Statistics for Data Science - 2

Week 6 graded Assignment

Solution

1. The joint pdf of two continuous ranodm variables X and Y is given by

(
4xy 0 ≤ x ≤ 1, 0 ≤ y ≤ 1
fXY (x, y) =
0 otherwise

Are X and Y independent?

1. Yes
2. No

Solution:
First we will calculate the marginal densities of X and Y .
For 0 ≤ x ≤ 1
Z 1
fX (x) = fXY (x, y)dy
0
Z 1
= 4xydy
0
1
2
= 2xy
0
= 2x

For 0 ≤ y ≤ 1
Z 1
fY (y) = fXY (x, y)dx
0
Z 1
= 4xydx
0
1

= 2x2 y
0
= 2y

Therefore,
fX (x).fY (y) = 4xy = fXY (x, y)
It implies that X and Y are independent random variables.
2. Let (X, Y ) ∼ Uniform(D), where D = {(x, y) : (x − k)2 + (y − k)2 ≤ r}. Calculate
P (X ≥ Y ).
Solution:

y=x
2

x
1 2

The region X ≥ Y will be the lower half part of the circle.

Therefore,
Area of lower half circle
P (X ≥ Y ) =
Area of the circle
π(1)2/2
=
π(1)2
1
=
2

3. Let (X, Y ) ∼ Uniform(D), where D = {(x, y) : y ≤ 2x, 0 < x < 1, 0 < y < 2} ∪ [1, 2] ×
[0, 2]. Find the marginal density of X.
(a) 
 2x + 2 0≤x≤2
fX (x) = 3 3
0 otherwise
(b) 
 2x + 1 0≤x≤2
fX (x) = 3 3
0 otherwise
(c) 
2x
3
 0≤x≤1
2
fX (x) = 3
1≤x≤2

0 otherwise


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(d) 
2x
3
 0≤x≤1
1
fX (x) = 1≤x≤2
3
0 otherwise


2 y = 2x

x
1 2

D denotes the area of the support(X, Y ).

Area of D = 12 × 1 × 2 + 1 × 2 = 3
Since (X, Y ) ∼ Uniform(D), it implies that
1
fXY (x, y) = , x, y ∈ D
3
R
We know that fX (x) = fXY (x, y)dy

For 0 < x < 1

Z 2x
1
fX (x) = dy
0 3
2x
1
= y
3
0
2x
=
3
For 1 < x < 2
Z 2
1
fX (x) = dy
0 3
2
1
= y
3
0
2
=
3

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 Therefore, marginal density of X is given by

2x
3 0≤x≤1

fX (x) = 23 1 ≤ x ≤ 2

0 otherwise


4. The joint pdf of two random variables X and Y is given by

(
24xy 0 ≤ x ≤ 1, 0 ≤ y ≤ 1, x + y ≤ 1
fXY (x, y) =
0 otherwise

Choose the correct option(s).

(a) P (X + Y ≤ 41 ) = 1
2
(b) P (X + Y ≤ 12 ) = 1
16
(c) X and Y are independent random variables.
(d) X and Y are dependent random variables.

Solution:
Option (a)

x+y =1

0.25

x
0.25 1

x+y =1

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Orange region will denote X + Y ≤ 14 . Now,
Z 1/4 Z 1/4−y
1
P (X + Y ≤ ) = fXY (x, y)dxdy
4 y=0 x=0

Z 1/4 Z 1/4−y

= 24xydxdy
y=0 x=0

1/4−y
Z 1/4
2
= 12x y dy
y=0
x=0

Z 1/4  2
1
= 12y −y dy
y=0 4

Z 1/4
12
= y(1 − 4y)2 dy
y=0 16

Z 1/4
3
= y(1 + 16y 2 − 8y)dy
4 y=0

1/4
y2 8y 3
 
3 4
= + 4y −
4 2 3
y=0

 
3 1 1 1
= + −
4 32 64 24
3 1 1
= . =
4 192 256

Hence, option (a) is wrong.

Option (b)

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 y

x + y = 0.5
0.5 x+y =1

x
0.5 1

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Orange region will denote X + Y ≤ 12 . Now,
Z 1/2 Z 1/2−y
1
P (X + Y ≤ ) = fXY (x, y)dxdy
2 y=0 x=0

Z 1/2 Z 1/2−y

= 24xydxdy
y=0 x=0

1/2−y
Z 1/2
2
= 12x y dy
y=0
x=0

Z 1/2  2
1
= 12y −y dy
y=0 2

Z 1/2
12
= y(1 − 2y)2 dy
y=0 4

Z 1/2

=3 y(1 + 4y 2 − 4y)dy
y=0

1/2
y2 4y 3
 
=3 + y4 −
2 3
y=0

 
1 1 1
=3 + −
8 16 6
2 1
=3× =
96 16

Hence, option (b) is correct.

Option (c) and (d)

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 y

0.5 x+y =1

x
0.5 1

For 0 < x < 1

Z 1−x
fX (x) = fXY (x, y)dy
y=0
Z 1−x
= 24xydy
y=0
1−x
2
= 12xy
y=0
= 12x(1 − x)2

For 0 < y < 1

Z 1−y
fY (y) = fXY (x, y)dx
Zx=0
1−y
= 24xydx
0
1−y
2
= 12x y
x=0
= 12y(1 − y)2

Therefore, fX (x).fY (y) = 144xy(1 − x)2 (1 − y)2 ̸= fXY (x, y)

Hence, X and Y are not independent.

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5. The joint pdf of two random variables X and Y is given by
(
3xy(1 − x) 0 ≤ x ≤ 1, 0 ≤ y ≤ 2
fXY (x, y) =
0 otherwise

Calculate P (X > 12 |Y = 1).

Solution:
We know that
fXY (a < X < b, y)
P (a < X < b|Y = y) =
fY (y)
Now,
Z 1
fY (y) = 3xy(1 − x)dx
0
Z 1
= (3xy − 3x2 y)dx
0
1
3x2 y
 
= − x3 y
2
0
3y y
= −y =
2 2
1
Therefore, fY (1) = 2
Now,

1 fXY (X > 12 , Y = 1)
P (X > |Y = 1) =
2 fY (1)
1
= 2fXY (X > , Y = 1)
2
Z 1
= 2(3x(1 − x))dx
x= 12
Z 1
=6 (x − x2 )dx
1
2
1
x2 x3

=6 −
2 3 1
  2 
1 1 1 1 1 1
=6 − −6 − =1− =
2 3 8 24 2 2

6. The amount of milk (in litres) in a shop at the beginning of any day is a random amount
X from which a random amount Y (in litres) is sold during that day. Assume that the

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joint density function of X and Y is given by
(
1
0 ≤ x ≤ 10, 0 ≤ y ≤ x
fXY (x, y) = 50
0 otherwise
Find the probability that amount of milk left at the end of day is less than 5 litres. Write
your answer correct to two decimal points.
Solution:
y
y=x
10

5
x−y =5

x
5 10

X denotes the amount of milk at the beginning of any day and Y denotes the amount
of milk which is sold during that day.
Therefore, amount of milk left at the end of the day will be denoted by X − Y .

To find: P (X − Y < 5)

In the diagram above, brown region denotes X −Y < 5 and brown + blue region denotes
the support of X and Y .

1
Area of the support(X, Y ) = 2
× 10 × 10 = 50.

Area of brown region = Area of support(X, Y )− area of blue region

⇒ area of brown region = 50 − 12 × 5 × 5 = 75

2

Therefore,
area of brown region
P (X − Y < 5) =
area of support
75/2
=
50
75
=
100

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7. The joint pdf of two continuous random variables X and Y is given by
(
ke−(x+y) x ≥ 0, y ≥ 0
fXY (x, y) =
0 otherwise

Find the value of P (X ≥ 5, Y ≤ 5).

(a) e−10
(b) (e−5 − 1)e−5
(c) (1 − e−5 )e−5
(d) (e−5 + 1)e−5

Solution:
We know that Z Z
fXY dxdy = 1
Supp(X,Y )

Therefore,
Z ∞ Z ∞
(ke−(x+y) )dxdy = 1
y=0 x=0
Z ∞ Z ∞
⇒k e−y e−x dxdy = 1
y=0 x=0
∞
Z ∞
−y −x
⇒k e (−e ) dy = 1
y=0
0
Z ∞
−y
⇒k e (0 + 1)dy = 1
Zy=0
∞
⇒k e−y dy = 1
y=0
∞
−y
⇒k(−e ) =1
0
⇒k(0 + 1) = 1
⇒k = 1

To find: P (X ≥ 5, Y ≤ 5)

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 Now,
Z 5 Z ∞
P (X ≥ 5, Y ≤ 5) = (e−(x+y) )dxdy
y=0 x=5
Z 5 Z ∞
= e−y e−x dxdy
y=0 x=5
∞
Z 5
= e−y (−e−x ) dy
y=0
5
Z 5
= e−y (0 + e−5 )dy
y=0
Z 5
−5
= (e ) e−y dy
y=0
5

= (e−5 )(−e−y )
0
= (e−5 )(−e−5 + 1)
= (e−5 )(1 − e−5 )

8. The joint pdf of two random variables X and Y is given by

(
1
(x + y) 0 ≤ x ≤ 2, 0 ≤ y ≤ 2
fXY (x, y) = 8
0 otherwise
 
1 1
Find the value of P ≤ y ≤ 1 | (X = ) . Write your answer correct to two decimal
2 2
points.
Solution:
We know that
fXY (X = x, a < Y < b)
P (a < Y < b|X = x) =
fX (x)
Now,
Z 2
1
fX (x) = (x + y)dy
0 8
2
y2

1
= xy +
8 2
0
2x + 2 x+1
= =
8 4

Therefore, fX ( 12 ) = 3
8

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Now,

1 1 fXY (X = 12 , 12 ≤ Y ≤ 1)
P ( ≤ Y ≤ 1|X = ) =
2 2 fX ( 12 )

Z 1   
8 1 1
= + y dy
1/2 3 8 2

Z 1  
1 1
= + y dy
1/2 3 2

1
y y2
 
= +
6 6 1/2

   
1 1 1 1
= + − +
6 6 12 24

1 1 5
= − = = 0.20
3 8 24

2 y

y = x/2

x
1 2

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 y
100 D C

y = x − 30 F

30 A B
E

x
30 100

Use the following information to answer questions (9) and (10):

The joint density function of two random variables X and Y is given by


 2 (x + 1), for 0 < x < 1, 0 < y < 1
fXY (x, y) = 3
0, otherwise

9. Are X and Y independent?

(a) Yes
(b) No

Solution:
First we will calculate the marginal densities of X and Y .
For 0 < x < 1
Z 1
fX (x) = fXY (x, y)dy
0
Z 1
2
= (x + 1) dy
0 3
1
2
= (x + 1)y
3
y=0
2
= (x + 1)
3

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 For 0 < y < 1
Z 1
fY (y) = fXY (x, y)dx
0
Z 1
2
= (x + 1) dx
0 3
1
2 x2

= +x
3 2
0
2 3
= × =1
3 2

Therefore,
2
fX (x).fY (y) = (x + 1) = fXY (x, y)
3
It implies that X and Y are independent random variables.

10. Find the value of P (X > Y ). Write your answer correct to two decimal places.

Solution:

2 y

x
1 2

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The shaded region here represents X > Y .

Z1 Z1
2
P (X > Y ) = (x + 1) dxdy
3
0 y
Z1 1
x2
 
2
= +x dy
3 2
0 y
Z1
3 y2
 
2
= − − y dy
3 2 2
0
1
y3 y2
 
2 3
= y− −
3 2 6 2
0
2 5
= × = 0.55
3 6

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