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Probability Assignment 5

This document outlines Assignment 5 for the course MA6.102 on Probability and Random Processes, with a release date of October 10, 2024, and a due date of October 18, 2024. It includes six problems related to random variables, their distributions, and independence, requiring individual write-ups and caution against plagiarism. Collaboration is encouraged, but all submissions must be original and clearly written.

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1 views

Probability Assignment 5

This document outlines Assignment 5 for the course MA6.102 on Probability and Random Processes, with a release date of October 10, 2024, and a due date of October 18, 2024. It includes six problems related to random variables, their distributions, and independence, requiring individual write-ups and caution against plagiarism. Collaboration is encouraged, but all submissions must be original and clearly written.

Uploaded by

achutunisr
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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Assignment 5

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


Release date: 10 October 2024, Due date: 18 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. Let X be an exponentially distributed random variable with parameter λ. Let Y = ⌊X⌋,
which is the integer part of X, and let R = X − ⌊X⌋. Find the PMF of Y and the PDF of R.

Problem 2. Let X and Y be two discrete random variables taking values in integers. Prove that X and
Y are independent if and only if FX,Y (x, y) = FX (x)FY (y), for all x, y.

Problem 3. Let X1 , X2 , and X3 be independent and identically distributed continuous random variables. A
family has three children, A, B, and C of heights X1 , X2 , and X3 respectively. Compute the probabilities:
P (A is the tallest child) and P (A is taller than B | A is taller than C).

Problem 4. Let X be a continuous random variable with PDF fX , and Y be a function of X defined as
(
X, if X ≥ 0,
Y ≜ 2
X , if X ≤ 0.
Compute the PDF of Y in terms of fX .

Problem 5. Let X1 , X2 , and X3 be independent and uniformly distributed random variables on [0, 1].
Find the joint density function of X = X1 X2 and Y = X32 , and show that P (X ≥ Y ) = 49 .

Problem 6. Let X and Y be independent exponential random variables with parameter λ. Find the joint
PDF of
X
Z = X + Y and W =
Y
and show that they are independent.

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