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Section 8.3 Conditional Distributions 371

EXERCISES

A
1. Let the joint probability mass function of discrete random variables X and Y be given
by

 1
 (x2 + y 2 ) if x = 1, 2, y = 0, 1, 2
p(x, y) = 25


0 otherwise.

Find pX|Y (x|y), P (X = 2 | Y = 1), and E(X | Y = 1).

2. Regions A and B are prone to dust storms. An actuary has calculated that the number
of dust storms that strike region A, in a year, is binomial with parameters 4 and 0.7.
Furthermore, she has observed that if, in a year, n dust storms strike region A, then
the number of dust storms striking region B is n with probability 2/3 and n + 1 with
probability 1/3. What is the expected number of dust storms in region A in a year in
which 3 dust storms strike region B.
3. Let the joint probability density function of continuous random variables X and Y be
given by
(
2 if 0 < x < y < 1
f (x, y) =
0 elsewhere.

Find fX|Y (x|y).

4. An unbiased coin is flipped until the sixth head is obtained. If the third head occurs on
the fifth flip, what is the probability mass function of the number of flips?
5. Let the conditional probability density function of X given that Y = y be given by

3(x2 + y 2 )
fX|Y (x|y) = , 0 < x < 1, 0 < y < 1.
3y 2 + 1

Find P (1/4 < X < 1/2 | Y = 3/4).

6. Let X and Y be independent discrete random variables. Prove that for all y,
E(X | Y = y) = E(X). Do the same for continuous random variables X and Y .
7. Let X and Y be continuous random variables with joint probability density function
(
x+y if 0 ≤ x ≤ 1, 0 ≤ y ≤ 1
f (x, y) =
0 elsewhere.

Calculate fX|Y (x|y).

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372 Chapter 8 Bivariate Distributions

8. Let X and Y be continuous random variables with joint probability density function
given by
(
e−x(y+1) if x ≥ 0, 0 ≤ y ≤ e − 1
f (x, y) =
0 elsewhere.

Calculate E(X | Y = y).

9. A box contains 5 blue, 10 green, and 5 red chips. We draw 4 chips at random and without
replacement. If exactly one of them is blue, what is the probability mass function of the
number of green balls drawn?
10. First a point Y is selected at random from the interval (0, 1). Then another point X is
selected at random from the interval (Y, 1). Find the probability density function of X .
11. Let (X, Y ) be a random point from a unit disk centered at the origin. Find
P (0 ≤ X ≤ 4/11 | Y = 4/5).
12. An actuary working for an insurance company has calculated that the time that it will
take for an insured driver to report an accident he or she has been involved in, in days,
is a continuous random variable X, with the probability density function

 196 − x2
 0<x<3
f (x) = 579


0 otherwise.

Furthermore, the actuary has discovered that if the accident is reported x days after its
occurrence, and if the insured is entitled to claim payment, the time that it will take
until he or she receives payment is a uniform random variable between x + 7 and 21
days. What is the probability that a driver involved in an accident and entitled to claim
payment will receive his or her payment within 14 days from the time of the accident?
13. The joint probability density function of X and Y is given by
(
c e−x if x ≥ 0, |y| < x
f (x, y) =
0 otherwise.

(a) Determine the constant c.

(b) Find fX|Y (x|y) and fY |X (y|x).
(c) Calculate E(Y | X = x) and Var(Y | X = x).
14. Leon leaves his office every day at a random time between 4:30 P.M. and 5:00 P.M. If he
leaves t minutes past 4:30, the time it will take him to reach home is a random number
between 20 and 20 + (2t)/3 minutes. Let Y be the number of minutes past 4:30 that
Leon leaves his office tomorrow and X be the number of minutes it takes him to reach
home. Find the joint probability density function of X and Y .

15. Show that if N (t) : t ≥ 0 is a Poisson process, the conditional distribution of the first
arrival time given N (t) = 1 is uniform on (0, t).

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Section 8.3 Conditional Distributions 373

16. In a sequence of independent Bernoulli trials, let X be the number of successes in the
first m trials and Y be the number of successes in the first n trials, m < n. Show
that the conditional distribution of X, given Y = y, is hypergeometric. Also, find the
conditional distribution of Y given X = x.

B
17. A point is selected at random and uniformly from the region

R = (x, y) : |x| + |y| ≤ 1 .

Find the conditional probability density function of X given Y = y .


18. Let N (t) : t ≥ 0 be a Poisson process. For s < t show that the conditional distribu-
tion of N (s) given N (t) = n is binomial with parameters n and p = s/t. Also find the
conditional distribution of N (t) given N (s) = k.
19. Cards are drawn from an ordinary deck of 52, one at a time, randomly and with replace-
ment. Let X and Y denote the number of draws until the first ace and the first king are
drawn, respectively. Find E(X | Y = 5).
20. A box contains 10 red and 12 blue chips. Suppose that 18 chips are drawn, one by one,
at random and with replacement. If it is known that 10 of them are blue, show that the
expected number of blue chips in the first nine draws is five.
21. Let X and Y be continuous random variables with joint probability density function
(
n(n − 1)(y − x)n−2 if 0 ≤ x ≤ y ≤ 1
f (x, y) =
0 otherwise.

Find the conditional expectation of Y given that X = x.

22. A point (X, Y ) is selected randomly from the triangle with vertices (0, 0), (0, 1), and
(1, 0).
(a) Find the joint probability density function of X and Y .
(b) Calculate fX|Y (x|y).
(c) Evaluate E(X | Y = y).
23. Let X and Y be discrete random variables with joint probability mass function

1
p(x, y) = , x = 0, 1, 2, . . . , y = 0, 1, 2, . . . , x,
e2 y! (x − y)!

p(x, y) = 0, elsewhere. Find E(Y | X = x).

24. The lifetimes of batteries manufactured by a certain company are identically distributed
with distribution and probability density functions F and f, respectively. Suppose that
a battery manufactured by this company is installed at time 0 and begins to operate. If
at time s an inspector finds the battery dead, in terms of F, f, and s, find the expected
lifetime of the dead battery.

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