3.

59

(a) Summing over the last row, 2nd & 3rd columns of the given joint PMF table, we obtain
P(X ≥ 2 and Y > 20) = 0.1 + 0.1
= 0.2

(b) Given that X = 2, the new, reduced sample space corresponds to only the second column, where
probabilities sum to (0.15 + 0.25 + 0.10) = 0.5, not one, so all those probabilities should now be divided by
0.5. Hence

P(Y ≥ 20 | X = 2) = 0.25 / 0.5 + 0.1 / 0.5

= 0.35 / 0.5
= 0.7

(c) If X and Y are s.i., then (say) P(Y ≥ 20) should be the same as P(Y ≥ 20 | X = 2) = 0.7. However,

P(Y ≥ 20) = 0.10 + 0.25 + 0.25 + 0.0 + 0.10 + 0.10

= 0.80 ≠ 0.7,
hence X and Y are not s.i.

(d) Summing over each row, we obtain the (unconditional) probabilities P(Y = 10) = 0.20, P(Y = 20) = 0.60,
P(Y = 30) = 0.20, hence the marginal PMF of runoff Y is as follows:

fY(y)
0.6

0.2 0.2

10 20 30 y
(e) Given that X = 2, we use the probabilities in the X = 2 column, each multiplied by 2 so that their sum is
unity. Hence we have P(Y = 10 | X = 2) = 0.15×2 = 0.30, P(Y = 20 | X = 2) = 0.25×2 = 0.50, P(Y = 30 | X =
2) = 0.10×2 = 0.20, and hence the PMF plot:
fY|X(y|2)
0.5

0.3
0.2

10 20 30 y
(f) By summing over each column, we obtain the marginal PMF of X as P(X = 1) = 0.15, P(X = 2) = 0.5, P(X =
3) = 0.35. With these, and results from part (d), we calculate

E(X) = 0.15×1 + 0.5×2 + 0.35×3 = 2.2,

2 2 2
Var(X) = 0.15×(1 – 2.2) + 0.5×(2 – 2.2) + 0.35×(3 – 2.2) = 0.46, similarly
E(Y) = 0.2×10 + 0.6×20 + 0.2×30 = 20,
2 2 2
Var(Y) = 0.2×(10 – 20) + 0.6×(20 – 20) + 0.2×(30 – 20) = 40,

Also,
E(XY) = ∑all
x⋅y⋅f(x,y)

= 1×10×0.05 + 2×10×0.15 + 1×20×0.10 + 2×20×0.25 + 3×20×0.25 + 2×30×0.10 + 3×30×0.10

= 45.5

Hence the correlation coefficient is

E ( XY ) − E ( X ) E (Y )
ρ=
Var ( X ) Var (Y )
45.5 − 2.2 × 20
=
0.46 × 40
≅ 0.35