Final Exam - sample problems

1. There are three urns: i-th one contains i white and 3 − i black balls (i = 1, 2, 3). We pick an urn at random
and then we pick two balls from the chosen urn (without replacement). It turned out that we picked two
white balls. What is the probability that the balls had been taken from the third urn?
2. Andy passes by 5 traffic lights on his way to the EiTI building. If he doesn’t need to stop at any lights,
the trip takes him 18 minutes. Assume that each trafic light is red with probability 13 independently of the
other lights. If he needs to stop on the red light his trip is one minute longer.
(a) Determine the distribution of the time T that Andy needs to get to the EiTI building. Compute ET
and Var T .
(b) Given that the trip took him at most 19 minutes, find the probability that he hadn’t stopped at any
lights.
3. A random vector (X, Y ) has normal distribution with the density
 
1 1 
2(x − 1)2 − 4(x − 1)(y − 1) + 8(y − 1)2 .

f (x, y) = √ exp −
2π 3 12
X X
Let S = 2 − Y and T = 2 + Y . Find the covariance matrix of (S, T ) and compute E(S 2 − ST ).
4. Random vector (X, Y ) is uniformly distributed on the rectangle with the vertices (0, 0), (0, 1), (2, 0) and
(2, 1). Find the distribution of Z = X
2 + Y and compute P(X + Y > 1).

5. The joint density of the random vector (X, Y ) is given by the formula

x,
 if x ∈ [0, 1] and − x ≤ y ≤ 0,
f (x, y) = 2/3, if x ∈ [0, 1] and y ∈ [0, 1],

0, otherwise.


Determine the marginal densities for X and Y . Are X and Y independent? (Justify your answer.) Compute
Var(3X − 1).
6. The symmetric four-sided dice is rolled three times (its faces are numbered from 1 to 4). Let X denote
the number of 1s obtained in the first two rolls and Y - the number of 1s in all three rolls. Compute the
correlation coefficient ρX,Y .
7. The pdf of the bivariate random vector (X, Y ) is of the form:
 
1 1  2 2

f (x, y) = √ exp − 6(x + 1) + 12(x + 1)y + 8y .
2π 3 12

Let (U, V ) = (X + Y, X − Y ). Determine the distribution of (U, V ). Is there any a ∈ R for which
W = aX + Y and Z = X − Y are independent? Justify your answer.
8. The pdf of a bivariate random vector (X, Y ) is given by

1,
 −1 ≤ x ≤ 0 i 0 ≤ y ≤ x + 1,
f (x, y) = 2xy, 0 ≤ x ≤ 1 i 0 ≤ y ≤ 1,

0, w p.p.


Determine marginal distributions. Compute P(Y < 1 − |X|). Are X and Y independent? Justify your
answer.
X \Y 0 1 2
-1 1/6 0 1/6
9. Bivariate distribution of a random vector (X, Y ) is given by the following table: .
0 0 1/6 1/4
1 1/12 1/6 0
Compute E (max(X, Y ) − min(X, Y )). Are X and Y independent? Justify your answer.
10. Let X and Y be independent with the following pdfs:
( (
1, x ∈ (0, 1), y/2, y ∈ (0, 2),
fX (x) = , fY (y) =
0, x ∈ / (0, 1), 0, y∈/ (0, 2).

Determine the distribution of Z = X + Y .

12. Let X and Y be independent random variables with distributions: X ∼ U(0, 4) and Y ∼ Exp(1). Determine
the distribution of Z = X + Y .
13. Let X be a random variable with the pdf:

2
x , x ∈ (−1, 0),

2
f (x) = 3 , x ∈ [0, 1),

0, x ∈/ (−1, 1).


Determine the distribution of Y = max(X, 0).