MA 20205 Probability and Statistics

Assignment No. 7

1. Let (𝑋𝑋, 𝑌𝑌) be discrete with the joint pmf

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 pmf of (𝑈𝑈, 𝑉𝑉) where 𝑈𝑈 = |𝑋𝑋|, 𝑉𝑉 = 𝑌𝑌 2 .

Evaluate find 𝐸𝐸 (𝑋𝑋), 𝐸𝐸 (𝑌𝑌), 𝑉𝑉𝑉𝑉𝑉𝑉(𝑋𝑋), 𝑉𝑉𝑉𝑉𝑉𝑉(𝑌𝑌), 𝐶𝐶𝐶𝐶𝐶𝐶(𝑋𝑋, 𝑌𝑌), 𝜌𝜌𝑋𝑋,𝑌𝑌 .
Also find 𝐸𝐸 (𝑈𝑈), 𝐸𝐸 (𝑉𝑉 ), 𝑉𝑉𝑉𝑉𝑉𝑉(𝑈𝑈), 𝑉𝑉𝑉𝑉𝑉𝑉(𝑉𝑉 ), 𝐶𝐶𝐶𝐶𝐶𝐶(𝑈𝑈, 𝑉𝑉 ), 𝜌𝜌𝑈𝑈,𝑉𝑉 .

2. Projectiles are fired at the origin of an XY – coordinate

system. Assume that the point which is hit, say (𝑋𝑋, 𝑌𝑌),
consists of a pair of independent standard normal random
variables. For two projectiles fired independently of one
another, let (𝑋𝑋1 , 𝑌𝑌1 ) and (𝑋𝑋2 , 𝑌𝑌2 ) represent the points which
are hit and 𝑍𝑍 be the distance between them. Find the
distribution of 𝑍𝑍 2 ?

3. Let 𝑋𝑋1 and 𝑋𝑋2 be independent r.v.’s each with negative

exponential distribution with pdf 𝜆𝜆 𝑒𝑒 −𝜆𝜆 𝑥𝑥 , 𝑥𝑥 > 0. Find the
joint and marginal distributions of 𝑌𝑌1 = 𝑋𝑋1 /𝑋𝑋2 and
𝑌𝑌2 = 𝑋𝑋1 + 𝑋𝑋2 . Are 𝑌𝑌1 , 𝑌𝑌2 independent?

4. Let 𝑋𝑋1 , 𝑋𝑋2 be i.i.d. 𝑁𝑁(0, 1) and 𝑌𝑌1 = 𝑋𝑋12 + 𝑋𝑋22 , 𝑌𝑌2 = 𝑋𝑋1 /𝑋𝑋2 .
Find the joint and marginal distributions of 𝑌𝑌1 and 𝑌𝑌2 . Are
𝑌𝑌1 , 𝑌𝑌2 independent?

5. Let 𝑋𝑋1 and 𝑋𝑋2 have independent gamma distributions with

parameters (𝑛𝑛1 , 𝜆𝜆) and (𝑛𝑛2 , 𝜆𝜆). Find the distributions of 𝑌𝑌1 =
𝑋𝑋1
and 𝑌𝑌2 = 𝑋𝑋1 + 𝑋𝑋2 . Are 𝑌𝑌1 and 𝑌𝑌2 independent ?
𝑋𝑋1 +𝑋𝑋2
6. Let 𝑋𝑋1 , 𝑋𝑋2 , … , 𝑋𝑋𝑛𝑛 be independent exponential random
variables with the probability density
−𝑥𝑥
𝑓𝑓(𝑥𝑥 ) = 𝑒𝑒 , 𝑥𝑥 > 0. Define random variables 𝑌𝑌1 , 𝑌𝑌2 , … , 𝑌𝑌𝑛𝑛 as
𝑋𝑋1 + 𝑋𝑋2 + ⋯ + 𝑋𝑋𝑛𝑛−1
𝑌𝑌1 = 𝑋𝑋1 + 𝑋𝑋2 + ⋯ + 𝑋𝑋𝑛𝑛 , 𝑌𝑌2 = ,
𝑋𝑋1 + 𝑋𝑋2 + ⋯ + 𝑋𝑋𝑛𝑛
𝑋𝑋1 + 𝑋𝑋2 + ⋯ + 𝑋𝑋𝑛𝑛−2 𝑋𝑋1 + 𝑋𝑋2
𝑌𝑌3 = , … , 𝑌𝑌𝑛𝑛−1 = ,
𝑋𝑋1 + 𝑋𝑋2 + ⋯ + 𝑋𝑋𝑛𝑛−1 𝑋𝑋1 + 𝑋𝑋2 + 𝑋𝑋3
𝑋𝑋1
𝑌𝑌𝑛𝑛 = .
𝑋𝑋1 +𝑋𝑋2

Find the joint and marginal densities of 𝑌𝑌1 , 𝑌𝑌2 , … , 𝑌𝑌𝑛𝑛 . Are
they independent?

7. Suppose independent random variables 𝑌𝑌1 , 𝑌𝑌2 , 𝑌𝑌3 are such that
𝑌𝑌1 = ln 𝑋𝑋1 ~𝑁𝑁(4, 1), 𝑌𝑌2 = ln 𝑋𝑋2 ~𝑁𝑁(3, 1) and
𝑌𝑌3 = ln 𝑋𝑋3 ~𝑁𝑁(2, 0.5). Find the distribution and the median
of 𝑊𝑊 = 𝑒𝑒 2 𝑋𝑋12 𝑋𝑋24 𝑋𝑋34 . Determine 𝐿𝐿 and 𝑅𝑅 such that
𝑃𝑃(𝐿𝐿 ≤ 𝑊𝑊 ≤ 𝑅𝑅 ) = 0.90.

8. Let (𝑋𝑋, 𝑌𝑌) have bivariate normal distribution with density

function
1 2
𝑓𝑓(𝑥𝑥, 𝑦𝑦) = 𝐸𝐸𝐸𝐸𝐸𝐸 �− (𝑥𝑥 2 − 𝑥𝑥𝑥𝑥 + 𝑦𝑦 2 ) � , −∞ < 𝑥𝑥, 𝑦𝑦 < ∞
𝜋𝜋√3 3
Find the correlation coefficient between 𝑋𝑋 and 𝑌𝑌, 𝑉𝑉(𝑋𝑋 − 𝑌𝑌)
and 𝑃𝑃(−1 < 𝑋𝑋 + 𝑌𝑌 < 2).

9. A straight rod consists of two sections A and B, each of

which is manufactured independently on a different machine.
The length (in inches) of section A is normally distributed
with mean 20 and variance 0.03 and the length of section B is
normally distributed with mean 14 and variance 0.01. The rod
 is formed by joining the two sections together as shown
below:

A B

Suppose that the rod can be used in the construction of an

airplane wing if its total length is between 33.6 to 34.4
inches. What is the probability that the rod can be used in the
construction?

10. Let (𝑋𝑋, 𝑌𝑌) be a continuous bivariate random variable with

the joint pdf
1
𝑓𝑓(𝑥𝑥, 𝑦𝑦) = 2 2 , 𝑥𝑥 > 1, 𝑦𝑦 > 1
𝑥𝑥 𝑦𝑦
𝑋𝑋
Find the joint and marginal distributions of 𝑈𝑈 = 𝑋𝑋𝑋𝑋, 𝑉𝑉 = .
𝑌𝑌