Assignment 3

1. Let X and(Y be jointly continuous random variables with joint PDF

cx + 1, x, y ≥ 0, x + y < 1
f (x, y) =
0, otherwise
(i) Show the range of (X,Y)
(ii) Find the constant c
(iii) Find the marginal PDFs fX (x) and fY (y)
(iv) Find P (Y < 2X 2 )

2. Let X be( a continuous random variable with PDF

2x, 0 ≤ x ≤ 1
f (x) =
0, otherwise
It is given that for X = x, the random variable Y is uniformly dis-
tributed on [−x, x]

(i) Find the joint PDF f (x, y).

(ii) Find f(y)
(iii) Find P (|Y | < X 3 )

3. Estimate the value of c that makes the function f (x, y) = ce−2x−3y a

joint probability density function over the range 0 < x and 0 < y < x.
Determine the following:
(i) P (X < 1, Y < 2)
(ii) P (1 < X < 2)
(iii) E(X) and E(Y)
(iv) P (Y > 3)
(v) Marginal probability distribution of X
(vi) Conditional probability distribution of Y given X = 1
(vii) E(Y |X = 1)
(viii) Conditional probability distribution of X given Y = 2

4. Let X1 , X2 , ...Xn be n independent random variable with same CDF .

If Z = M ax(X1 , X2 ...Xn ) and W = M in(X1 , X2 ...Xn ), find the pdfs of
Z and W.

1
5. Let X and(Y be two jointly continuous random variables with joint pdf
2, y + x ≤ 1, x > 0, y > 0
f (x, y) =
0, otherwise
Find Cov(X, Y ) and ρ(x, y).

6. Let X and Y be two independent Uniform(0,1) random variables. If

Z=max(X,Y) and W=min(X,Y), find Cov(Z,W).

7. Suppose that the number of particles emitted by a radioactive source is

N ∼ P oisson(λ). Assume that each particle is detected by a detector
with probability p, independently from other particles, and indepen-
dently from the value of N. Let X be the number of particles which
are detected and let Y be the number of particles not detected; so that
X + Y = N.

(i) Find the marginal PMFs of X and Y

(ii)Find the joint PMF of X and Y
(iii) Are X and Y independent?
(iv) Find E[X 2 Y 2 ]

8. A biased coin, which lands heads with probability 1/10 each time it is
flipped, is flipped 200 times consecutively. Give an upper bound on the
probability that it lands heads at least 120 times..

9. Suppose X has a continuous uniform distribution with range 0 < x <

10. Use Chebyshev’s rule to bound the probability that X differs from
its mean by more than two standard deviations and compare to the
actual probability.