Problem Set 5
Problem Set 5
November 5, 2024
4. Let X and Y be two independent U (0, 1) random variables. Then find the distributions of
(a) XY ,
X
(b) .
Y
5. Let X be Poisson P o(2) and Y be Bin(10, 3/4) random variables. If X and Y are independent,
then find the value of P (XY = 0).
Y/X -1 0 1
-2 1/6 1/12 1/6
1 1/6 1/12 1/6
2 1/12 0 1/12
Find the joint distribution of |X| and Y 2 .
7. Let X and Y be independent and identically distributed uniform random variable over the
interval (0, 1) and let S = X + Y . Find the probability that the quadratic equation 9x2 +
9Sx + 1 = 0 has no real root.
9. Let X1 and X2 be iid exponential random variables with parameter λ. Find the conditional
distribution of X1 given that X1 + X2 = 1.