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356 Chapter 8 Bivariate Distributions

Again, by this theorem, if X and Y are independent, then E(XY ) = E(X)E(Y ).

As we know from the discrete case, the converse of this fact is not necessarily true. (See
Example 8.12.)

EXERCISES

A
1. Let the joint probability mass function of 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 elsewhere.

Are X and Y independent? Why or why not?

2. Let the joint probability mass function of random variables X and Y be given by
1

 x2 y if (x, y) = (1, 1), (1, 2), (2, 1)
p(x, y) = 7


0 elsewhere.

Are X and Y independent? Why or why not?

3. Let X and Y be independent random variables each having the probability mass function
1  2 x
p(x) = , x = 1, 2, 3, . . . .
2 3
Find P (X = 1, Y = 3) and P (X + Y = 3).
4. From an ordinary deck of 52 cards, eight cards are drawn at random and without re-
placement. Let X and Y be the number of clubs and spades, respectively. Are X and Y
independent?
5. What is the probability that there are exactly two girls among the first seven and exactly
four girls among the first 15 babies born in a hospital in a given week? Assume that the
events that a child born is a girl or is a boy are equiprobable.
6. Suppose that the number of claims received by an insurance company in a given week
is independent of the number of claims received in any other week. An actuary has cal-
culated that the probability mass function of the number of claims received in a random
week is  1  4 n
p(n) = , n ≥ 0.
5 5
Find the probability that the company will receive exactly 8 claims during the next two
weeks.
7. Let X and Y be two independent random variables with distribution functions F and
G, respectively. Find the distribution functions of max(X, Y ) and min(X, Y ).

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Section 8.2 Independent Random Variables 357

8. A fair coin is tossed n times by Adam and n times by Andrew. What is the probability
that they get the same number of heads?
9. The joint probability mass function p(x, y) of the random variables X and Y is given
by the following table. Determine if X and Y are independent.

x 0 1 2 3

0 0.1681 0.1804 0.0574 0.0041

1 0.1804 0.1936 0.0616 0.0044
2 0.0574 0.0616 0.0196 0.0014
3 0.0041 0.0044 0.0014 0.0001

10. Let the joint probability density function of random variables X and Y be given by
(
2 if 0 ≤ y ≤ x ≤ 1
f (x, y) =
0 elsewhere.
Are X and Y independent? Why or why not?
11. Suppose that the amount of cholesterol in a certain type of sandwich is 100X mil-
ligrams, where X is a random variable with the following probability density function:

 2x + 3
 if 2 < x < 4
f (x) = 18


0 otherwise.
Find the probability that two such sandwiches made independently have the same
amount of cholesterol.
12. Let the joint probability density function of random variables X and Y be given by
(
x2 e−x(y+1) if x ≥ 0, y ≥ 0
f (x, y) =
0 elsewhere.
Are X and Y independent? Why or why not?
13. Let the joint probability density function of X and Y be given by
(
8xy if 0 ≤ x < y ≤ 1
f (x, y) =
0 otherwise.
Determine (Verifique) si
Determine if E(XY ) = E(X)E(Y ).
14. Let the joint probability density function of X and Y be given by
(
2e−(x+2y) if x ≥ 0, y ≥ 0
f (x, y) =
0 otherwise.

Find E(X 2 Y ).

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358 Chapter 8 Bivariate Distributions

15. Let X and Y be two independent random variables with the same probability density
function given by
(
e−x if 0 < x < ∞
f (x) =
0 elsewhere.

Show that g, the probability density function of X/Y, is given by



 1
 if 0 < t < ∞
(1 + t)2
g(t) =


0 t ≤ 0.

16.  X and Y be
Let  independent exponential random variables both with mean 1. Find
E max(X, Y ) .
17.  X and Y  be independent random points from the interval (−1, 1). Find
Let
E max(X, Y ) .
18. Let X and Y be independent random points from the interval (0, 1). Find the probability
density function of the random variable XY .
19. A point is selected at random from the disk

R = (x, y) ∈ R2 : x2 + y 2 ≤ 1 .
Let X be the x-coordinate and Y be the y -coordinate of the point selected. Determine
if X and Y are independent random variables.
20. Six brothers and sisters who are all either under 10 or in their early teens are having
dinner with their parents and four grandparents. Their mother unintentionally feeds the
entire family (including herself) a type of poisonous mushrooms that makes 20% of
the adults and 30% of the children sick. What is the probability that more adults than
children get sick?
21. The lifetimes of mufflers manufactured by company A are random with the following
probability density function:
1

 e−x/6 if x > 0
f (x) = 6


0 elsewhere.

The lifetimes of mufflers manufactured by company B are random with the following
probability density function:
2

 e−2y/11 if y > 0
g(y) = 11


0 elsewhere.

Elizabeth buys two mufflers, one from company A and the other one from company B
and installs them on her cars at the same time. What is the probability that the muffler
of company B outlasts that of company A?

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Section 8.2 Independent Random Variables 359

22. Let X and Y be two independent random integers from the set {0, 1, 2, . . . , n}. Find
P (X = Y ) and P (X ≤ Y ).
23. Let the joint probability density function of X and Y be given by

1 if |x| < y, 0 < y < 1
f (x, y) =

0 otherwise.

Show that X and Y are dependent but E(XY ) = E(X)E(Y ).

24. Andy buys an MP3 player and six new AAA batteries. The player is operated with two
AAA batteries, and each time a battery dies, Andy replaces that battery with a new one.
If the lifetimes of the batteries are independent exponential random variables each with
parameter λ, find the expected length of time Andy can listen to his MP3 player with
the six batteries.
Hint: Let X1 and X2 be the lifetimes of the first two batteries Andy will use to operate
his MP3. The first time a battery
 dies is after min(X1 , X2 ) units of time. Begin by
calculating E min(X1 , X2 ) .

B
25. Let E be an event; the random variable IE , defined as follows, is called the indicator of
E:
(
1 if E occurs
IE =
0 otherwise.

Show that A and B are independent events if and only if IA and IB are independent
random variables.
26. Let B and C be two independent random variables both having the following probability
density function:
 2

 3x
 if 1 < x < 3
f (x) = 26


0 otherwise.

What is the probability that the quadratic equation X 2 + BX + C = 0 has two real
roots?
27. Let the joint probability density function of two random variables X and Y satisfy

f (x, y) = g(x)h(y), −∞ < x < ∞, −∞ < y < ∞,

where g and h are two functions from R to R. Show that X and Y are independent.
28. Let X and Y be two independent random points from the interval (0, 1). Calculate the
distribution function and the probability density function of max(X, Y )/ min(X, Y ).
29. Suppose that X and Y are independent, identically distributed exponential random vari-
ables with mean 1/λ. Prove that X/(X + Y ) is uniform over (0, 1).

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360 Chapter 8 Bivariate Distributions

30. Let f (x, y) be the joint probability density function of two

√ continuous random variables;
f is called circularly symmetrical if it is a function of x2 + y 2 , the distance
√ of (x, y)
from the origin; that is, if there exists a function ϕ so that f (x, y) = ϕ( x2 + y 2 ).
Prove that if X and Y are independent random variables, their joint probability density
function is circularly symmetrical if and only if they are both normal with mean 0 and
equal variance.
Hint: Suppose that f is circularly symmetrical; then
p
fX (x)fY (y) = ϕ( x2 + y 2 ).

Differentiating this relation with respect to x yields

√
ϕ′ ( x2 + y 2 ) fX′ (x)
√ 2 √ = .
ϕ( x + y 2 ) x2 + y 2 xfX (x)

This implies that both sides are constants, so that

fX′ (x)
=k
xfX (x)

for some constant k . Solve this and use the fact that fX is a probability density function
to show that fX is normal. Repeat the same procedure for fY .

Self-Quiz on Section 8.2

Time allotted: 15 Minutes Each problem is worth 5 points.

1. The joint probability density function of the continuous random variables X and Y is
given by 
 1
 y 3 e−2x x ≥ 0, 0 ≤ y ≤ 2
f (x, y) = 2


0 otherwise.
Are X and Y independent? Why or why not?
2. Let X and Y be independent exponential random variables with parameters λ and µ,
respectively. What is the probability that X < Y ?

8.3 CONDITIONAL DISTRIBUTIONS

Let X and Y be two discrete or two continuous random variables. In this section we study the
distribution function and the expected value of the random variable X given that Y = y .

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