Statistics for Data Science - 2

Week 5 Practice Assignment Solution

1. Let X ∼ Bernoulli(0.6). Let (Y | X = 0) ∼ Exp(1) and (Y | X = 1) ∼ Exp(3). Find

the marginal of Y.

a) 0.6e−y + 0.4e−3y
b) 0.4e−y + 0.6e−3y
c) 0.6e−y + 1.2e−3y
d) 0.4e−y + 1.8e−3y

Solution:
Given that, X ∼ Bernoulli(0.6), therefore pX (1) = 0.6 and pX (0) = 0.4.
The marginal density of Y is given by
X
fY (y) = pX (x)fY |X=x (y)
x∈TX

= pX (1)fY |X=1 (y) + pX (0)fY |X=0 (y)

= 0.6 × 3e−3y + 0.4e−y
= 1.8e−3y + 0.4e−y

2. Let X ∼ Uniform{1, 2, 3}. Let (Y | X = 1) ∼ Exp(1), (Y | X = 2) ∼ Exp(2) and

(Y | X = 3) ∼ Normal(0, 4). What is the marginal of Y ?
1 2
a) e−y + 2e−2y + √ e−y /8
2 2π
1 −y 1 2
b) [e + 2e−2y + √ e−y /8 ]
3 2 2π
1 1 2
c) [e−y + e−2y + √ e−y /4 ]
3 2π
1 2
d) e−y + e−2y + √ e−y /4
2 2π
Solution:
Given that, X ∼ Uniform{1, 2, 3}, therefore pX (1) = pX (2) = pX (3) = 13 .

1
 The marginal density of Y is given by
X
fY (y) = pX (x)fY |X=x (y)
x∈TX

= pX (1)fY |X=1 (y) + pX (2)fY |X=2 (y) + pX (3)fY |X=3 (y)

2
1 1 1 e−y /8
= × e−y + × 2e−2y + × √
3 3 3 2 2π
1 1 2
= [e−y + 2e−2y + √ e−y /8 ]
3 2 2π

3. Let X ∼ Uniform{1, 2}. Let (Y | X = 1) ∼ Exp(2) and (Y | X = 2) ∼ Exp(4). Find

the value of fX|Y =3 (2).

2e−12
a)
e−6 + 2e−12
e−6
b) −6
e + 2e−12
e−12
c) −6
e + e−12
e−6
d) −6
e + e−12
Solution:
Given that, X ∼ Uniform{1, 2}, therefore pX (1) = pX (2) = 21 .
The marginal density of Y is given by
X
fY (y) = pX (x)fY |X=x (y)
x∈TX

= pX (1)fY |X=1 (y) + pX (2)fY |X=2 (y)

1 1
= × 2e−2y + × 4e−4y
2 2
= e−2y + 2e−4y

And
pX (2)fY |X=2 (3)
fX|Y =3 (2) =
fY (3)
1
2
× 4e−4×3
= −2×3
e + 2e−4×3
2e−12
= −6
e + 2e−12

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4. The joint density function of two continuous random variables X and Y is given as
(
kxy 0 < x < 4, 0 < y < 1
fXY (x, y) =
0 otherwise

Find the value of k. Enter your answer correct to two decimals accuracy.
Solution: R∞ R∞
We know that for joint PDF, −∞ −∞ fXY (x, y)dxdy = 1
Since fXY (x, y) is nonzero in the region 0 < x < 4, 0 < y < 1.
Z 1Z 4
⇒ fXY (x, y)dxdy = 1
0 0
Z 1Z 4
⇒ kxy dxdy = 1
0 0
Z 1
y2 4
⇒ kx dx = 1
0 2 0
Z 1
⇒ 8kxdx = 1
0
x2 1
⇒ 8k =1
2 0
1
⇒k= = 0.25
4

5. Let (X, Y ) ∼ Uniform(D), where D = {(x, y) : x + y < 4, x > 0, y > 0}. Find the value
of P (2X + Y > 2).
1
a) 8
7
b) 8
3
c) 4
1
d) 4

Solution:

(X, Y ) ∼ Uniform(D), therefore

(
1
8
(x, y) ∈ D
fXY (x, y) =
0 otherwise

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 1
Area of the lower shaded region (A) will be 2
×1×2=1

P (2X + Y > 2) = 1 − P (2X + Y ≤ 2)

|A|
=1−
|D|
1
=1−
8
7
=
8

6. The joint density function of the random variables X and Y is given by

(
x + y 0 < x < 1, 0 < y < 1
fXY (x, y) =
0 otherwise

Find the value of P (X + Y < 1).

1
a) 3
2
b) 3
1
c) 6
3
d) 4

Solution:

4
 Z 1 Z 1−y
P (X + Y < 1) = (x + y)dxdy
0 0
Z 1 2 
x 1−y
= + xy dy
0 2 0
Z 1
(1 − y)2

= + (1 − y)y dy
0 2
1
(1 − y)3 y 2 y 3

= − + −
6 2 3
0
   
1 1 1
= − − −
2 3 6
1
=
3
7. The joint PDF of two continuous random variables X and Y is given by
(
2
(5x + 2y) 0 ≤ x ≤ 1, 0 ≤ y ≤ 1
fXY (x, y) = 7
0 otherwise
Find the marginal PDF of X.
a) (
2x 0 ≤ x ≤ 1
fX (x) =
0 otherwise
b) (
2
7
(5x + 1) 0 ≤ x ≤ 1
fX (x) =
0 otherwise
c) (
2
7
(3x + 2) 0 ≤ x ≤ 1
fX (x) =
0 otherwise

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 d) (
2
7
(5y + 1) 0 ≤ x ≤ 1
fX (x) =
0 otherwise

Solution:
For 0 ≤ x ≤ 1
Z 1
2
fX (x) = (5x + 2y)dy
0 7
1
2y 2

2
= 5xy +
7 2
0
2
= (5x + 1)
7

8. Let X and Y be jointly continuous random variables with joint PDF

(
k(2 − y) 0 < x < 4, 0 < y < 1
fXY (x, y) =
0 otherwise

Find the marginal PDF of Y.

a) (
3
2
y(2 − y) 0 < y < 1
fY (y) =
0 otherwise

b) (
2y 0<y<1
fY (y) =
0 otherwise

c) (
3
2
(1 − y2) 0 < y < 1
fY (y) =
0 otherwise

d) (
2
3
(2 − y) 0 < y < 1
fY (y) =
0 otherwise

Solution: R∞ R∞
We know that for joint PDF, −∞ −∞ fXY (x, y)dxdy = 1

6
 Since fXY (x, y) is nonzero in the region 0 < x < 4, 0 < y < 1.
Z 1Z 4
⇒ fXY (x, y)dxdy = 1
0 0
Z 1Z 4
⇒ k(2 − y)dxdy = 1
0 0
Z 1 4
⇒ k(2 − y)x dy = 1
0 0
Z 1
⇒ 4k(2 − y)dy = 1
0
1
y2
 
⇒ 4k 2y − =1
2
0
3
⇒ 4k × = 1
2
1
⇒k=
6
For 0 < y < 1
Z 4
1
fY (y) = (2 − y)dx
0 6
1 4
= (2 − y)x
6 0
2
= (2 − y)
3

9. Let X and Y be two independent continuous random variables with PDFs fX (x) and
fY (y) given as
(
1 0≤x<1
fX (x) =
0 otherwise
(
y/2 0 ≤ y < 2
fY (y) =
0 otherwise
Find the value of P (2X + Y > 1).
1
a) 24
11
b) 12
1
c) 12
23
d) 24

7
 Solution:
Given that X and Y be two independent continuous random variables,
therefore fXY (x, y) = fX (x)fY (y).
(
y/2 0 ≤ x < 1, 0 ≤ y < 2
fXY (x, y) =
0 otherwise
We have to find the value of P (2X + Y > 1).
And
P (2X + Y > 1) = 1 − P (2X + Y ≤ 1)
1−y
Z 1 Z
2 y
P (2X + Y ≤ 1) = dxdy
2
Z0 1 0
1−y
y 2
= x dy
0 2 0
Z 1
1
= y(1 − y)dy
0 4
1
1 y2 y3

= −
4 2 3
0
1
=
24
1 23
⇒ P (2X + Y > 1) = 1 − 24
= 24

10. The joint density function of two random variables X and Y is given by
(
8xy 0 ≤ x ≤ 1, 0 ≤ y ≤ x
fXY (x, y) =
0 otherwise

Are X and Y independent?

8
 a) Yes
b) No

Solution:

Z x
fX (x) = 8xy dy
0
x
y2
= 8x
2
0
3
= 4x

Z 1
fY (y) = 8xy dx
0
1
x2
= 8y
2
0
= 4y

fX (x)fY (y) = 4x3 × 4y = 16x3 y 6= fXY (x, y).

Hence X and Y are not independent.

11. Let (X, Y ) ∼ Uniform(D), where D = [3, 5] × [2, 4]. Are X and Y independent?

a) Yes
b) No

Solution:
(X, Y ) ∼ Uniform(D), therefore

9
 (
1
4
3 ≤ x ≤ 5, 2 ≤ y ≤ 4
fXY (x, y) =
0 otherwise

Z 4
1
fX (x) = dy
2 4
4
1
= y
4
2
1
=
2

Z 5
1
fY (y) = dx
3 4
5
1
= x
4
3
1
=
2
fX (x)fY (y) = 21 × 12 = 41 = fXY (x, y).
Hence X and Y are independent.

12. The joint PDF of two random variables X and Y is given by

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

Find the distribution of X | Y = 0.5. (fX|Y =0.5 (x))

a) (
2x 0 < x < 1
fX|Y =0.5 (x) =
0 otherwise

b) (
3x2 0<x<1
fX|Y =0.5 (x) =
0 otherwise

c) (
4x3 0<x<1
fX|Y =0.5 (x) =
0 otherwise

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 d) (
1 0<x<1
fX|Y =0.5 (x) =
0 otherwise
Solution:
For 0 < y < 1
Z 1
fY (y) = 4xy dx
0
1
x2
= 4y
2
0
= 2y
The distribution of X | Y = 0.5, (0 < x < 1) is given by

fXY (x, 0.5)

fX|Y =0.5 (x) =
fY (0.5)
4x × 0.5
=
2 × 0.5
= 2x

13. The joint PDF of two random variables X and Y is given by

(
x2 + xy
3
0 ≤ x ≤ 1, 0 ≤ y ≤ 2
fXY (x, y) =
0 otherwise

Find the value of P ( 14 < X < 1

2
| Y = 1).
83
a) 96
13
b) 96
13
c) 48
35
d) 48

Solution:
For 0 < y < 1
Z 1 xy 
fY (y) = x2 +
dx
0 3
 3 1
x x2 y
= +
3 6
0
1 1
= + y
3 6

11
 fXY (x, 1)
fX|Y =1 (x) =
fY (1)
x + x×1
2
= 1 1 3
3
+ ×1
 6 x
= 2 x2 +
3

  Z 1/2 
1 1 x
P <X< |Y =1 = 2 x2 + dx
4 2 1/4 3
 3  1/2
x x2
=2 +
3 6
1/4
   
1 1 1 1
=2 + − +
24 24 192 96
 
1 1
=2 −
12 64
13
=
96

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