Homework Assignment

Module 5
The method by which you arrive at an answer is as important as the answer itself. Therefore, a
portion of your grade for the homework is based on showing your work. It is not sufficient to
simply provide the answer. Further, if you make an assumption, clearly state it.

1. Let the joint pdf of X and Y be given by

e  x 0 y x
f XY ( x, y )   .
0 else

Define Z = X + Y and W = X - Y. Find the joint pdf of Z and W. Show that W is an

exponential random variable.

2. Let

2e ( x  y ) 0 x y
f XY ( x, y )   .
 0 else

Define Z = X + Y and W = Y / X. Find the joint pdf of Z and W. Are Z and W independent
random variables?

3. The random variables X and Y are discrete, with Pr[X = n] = an, and Pr[Y = n] = bn, n =
0,1,2,… Show that if Z = X + Y, then
n
P[ Z  n]   ak bn k , n  0,1, 2,...
k 0

4. The joint density function of X and Y is given by

1 / y, 0  y  1,0  x  y
f ( x, y )  
 0, else

Find E[XY] and Cov(X,Y).

5. A box has 3 red balls and 2 black balls. 2 balls are randomly selected from the box without
replacement. Let X be the number of red balls selected and Y be the number of black balls
selected. Find (X,Y).