1. Suppose that f and g are pdf’s on the same interval, say a ≤ x ≤ b.

(a) Show that f + g is not a pdf on that interval.

(b) Show that for every number β, 0 < β < 1, βf (x) + (1 − β)g(x) is a
pdf on that interval. [4]

2. For what values of α, p does the following function represent a probability

mass function pX (x) = αpx ; x = 0, 1, 2, . . . . Prove that the random
variable having such a probability mass function satisfies the following
memory less property P (X > a + s|X > a) = P (X ≥ s). [4]

3. The continuous random variable X has pdf f (x) = 3x2 , −1 ≤ x ≤ 0. If b

is a number satisfying −1 < b < 0, compute P (X > b|X < b/2). [4]
4. Suppose that X and Y are independent random variables having the com-
mon density function
(
e−x x > 0
f (x) =
0 otherwise.

Find the density function of the random variable X/Y . [4]

5. The joint density of X and Y is given by

(
12
x(2 − x − y) 0 < x < 1, 0 < y < 1
f (x, y) = 5
0 otherwise.

Find marginal density of X and Y . Compute the conditional density of

X, given that Y = y, where 0 < y < 1. Also compute the conditional
density of Y , given that X = x, where 0 < x < 1. [4]