Unit-3: Joint Distributions

1. For the following bivariate probability distribution find (i) Marginal distributions of X
and Y (ii) p( X  1, Y  2) (iii) p( X  2, Y  2)

X\Y 0 1 2 3

0 0.840 0.030 0.020 0.010

1 0.060 0.010 0.008 0.002

2 0.010 0.005 0.004 0.001

2. For the following bivariate probability distribution find,

(i) E( X ) and E (Y )
(ii) V(X) and V(Y)
(iii) correlation coefficient between X and Y

X\Y 0 1 2 3

0 0.840 0.030 0.020 0.010

1 0.060 0.010 0.008 0.002

2 0.010 0.005 0.004 0.001

3. For the following bivariate probability distribution find,

(i) E( X ) and E (Y )
(ii) V(X) and V(Y)
(i) Conditional densities of X given Y=1
(ii) Conditional densities of Y given X=2

X\Y 1 2 3 4

1 4/36 3/36 2/36 1/36

2 1/36 3/36 3/36 2/36

3 5/36 1/36 1/36 1/36

4 1/36 2/36 1/36 5/36

4. Let X denote the number of “do loops” in fortran program and Y the number of runs
needed for a novice to debug the program. Assume that the joint density for (X, Y) is
given table.
x/y 1 2 3 4

0 0.059 0.100 0.050 0.001

1 0.093 0.120 0.082 0.003

2 0.065 0.102 0.100 0.010

3 0.050 0.075 0.070 0.020

(a) Find the probability that a randomly selected program contains at most one do loop
and requires at least two runs to debug the program.
(b) Find E[XY].
(c) Find the marginal densities for X and Y. Use these to find the mean and variance
for both X and Y.
(d) Find the probability that a randomly selected program requires at least two runs to
debug given that it contains exactly one do loop.
(e) Find Cov( X , Y ) . Find the correlation between X and Y. Based on the observed value
of  , can you claim that X and Y are not independent? Explain.

5. For the following bivariate probability distribution obtain,

(i) marginal distributions of X and Y
(ii) the conditional distribution of X given Y=0
(iii) the conditional distribution of Y given X=1

X\Y 0 1 2 3

0 0.02 0.08 0.10 0.04

1 0.05 0.02 0.25 0.06

2 0.03 0.12 0.15 0.08

6. Given the following bivariate probability distribution, obtain (i) Marginal distributions
of X and Y (ii) the conditional distribution of X given Y=2 (iii) E[XY]

X\Y 0 1 2
-1 1/15 3/15 2/15
0 2/15 2/15 1/15
1 1/15 1/15 2/15
7. Let X denote the temperature (C) and let Y denote the time in minutes that it takes
for the diesel engine on an automobile to get ready to start. Assume that the joint density
for ( X , Y ) is given by f ( x, y)  c(4x  2 y  1); 0  x  40, 0  y  2
(i) Find the value of c that makes this a density
(ii) Find the marginal densities for X and Y .
(iii) Find the probability that on a randomly selected day it will take at least one
minute for the car to be ready to start.
(iv) Find the probability that on a randomly selected day the air temperature will
exceed 20C
(v) Are X and Y independent?
x3 y 3
8. The joint density for ( X , Y ) is given by f ( x, y)  0  x  2, 0  y  2
16
(i) Find the marginal densities for X and Y .
(ii) Are X and Y independent?
(iii) Find p( X  1)
(iv) Find p( X  1, Y  1)

9. The joint density for ( X , Y ) is given by f ( x, y)  xye x e y x  0, y  0

(i) Find the marginal densities for X and Y .
(ii) Cov(X,Y)
(iii) Are X and Y independent?
(iv) Find p( X  1)

10. The joint density for ( X , Y ) is given by f(x) = 2 ; 0 < x < 1 , 0 < y < x
= 0, elese where
(i) Find the marginal densities for X and Y .
(ii) Find the conditional density of Y given X
(iii) Find the conditional density of X given Y
(iv) Are X and Y independent?
x3 y 3
11. The joint density for ( X , Y ) is given by f ( x, y)  0  x  2, 0  y  2
16
obtain the correlation coefficient between X and Y .
12. The joint density for ( X , Y ) is given by f(x,y) = 8xy ; 0 < x < y < 1
= 0, elese where
(i) Verify f(x,y) satisfies the conditions necessary to be density
(ii) Find the marginal densities for X and Y .
(iii) Are X and Y independent?
(iv) Find V(X)
(v) Find the conditional density of Y given X=x
(vi) Find E[XY]
 1
13. The joint density for ( X , Y ) is given by f(x,y) = 𝑥 for 0<y<x
(v) Find the marginal densities for X and Y .
(vi) Find E[X] and E[Y]
(vii) Find E[XY]
(viii) Find Cov[XY]
x
1 
14. Let X be a random variable with density f x x  = xe 2 , x  0 and let y   x  2 .
1
4 2
Find the density for y.
15. Let X be a random variable with density f x x  = e  x , x>0 and let Y= e x . Find the
density for Y.
16. Let C denote the temperature in degrees Celsius to which a computer will be subjected
in the field. Assume that C is normally distributed over the interval (15,21). Let F
denote the field temperature in degrees Fahrenheit so that F=(9/5)C+32. Find the
density of F.
17. Let X be a random variable with density f x x  = 2 x , 0 < x < 1 . If (x)=Y=3x+6 then

find f y  y 

18. Assume that X and Y are independent uniformly distributed random variables over (0,2)
and (0,3) respectively. If U= X-Y and V= X+Y find the density function of (U,V)

𝑈 = 2𝑥 + 𝑦
19. Consider the linear transformation defined by T: {
𝑉 = 𝑥 + 3𝑦

(a) Is this transformation invertible? If so, find the defining equations for 𝑇 −1
(b) Find the Jacobian for 𝑇 −1

20. If X and Y are independent standard normal variables over and If U= X+Y and V= Y
find the density function of (U,V)