Faculty : Dr. D.

Anuradha
Practice Problems

Two Dimensional Discrete Random Variables

1. The joint probability function of two discrete random variables X and Y is given by
c (2 x  y ); 0  x  2; 0  y  3
f ( x, y )  
0 ; otherwise
(a) Find the value of c (b) Find P ( X  1, Y  2)

2. Given the following joint probability table:

X 1 2 3
Y
1 1 1 0
12 6
2 0 1 1
9 5
3 1 1 2
18 4 15

(i) Evaluate marginal distribution of X and Y .

(ii) Find the conditional distribution of X given Y  2 .
(iii) Find the conditional distribution of Y given X  3 .
(iv) Find P ( X  2, Y  3) .

3.The joint probability mass function of X and Y appears in the accompanying

tabulation:

Y 0 1 2
X
0 0.10 0.04 0.02
1 0.08 0.20 0.06
2 0.06 0.14 0.30
Show that the random variables are not independent?

Two Dimensional Continuous Random Variables

1.Given that the two dimensional random variable ( X , Y ) , has joint p.d.f.
kx( x  y ); 0  x  2;  x  y  x
f ( x, y )  
0 ; otherwise
Find (a) the constant k (b) the marginal and conditional density functions.

2.If the joint p.d.f of two dimensional random variable ( X , Y ) is given by

k (6  x  y ); 0  x  2; 2  y  4
f ( x, y )  
0 ; otherwise
Find (i) the value of k (ii) P ( X  1, Y  3)
 (iii) conditional probability density function of Y given X .

3. If X and Y are two random variables determine whether X and Y are independent
in the following case

4 xy ;0  x  1; 0  y  1
f ( x, y )  
 0 ; otherwise

4.If the joint distribution function of X and Y is given by

(1  e x )(1  e  y ) for x  0, y  0
F ( x, y )  
 0, otherwise
Find the marginal densities of X and Y .

Solution: Given: F ( x, y )  (1  e x )(1  e  y )  1  e  x  e  y  e ( x  y )

The joint probability density function is given by

 2 F ( x, y )  2[1  e  x  e  y  e ( x  y ) ] [e  y  e ( x  y ) ]
f ( x, y )   =
xy xy x
e  ( x  y ) for x  0, y  0
Therefore, f ( x, y )  
 0, otherwise
Marginal probability function of X is





0
 
f X ( x)   f ( x, y )dy   e  ( x  y )dy   e ( x  y ) 0  e  x

Marginal probability function of Y is






0
 

fY ( y )   f ( x, y )dx   e ( x  y ) dx   e ( x  y ) 0  e y