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X Y λ λ X X Y n

This document is a tutorial for a Probability & Stochastic Process course at the Indian Institute of Technology Ropar, covering various problems related to random variables, joint probability mass functions, expectations, and probability density functions. It includes exercises on Poisson random variables, rolling dice, breaking sticks, coin tosses, and random selections within geometric shapes. The tutorial aims to enhance understanding of probability concepts through practical applications and calculations.

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pvekariya2005
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5 views3 pages

X Y λ λ X X Y n

This document is a tutorial for a Probability & Stochastic Process course at the Indian Institute of Technology Ropar, covering various problems related to random variables, joint probability mass functions, expectations, and probability density functions. It includes exercises on Poisson random variables, rolling dice, breaking sticks, coin tosses, and random selections within geometric shapes. The tutorial aims to enhance understanding of probability concepts through practical applications and calculations.

Uploaded by

pvekariya2005
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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Indian Institute of Technology Ropar

Department of Mathematics
MA-203 & 423 - Probability & Stochastic Process
2nd semester of academic year 2024-25

Tutorial 5

1. If X and Y are independent Poisson random variables with respective parameters


λ1 and λ2 , calculate the conditional distribution of X given that X + Y = n.
2. Suppose you roll two fair, six-sided dice, one of which is black and the other of
which is blue. Define the following random variables: X =The number shown on
the black die

 0 if the two dice show the same number
Y = 1 if the number on the black die is bigger than the number on the blue die
2 if the number on the blue die is bigger than the number on the black die

Find the joint probability mass function for X and Y .


3. (a) Suppose Y is a random variable such that:
(
1 with probability 18 ,
Y =
2 with probability 78 .

Given Y , the random variable X is defined as:


(
2Y with probability 34 ,
X|Y =
3Y with probability 14 .

Calculate the following: (i). The conditional expectation E[X | Y ].


(ii). The unconditional expectation E[X].
(b) We start with a stick of length ℓ. We break it at a point which is chosen
randomly and uniformly over its length, and keep the piece that contains the
left end of the stick. We then repeat the same process on the piece that we are
left with. What is the expected length of the piece that we are left with after
breaking twice?
4. Three coins 10p, 30p, 60p are tossed. The probabilities of heads for these coins are
0.50, 0.60, and 0.80 respectively. The values of those coins that land heads up are
added to workout the total amount X. What is the expected total amount X given
that two coins have landed heads up?
 3 1 1 1 1 1
5. (a) The joint PMF of the random variables X and Y takes the values 12 , 12 , 6 , 6 , 6 , 6
at the points [(−1, 2), (1, 2), (1, 1), (2, 1), (−1, −1), (1, −1)], respectively. Com-
pute E(X) using iterated expectations.
(b) A person is going to Delhi from Chandigarh. At the bus stop, he can get either
a Volvo, Himachal Roadways bus (HIRB), Haryana Roadways bus (HARB),
or Punjab Roadways bus (PURB). Suppose Volvo, HIRB, HARB, and PURB
take 6.5, 6, 5.5, and 5.8 hours to reach Delhi. Suppose there are 20%, 30%,
40%, and 10% probability to get Volvo, HIRB, HARB, and PURB respectively.
Find the expected time to reach Delhi from Chandigarh..
6. (a) Let 
c, if 0 ≤ x ≤ 1, 0 ≤ y ≤ x
fX,Y (x, y) =
0, otherwise;
Find c and find conditional pdf of X given Y.
(b) Consider two continuous random variables X and Y with joint p.d.f.
2 2

81
x y, if 0 ≤ x ≤ K, 0 ≤ y ≤ K
f (x, y) =
0, otherwise;
i. Find the value of K so that f(x,y) is a valid joint pdf.
ii. Find P(X > 3Y )
iii. Find P(X + Y > 3)
iv. Are X and Y independent?

7. A point is chosen at random ( according to a uniform PDF) within a semicircle of


the form
{(x, y) : x2 + y 2 ≤ r2 , y ≥ 0}, for some given r > 0.

(a) Find the joint PDF of the coordinates X and Y of the chosen point.
(b) Find the marginal PDF of Y and use it to find E[Y ].
(c) Check your answer in (b) by computing E[Y ] directly without using the marginal
PDF of Y.

8. Let the random variables X and Y have a joint PDF that is uniform over the triangle
with vertices at (0, 0), (1, 0), and (1, 1).

(a) Find the joint PDF of X and Y.


(b) Find the marginal PDF of Y.
(c) Find the conditional PDF of X given Y.
(d) Find E[X | Y = y], and use the total expectation theorem to find E[X] in
terms of E[Y ].
(e) Use the symmetry of the problem to find the value of E[X].

9. I am expecting an Amazon Delivery, which will definitely arrive between 1 pm and


4 pm. The delivery time, within a given hour (1 pm-2 pm, 2 pm-3 pm, 3 pm-4 pm),
each time is equally likely. It is twice as likely to arrive between 2 pm and 3 pm as
it is to arrive between 1 pm and 2 pm. It is twice as likely to arrive between 3 pm
and 4 pm as it is to arrive between 2 pm and 3 pm.

(a) Find the PDF of the arrival time.


(b) What is the expected time of delivery?
(c) Suppose the delivery hasn’t arrived till 3 pm. What is the expected value of
the arrival time?
(d) Find the expected time of delivery using the total expectation theorem.

10. A defective coin minting machine produces coins whose probability of heads is a
random variable P with PDF
p2 exp (p)

, if p ∈ [0, 1]
fP (p) = e−2
0, otherwise.

A coin produced by this machine is selected and tossed repeatedly, with successive
tosses assumed independent.

(a) Find the probability that a coin toss results in heads.


(b) Given that a coin toss resulted in heads, find the conditional PDF of P.
(c) Given that the first coin toss resulted in heads, find the conditional probability
of heads on the next toss.

∗ ∗ ∗ ∗ ∗ ∗ ∗ End ∗ ∗ ∗ ∗ ∗ ∗ ∗

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