5.1.

6 Solved Problems
Problem 1
Consider two random variables X and Y with joint PMF given in Table 5.3.

a. Find P (X ≤ 2, Y ≤ 4) .
b. Find the marginal PMFs of X and Y .
c. Find P (Y = 2|X = 1) .
d. Are X and Y independent?

Y = 2 Y = 4 Y = 5

1 1 1
X = 1
12 24 24

1 1 1
X = 2
6 12 8

1 1 1
X = 3
4 8 12

Solution
a. To find P (X ≤ 2, Y ≤ 4) , we can write

P (X ≤ 2, Y ≤ 4) = PXY (1, 2) + PXY (1, 4) + PXY (2, 2) + PXY (2, 4)

1 1 1 1 3
= + + + = .
12 24 6 12 8

b. Note from the table that

RX = {1, 2, 3} and RY = {2, 4, 5}.

Now we can use Equation 5.1 to find the marginal PMFs:

1
⎧
⎪ x = 1
⎪ 6
⎪
⎪
⎪
⎪
⎪
⎪
⎪
⎪
⎪ 3
⎪ x = 2
⎪ 8

PX (x) = ⎨
⎪
⎪
⎪ 11
⎪
⎪ x = 3
⎪
⎪
24
⎪
⎪
⎪
⎪
⎪
⎩
⎪
0 otherwise

1
⎧ y = 2
⎪
⎪ 2
⎪
⎪
⎪
⎪
⎪
⎪
⎪
⎪ 1
⎪
⎪ y = 4
⎪ 4

PY (y) = ⎨
⎪
⎪ 1
⎪
⎪ y = 5
⎪
⎪ 4
⎪
⎪
⎪
⎪
⎪
⎪
⎩
⎪
0 otherwise

c. Using the formula for conditional probability, we have

PXY (1, 2)
=
PX (1)

1
1
12
= = .
1
2
6

d. Are X and Y independent? To check whether X and Y are independent, we need to check that
P (X = x i , Y = yj ) = P (X = x i )P (Y = yj ) , for all x i ∈ RX and all yj ∈ RY . Looking at the

table and the results from previous parts, we find

1 3
P (X = 2, Y = 2) = ≠ P (X = 2)P (Y = 2) = .
6 16

Thus, we conclude that X and Y are not independent.

Problem 2
I have a bag containing 40 blue marbles and 60 red marbles. I choose 10 marbles (without replacement) at random.
Let X be the number of blue marbles and y be the number of red marbles. Find the joint PMF of X and Y .

Solution
This is, in fact, a hypergeometric distribution. First, note that we must have X + Y = 10, so

RXY = {(i, j)|i + j = 10, i, j ∈ Z, i, j ≥ 0}

= {(0, 10), (1, 9), (2, 8), . . . , (10, 0)}.

Then, we can write

40 60
⎧
⎪ (
i
)(
j
)
⎪
i + j = 10, i, j ∈ Z, i, j ≥ 0
100
PXY (i, j) = ⎨ (
10
)

⎪
⎩
⎪
0 otherwise

Problem 3
Let X and Y be two independent discrete random variables with the same CDFs FX and FY . Define

Z = max(X, Y ),

W = min(X, Y ).

Find the CDFs of Z and W .

Solution
To find the CDF of Z , we can write

FZ (z) = P (Z ≤ z)

= P (max(X, Y ) ≤ z)

= P ((X ≤ z) and (Y ≤ z))

= P (X ≤ z)P (Y ≤ z) ( since X and Y are independent)

= FX (z)FY (z).

To find the CDF of W , we can write