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Joint Distribution 1

1. This document contains 12 probability theory problems involving joint, marginal, and conditional distributions of random variables. Problems involve determining whether functions define valid distribution functions, computing probabilities, finding probability mass and density functions, and determining independence of random variables. 2. Specific problems include determining if a two-dimensional function is a valid distribution, computing probabilities for sums of random variables on a probability space, finding the joint and marginal distributions of dice rolls, and determining independence of random variables representing cards drawn from a deck. 3. Other problems involve computing probabilities and conditional probabilities for random variables with given joint distributions, finding marginal distributions and conditional probabilities for an exponential distribution, and showing pairwise but not mutual independence of random variables.

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Shashi Raj
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12 views

Joint Distribution 1

1. This document contains 12 probability theory problems involving joint, marginal, and conditional distributions of random variables. Problems involve determining whether functions define valid distribution functions, computing probabilities, finding probability mass and density functions, and determining independence of random variables. 2. Specific problems include determining if a two-dimensional function is a valid distribution, computing probabilities for sums of random variables on a probability space, finding the joint and marginal distributions of dice rolls, and determining independence of random variables representing cards drawn from a deck. 3. Other problems involve computing probabilities and conditional probabilities for random variables with given joint distributions, finding marginal distributions and conditional probabilities for an exponential distribution, and showing pairwise but not mutual independence of random variables.

Uploaded by

Shashi Raj
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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Department of Mathematics

Tutorial Sheet No. 5


MAL 509 (Probability Theory)
1. Let ½
1, x + 2y ≥ 1
F (x, y) =
0, x + 2y ≤ 1
Does F define a distribution function in 2-dimensional plane ?
2. Let ½
0, x < 0, y < 0 or x + y < 1
F (x, y) =
1, otherwise
Show that F is not a distribution function in R2 .
3. Let S = (0, 1]×(0, 1]. A point (u, v) is chosen at random in S. Define X(u, v) = u+v, Y (u, v) = uv . Show that
(X, Y ) is a 2-dimensional random variable on the probability space (S, β2 ∩ S, P ) where P is appropriately
chosen. Find the joint and marginal distribution functions of (X, Y ). Using distribution functions compute
P (1 < X < 2.5, 1 < Y < 3), P (X ≤ 1|y ≤ 2).
4. Six dice are rolled. Let:

X = number of dice with score a multiple of 2


Y = number of dice with score a multiple of 3
Z = number of dice with score a multiple of 4

Find the joint p.m.f. of (X, Y, Z). Also find the marginal p.m.f. of X, (x, Z), (Y, Z) and the conditional
p.m.f. of X given (Y, Z).
5. A point (u, v) is chosen as follows. First a u is chosen at random in the interval (0, 1), then a point v is
chosen at random on the interval (0, u). Find the joint p.d.f. of (X, Y ), defined by X(u, v) = u, Y (u, v) = v.
Also find the conditional p.d.f. of X, given Y = y and that of Y , given X = x.

6. Find the possible marginal and conditional distributions if (X, Y ) have the following distributions:
(a) P (X = j, Y = k) = q k−2 p2 , k = j + 1, j + 2, . . . ; j = 0, 1, 2, . . .
15!
¡ 1 ¢j ¡ 1 ¢k ¡ 1 ¢15−j−k
(b) P (X = j, Y = k) = j!k!(15−j−k)! 2 3 6 , for all admissible values of j and k.

7. Suppose 2 cards are drawn from a deck of 52 cards. Let X = number of aces obtained and Y = number of
queens obtained. Discuss weather or not random variable X, Y are independent.
8. Suppose a two dimensional random variable has a joint p.d.f.:
½
kx(x − y), 0 < x < 2, −x < y < x
fX,Y (x, y) =
0, otherwise

(a) Evaluate the constant k


(b) Compute P (X + Y < 1), P (XY < 1)
(c) Compute P (Y > −1/2|X = 1)
9. Let (X, Y, Z, U ) be a 4-dimensional random variable with joint p.d.f.

fX,Y,Z,U (x, y, z, u) = e−u , 0 < x < y < z < u < ∞

(a) Find the marginal p.d.f. of X.

1
(b) Compute P (X < 7), P (X < 7|Y = 10), P (X < 7|U = 10)
10. The life length of an electronic device has exponential distribution with mean 1000 hours. Let X1 , X2 , X3 be
the life length of 3 such devices operating independently.
(a) Find the probability tat X1 < X2 < X3 . Does the answer change if the life length distribution is not
exponential.
(b) Compute P (X1 + X2 < 4000, X1 > 2000)

11. Let X1 , X2 be i.i.d. random variables each having p.m.f. P (X = ±1) = 12 . Define X3 = X1 X2 . Show that
random variables X1 , X2 , X3 are pairwise independent but not mutually independent.

12. Let X, Y be i.i.d. Then show that for ² > 0,

P (|X − Y | > ²) ≤ 2P (|X| > ²)

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