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Probability Assignment 4

This document outlines Assignment 4 for the course MA6.102 on Probability and Random Processes, with a release date of September 30, 2024, and a due date of October 7, 2024. It includes various problems related to probability density functions, conditional probabilities, and joint distributions of random variables. Instructions emphasize individual work, clarity in writing, and the consequences of plagiarism.

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2 views

Probability Assignment 4

This document outlines Assignment 4 for the course MA6.102 on Probability and Random Processes, with a release date of September 30, 2024, and a due date of October 7, 2024. It includes various problems related to probability density functions, conditional probabilities, and joint distributions of random variables. Instructions emphasize individual work, clarity in writing, and the consequences of plagiarism.

Uploaded by

achutunisr
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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Assignment 4

(MA6.102) Probability and Random Processes, Monsoon 2024


Release date: 30 September 2024, Due date: 7 October 2024

I NSTRUCTIONS
• Discussions with other students are not discouraged. However, all write-ups must be done individually
with your own solutions.
• Any plagiarism when caught will be heavily penalised.
• Be clear and precise in your writing.

Problem 1. Find the PDF, the mean and the variance of the random variable X with the CDF
( 3
1 − xa3 , if x ≥ a,
FX (x) =
0, if x < a,
where a is a positive constant.

Problem 2. One of the two wheels of fortune, A and B, is selected by the toss of a fair coin, and the
wheel chosen is spun once to determine the value of a random variable X. The PDF of X given A is
selected is fX|A (x) = 1, 0 ≤ x ≤ 1. The PDF of X given B is selected is fX|B (x) = 3, 0 ≤ x ≤ 31 . Find
the probability that A was selected given that X ≤ 14 .

Problem 3. Given
(
k, 0 < x < y < 1,
fXY (x, y) = .
0, otherwise.
Determine the conditional PDFs fX|Y and fY |X .

Problem 4. Let X and Y be two jointly continuous random variables with joint PDF
( √
6xy, 0 ≤ x ≤ 1, 0 ≤ y ≤ x
fXY (x, y) =
0, otherwise.
Compute Var(X|Y = y), for 0 ≤ y ≤ 1.

Problem 5. (a) If the random variables U and V are jointly continuous, show that P (U = V ) = 0.
(b) Let X be uniformly distributed on (0, 1), and let Y = X. Then X and Y are continuous, and
P (X = Y ) = 1. Is there a contradiction here?

Problem 6. Let X and Y be two independent random variables with common CDF FX and PDF fX .
Find the PDFs fZ and fW , where Z = max{X, Y } and W = min{X, Y }.
Problem 7. Let X1 , X2 , , . . . , Xn be independent identically distributed random variables with common
PDF fX . Find Pm 
i=1 Xi
E Pn .
i=1 Xi

Problem 8. Show that X and Y are independent continuous random variables if and only if their joint
probability density function fXY factorizes as the product fXY (x, y) = g(x)h(y) of functions of the single
variables x and y alone.

Problem 9. The joint PDF of two random variables X and Y is given by


fXY (x, y) = 2e−x−y , 0 < x < y < ∞.
Are they independent?

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