Tutorial Sheet IV
Tutorial Sheet IV
The boxed problems are not to consider as they are currently not in the syllabus.
1. From a sack of fruit containing 3 oranges, 2 apples and 3 bananas, a random sample of 4 pieces
of fruit is selected. Suppose X is the number of oranges and Y is the number of apples in the
1
sample. Find the joint probability distribution of X and Y and find P(X + Y ≤ 2). [Ans: 2]
2. Let X denote the diameter of an armored electric cable and Y denote the diameter of the ceramic
mold that makes the cable. Both X and Y are scaled so they range between 0 and 1. Find
P(X + Y > 12 ) if X and Y have the following joint density: [Ans: 0.6534]
1 , 0<x<y<1
y
f(x, y) =
0 , elsewhere
3. Show that X and Y are not independent given their joint density function as
6x , 0 < x < 1, 0 < y < 1 − x
f(x, y) =
0 , elsewhere
2x
Also find P(X > 0.3 | Y = 0.5). [Ans: (i) fX|Y (x|y) = (1−y)2 , 0 < x < 1 − y; (ii) 0.64]
4. The hospital period, in days, for patients following treatment for a certain type of kidney disorder
is a random variable Y = X + 4, where X has the density function
32 , x>0
(x+4)3
f(x) =
0 , elsewhere
Find the density function Y. Using the density function of Y, find the probability that the hospital
32
period for a patient following this treatment will exceed 8 days. [Ans: (i) g(y) = y3 , y > 4; (ii) 41 ]
6. Suppose X and Y are independent random variables with the following density functions:
λe−λx , x>0 µe−µy , y>0
f(x) = g(y) =
0 , elsewhere 0 , elsewhere
X
Compute the joint density of U = X + Y and V = X+Y .
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7. Find the distribution of Z = X + Y given the joint probability density function of X and Y:
1 −z
(e + z − 1) , 0≤z<2
1 xe−y , 0 ≤ x ≤ 2, y > 0 2
2
f(x, y) = Ans: gZ (z) = 1 2 −z
, 2≤z<∞
0 , else 2 (1 + e )e
0 , else
8. Suppose X and Y are independent random variables: X ∼ Exp(λ) and Y ∼ Exp(µ). Find the
probability density function of
(a) Z1 = min(X, Y)
(b) Z2 = max(X, Y)
Find the marginal pdf’s of X and Y as well as the co-variance between X and Y.
10. For the joint distribution of bivariate random variables X and Y given below, show that the
1 1 + xy(x2 − y 2 ) , |x| ≤ a, |y| ≤ a, a > 0
4a2
f(x, y) =
0 elsewhere
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