1 2/1

x 1 2 3
fx|1(x|1) 6/1 3/1 2/1

X 1 2 3
fx|3(x|3) 6/1 3/1 2/1

y given x:
𝑓(𝑥,𝑦) 𝑓(1,1) 1/36 1
- fy|x (y|x)= f1|1 (1|1 )= 𝑓(𝑥)
= 𝑓(1) = 1/6 =6
𝑓(𝑥,𝑦) 𝑓(2,1) 1/18 1
- fy|x (y|x)= f2|1 (2|1 )= 𝑓(𝑥) = 𝑓(1) = 1/6 =3
 𝑓(𝑥,𝑦) 𝑓(3,1) 1/12 1
- fy|x (y|x)= f3|1 (3|1 )= 𝑓(𝑥)
= 𝑓(1) = 1/6 =2
𝑓(𝑥,𝑦) 𝑓(1,2) 1/18 1
- fy|x (y|x)= f1|2 (1|2 )= 𝑓(𝑥) = 𝑓(2) = 1/3 =6
𝑓(𝑥,𝑦) 𝑓(2,2) 1/9 1
- fy| x(y|x)= f2|2 (2|2 )= = = =
𝑓(𝑥) 𝑓(2) 1/3 3
𝑓(𝑥,𝑦) 𝑓(3,2) 1/6 1
- fy|x (y|x)= f3|2 (3|2 )= 𝑓(𝑥) = 𝑓(2) =1/3=2
𝑓(𝑥,𝑦) 𝑓(1,3) 1/12 1
- fy|x (y|x)= f1|3 (1|3 )= 𝑓(𝑥) = 𝑓(3) = 1/2 =6
𝑓(𝑥,𝑦) 𝑓(2,3) 1/6 1
- fy|x (y|x)= f2|3 (2|3 )= = = =
𝑓(𝑥) 𝑓(3) 1/2 3
𝑓(𝑥,𝑦) 𝑓(3,3) 1/4 1
- fy|x (y|x)= f3|3 (3|3 )= 𝑓(𝑥) = 𝑓(3) =1/2=2

fy|x(x|y) y
1 2 3
1 6/1 1/3 2/1
x 2 6/1 3/1 2/1
3 6/1 3/1 2/1

Y 1 2 3
fy|1(y|1) 6/1 3/1 2/1

Y 1 2 3
fy|2(y|2) 6/1 3/1 2/1

Y 1 2 3
fy|3(y|3) 6/1 3/1 2/1

Q16) The joint probability function of two discrete random variables X and Y is given by (𝑥,
𝑦) = 𝑐(2𝑥 + 𝑦), where x and y can assume all integers such
that 0 ≤ 𝑥 ≤ 2 , 0 ≤ 𝑦 ≤ 3 and 𝑓(𝑥, 𝑦) = 0 otherwise. Find:
a. The value of the constant c.
b. (𝑋 = 2, 𝑌 = 1).
c. (𝑋 ≥ 1, 𝑌 ≤ 2)

solution (16):
f(x)=c(2x+y) 0 ≤X≤ 2 0 ≤y≤ 3
a. the value of the constant c
3 2

∑ ∑ 𝑐(2𝑋 + 𝑌) = 1
𝑦=0 𝑥=0

f(0,0)+f(0,1)+f(0,2)+f(0,3)+ f(1,0)+f(1,1)+f(1,2)+f(1,3)+
f(2,0)+f(2,1)+f(2,2)+f(2,3)=1
C+2C+3C+2C+3C+4C+5C+4C+5C+6C+7C=1
1
42C=1 C=42
1 5
b. p(X=2,Y=1)=f(2,1)= 42 (2(2) + 1) = 42

c. p(X ≥ 1,Y ≤ 2)
= f(1,0)+f(1,1)+f(1,2)+ f(2,0)+f(2,1)+f(2,2)
4
=7

Q17) For the Problem 16, find :

a. E(X) . b E(Y).

c. E(XY). d. E(X2 ).

e. E(Y2 ). f. Var(X).

g. Var(Y). h. Cov(X,Y). i. 𝜌.

Y \ x 0 1 2
0 0 1/21 2/21 1/7
1 1/12 1/14 5/42 3/14
2 1/21 2/21 1/7 2/7
3 1/14 5/42 1/6 5/14
1/7 1/3 11/21 1

x 0 1 2
f(x) 0.14285 0.33333 0.5238
Xf(x) 0 0.3333 1.04761 E(x)=1.38
X2f(x) 0 0.3333 2.09523 E(x2)= 2.428

Var(x)= E(x2)-[E(x)]2 = 2.428 –(1.38)2 =0.5236

Y 0 1 2 3
F(y) 0.14285 0.21428 0.285714 0.35714
y f(y) 0 0.21428 0.571428 1.0714
y2 f(y) 0 0.21428 1.142857 3.21428

E(y)= 1.857

E(y2)= 4.571412
Var(y) = 1.122968

1 2 1 1 5 1 2 1 1 5
(1)(0) + (2)(0) + (1)(0) + (1)(1) + (1)(2) + (2)(0) + (2)(1) + (2)(2) + (3)(0) + (3)(1)
21 21 42 14 42 21 21 7 14 42
1 17
+ (2)(3)6 = E(x,y)= 7 = 2.428

Cov(x,y) = E(x,y) – E(x).E(y) = 2.428 – (1.38 X 1.857) = - 0.13466

𝐶𝑜𝑣(𝑥,𝑦) −0.13466
Pxi y= = = - 0.1756
√𝑣(𝑥).𝑣(𝑦) √1.122968 𝑋 0.5236

𝟖𝒙𝒚 𝟎 ≤ 𝒙 ≤ 𝟏 , 𝟎 ≤ 𝒚 ≤ 𝒙
Q18) The joint density function of X and Y is given by (𝑥, 𝑦) = {
𝟎 𝒐𝒕𝒉𝒆𝒓𝒘𝒊𝒔𝒆

Find:

a. The marginal density of X.

b. The marginal density of Y.

c. The conditional density of X.

d. The conditional density of Y.

a. Answer:
𝑥 𝑥
fx(x)=∫0 𝑓(𝑥, 𝑦)𝑑𝑦= 8x∫0 𝑦 𝑑𝑦

𝑦2 𝑥
=8x |
2 0
= 4x[x2]

=4x3 for 0<x<1

b. Answer:
1 1
fy(y)=∫𝑦 𝑓(𝑥, 𝑦)𝑑𝑥 = 8y∫𝑦 𝑥 𝑑𝑥

𝑥2 1
= 8y |
2 𝑦
=4y[1-y2]=4y-4y3

=4y(y-y3) for 0 < y < 1

c. Answer:
𝑓(𝑥,𝑦) 8𝑥𝑦 2𝑥𝑦 2𝑥
fx|y=y(x)= = = =
𝑓y(𝑦) 4(𝑦−𝑦 3 ) 𝑦(1−𝑦 2 ) 1−𝑦 2
for y < x < 1 where 0 < y < 1 fined value

d. Answer:
𝑓(𝑥,𝑦) 8𝑥𝑦 2𝑦
fy|x=x(y)= 𝑓x(𝑥)
= 4𝑥3 = 𝑥 2

for 0 < y < x where 0 < x < 1 fined value

Q19) Find the conditional expectation of X given Y and Y given X in Problem 18

1
1 2 1 2 𝑥3 2 1 2 (1−y2 )
𝐸(𝑋|𝑌 = 𝑦) = ∫𝑦 𝑥 𝑓𝑥|𝑦=𝑦 (𝑥) 𝑑𝑥 = ∫ 𝑥 2 𝑑𝑥
1−𝑦 2 𝑦
= 2
1−𝑦 3 𝑦
| =
3 1−y2
(1 − y3) =
3 (1−y2 )

𝑥
𝑦 2 𝑥 2 𝑦3 2 1 2
𝐸(𝑌|𝑋 = 𝑥) = ∫0 𝑦 𝑓𝑌|𝑋=𝑥 (𝑦) 𝑑𝑦 = 𝑥 2 ∫0 𝑦 2 𝑑𝑦 = 𝑥 2 3 0
| = 3 x2 (x 3 ) = 3 x

Q20) Find the conditional variance of Y given X for Problem 18.

𝑉𝑎𝑟(𝑌|𝑋) = 𝐸(𝑌 2 |𝑋) = 𝐸(𝑌|𝑋)2

𝑥 𝑥
2 |𝑋)
2 𝑥 2 𝑦4 2 1 4 1
𝐸(𝑌 = ∫ 𝑦 𝑓𝑌|𝑋=𝑥 (𝑦)𝑑𝑦 = 2 ∫ 𝑦 3 𝑑𝑦 = 2
2
| = 2
[𝑥 ] = 𝑥 2
0 𝑥 0 𝑥 4 0 4𝑥 2

1 2 2 1 22 1
𝑉𝑎𝑟(𝑌|𝑋) = 2 𝑥 2 − [3 𝑥] = [2 − 32 ] 𝑥 2 = 18 𝑥 2