Assignment 5

Rahul Garg; 2020115006

I
X and Y both will belong to the set {0, 1, 2} since 2 batteries are chosen in total.
a
To find it’s joint probability distribution, it would be best to display it in a tabular form.

Y=0 Y=1 Y=2

X=0 2 defectives 1 used and 1 2 used
defective
X=1 1 new and 1 1 new and 1 used Not possible (> 2 𝑏𝑎𝑡𝑡𝑒𝑟𝑖𝑒𝑠)
defective
X=2 2 new Not possible (> 2 𝑏𝑎𝑡𝑡𝑒𝑟𝑖𝑒𝑠) Not possible (> 2 𝑏𝑎𝑡𝑡𝑒𝑟𝑖𝑒𝑠)

Y=0 Y=1 Y=2

5𝐶2 4𝐶1 5𝐶1 4𝐶2
X=0
12𝐶2 12𝐶2 12𝐶2
3𝐶1 5𝐶1 3𝐶1 4𝐶1
X=1 0
12𝐶2 12𝐶2
3𝐶2
X=2 0 0
12𝐶2

Y=0 Y=1 Y=2

𝟓 𝟏𝟎 𝟏
X=0
𝟑𝟑 𝟑𝟑 𝟏𝟏
𝟓 𝟐
X=1 𝟎
𝟐𝟐 𝟏𝟏
𝟏
X=2 𝟎 𝟎
𝟐𝟐
And in any other cases too, probability is 0.

b
Finding PMF of X is straight forward
9 𝐶2 6
For X = 0: It is equivalent of choosing 2 batteries from the 4 used and 5 defective piles = 12𝐶2
=
11

For X = 1: It is equivalent of choosing 1 new battery and 1 battery from the 4 used and 5
3 𝐶 1 9𝐶 1 9
defective piles = 12𝐶2
= 22

3𝐶2 1
For X = 2: It is equivalent of choosing 2 new batteries = 12𝐶2
=
22
 6
;𝑥 = 0
11
9
𝑃𝑋 (𝑥) = 22 ; 𝑥 = 1
1
;𝑥 = 2
22
(0 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
2

𝐸[𝑋] = ∑ 𝑥𝑃𝑋 (𝑥)

𝑥=0

6 9 1 9 2 11 𝟏
= ×0+ ×1+ ×2= + = =
11 22 22 22 22 22 𝟐

II
a
The properties we require are
1
Γ ( ) = √𝜋
2
Γ(𝛼 + 1) = 𝛼Γ(𝛼)
7 5 5 5 3 3 5 3 1 1 15
Γ( ) = Γ( ) = × Γ( ) = × × Γ( ) = √𝜋
2 2 2 2 2 2 2 2 2 2 8
b
∞
Γ(𝛼)
∫ 𝑥 𝛼−1 𝑒 −𝜆𝑥 𝑑𝑥 =
0 𝜆𝛼

In this case
𝛼−1 = 7
𝛼=8

−𝜆 = −5
𝜆=5
Γ(8) 7! 1008
8
= 8= = 0.0129024
5 5 78125
 III
We first need to find the formula for 𝑓𝑋|𝑌 (x|y)

Now by definition of PDF

𝑃(𝑥 ≤ 𝑋 ≤ 𝑥 + 𝑑𝑥 | 𝑦 ≤ 𝑌 ≤ 𝑦 + 𝑑𝑦)
𝑓𝑋|𝑌 (𝑥|𝑦) =
𝑑𝑥
𝑃(𝑥 ≤ 𝑋 ≤ 𝑥 + 𝑑𝑥, 𝑦 ≤ 𝑌 ≤ 𝑦 + 𝑑𝑦)
=
𝑃(𝑦 ≤ 𝑌 ≤ 𝑦 + 𝑑𝑦)𝑑𝑥
𝑃(𝑥 ≤ 𝑋 ≤ 𝑥 + 𝑑𝑥, 𝑦 ≤ 𝑌 ≤ 𝑦 + 𝑑𝑦)
𝑑𝑥𝑑𝑦
=
𝑑𝑦𝑃(𝑦 ≤ 𝑌 ≤ 𝑦 + 𝑑𝑦)
𝑑𝑦
𝒇𝑿𝒀 (𝒙, 𝒚)
=
𝒇𝒀 (𝒚)
We know that X is a Bernoulli variable, and that X can only be 0 or 1.
So, if 𝑃(𝑋 = 1 | 𝑄 = 𝑞) = 𝑞
Then, because the only other possibility is X = 0
Then 𝑃(𝑋 = 0 | 𝑄 = 𝑞) = 1 − 𝑞
To find 𝑓𝑄|𝑋 (𝑞 | 𝑥) we first will find the CDF and then differentiate it
 VIII
A normal random variable X ~ N(Mean, Variance)
So, given to us is
𝑋1 = 𝑁(2, 3)
𝑋2 = 𝑁(1, 4)
In 7 we proved that

X + Y ~ 𝑁(𝜇𝑋 + 𝜇𝑌 , 𝜎𝑋2 + 𝜎𝑌2 ) where

Mean of X is 𝜇𝑋 and its variance is 𝜎𝑋2

Mean of Y is 𝜇𝑌 and its variance is 𝜎𝑌2

And we know that aX is a random variable with mean aE[X] and variance a2Var(X)
So, applying this we get

aX + bY ~ 𝑁(𝑎𝜇𝑋 + 𝑏𝜇𝑌 , 𝑎2 𝜎𝑋2 + 𝑏 2 𝜎𝑌2 )

a
Now 𝑌 = 2𝑋1 + 3𝑋2
Applying this previous property, we get

2𝑋1 + 3𝑋2 ~ 𝑁(2𝜇𝑋 + 3𝜇𝑌 , 4𝜎𝑋2 + 9𝜎𝑌2 )

2𝑋1 + 3𝑋2 ~ 𝑁(2 × 2 + 3 × 1, 4 × 3 + 9 × 4)
2𝑋1 + 3𝑋2 ~ 𝑁(7, 48)

b
Now 𝑌 = 𝑋1 − 𝑋2
Applying this previous property, we get

𝑋1 − 𝑋2 ~ 𝑁(𝜇𝑋 − 𝜇𝑌 , 𝜎𝑋2 + 𝜎𝑌2 )

𝑋1 − 𝑋2 ~ 𝑁(2 − 1, 3 + 4)
𝑋1 − 𝑋2 ~ 𝑁(1, 7)
 IX
a
𝐷 = {(𝑥, 𝑦) | 𝑥 2 + 𝑦 2 ≤ 1}
Since we are only picking from the D disc, sum of pdf over all values in the disk will add up to 1.

𝑃((𝑋, 𝑌) ∈ 𝐴) = ∬ 𝑓𝑋𝑌 (𝑥, 𝑦)𝑑𝑥𝑑𝑦

𝐴

Now X and Y are not independent, so for any x, from above equation we know that

𝑦2 ≤ 1 − 𝑥2

−√1 − 𝑥 2 ≤ |𝑦| ≤ √1 − 𝑥 2
1 √1−𝑥 2
𝑃((𝑋, 𝑌) ∈ 𝐴) = ∫ ∫ 𝑐𝑑𝑦 𝑑𝑥
−1 −√1−𝑥 2
1
2
= 𝑐 ∫ |𝑦|√1−𝑥
−√1−𝑥 2
𝑑𝑥
−1
1
= 𝑐 ∫ 2√1 − 𝑥 2 𝑑𝑥
−1
1
= 2𝑐 ∫ √1 − 𝑥 2 𝑑𝑥
−1

Set x = sin(𝜃) , 𝑑𝑥 = cos(𝜃)𝑑𝜃

𝜋
And when 𝑥 = 1, 𝜃 = 𝑓𝑜𝑟 𝑛1 ∈ 𝑍
2
𝜋
And when 𝑥 = −1, 𝜃 = − 2 𝑓𝑜𝑟 𝑛2 ∈ 𝑍
𝜋
2
= 2𝑐 ∫ √1 − sin2 𝜃 cos 𝜃 𝑑𝜃
𝜋
−
2

sin2 𝜃 + cos 2 𝜃 = 1
𝜋
2
= 2𝑐 ∫ √cos2 𝜃 cos 𝜃 𝑑𝜃
𝜋
−
2
𝜋
2
= 2𝑐 ∫ cos2 𝜃 𝑑𝜃
𝜋
−
2

cos 2𝜃 = 2 cos2 𝜃 − 1
𝜋
2 cos 2𝜃 + 1
= 2𝑐 ∫ 𝑑𝜃
−
𝜋 2
2
 𝜋
2
= 𝑐 ∫ cos 2𝜃 + 1𝑑𝜃
𝜋
−
2
𝜋 𝜋
2 2
= 𝑐 ∫ cos 2𝜃 𝑑𝜃 + 𝑐 ∫ 1𝑑𝜃
𝜋 𝜋
− −
2 2
𝜋
𝜋
sin 2𝜃 2 2
=𝑐| | + 𝑐|𝜃| 𝜋
2 −𝜋 −
2 2

= 0 + 𝑐𝜋
= 𝑐𝜋
Since this is over the entire disc,
𝑐𝜋 = 1
𝟏
𝒄=
𝝅
b
∞
𝑓𝑋 (𝑥) = ∫ 𝑓𝑋𝑌 (𝑥, 𝑦)𝑑𝑦
−∞

Since probability is 0 outside the disc

𝑦2 ≤ 1 − 𝑥2

−√1 − 𝑥 2 ≤ |𝑦| ≤ √1 − 𝑥 2
√1−𝑥 2
1
𝑓𝑋 (𝑥) = ∫ 𝑑𝑦
−√1−𝑥 2 𝜋

𝟐√𝟏 − 𝒙𝟐
=
𝝅

∞
𝑓𝑌 (𝑦) = ∫ 𝑓𝑋𝑌 (𝑥, 𝑦)𝑑𝑥
−∞

Since probability is 0 outside the disc

𝑥2 ≤ 1 − 𝑦2

−√1 − 𝑦 2 ≤ |𝑥| ≤ √1 − 𝑦 2
√1−𝑦 2
1
𝑓𝑌 (𝑦) = ∫ 𝑑𝑥
−√1−𝑦 2 𝜋

𝟐√𝟏 − 𝒚𝟐
=
𝝅
c
We already know the formula for 𝑓𝑋|𝑌 (x|y) from Q3

𝒇𝑿𝒀 (𝒙, 𝒚)
=
𝒇𝒀 (𝒚)

Now for −√1 − 𝑦 2 ≤ 𝑋 ≤ √1 − 𝑦 2

𝟏
𝒇𝑿𝒀 (𝒙, 𝒚) 𝝅
=
𝒇𝒀 (𝒚) 2 𝟐
𝜋 √𝟏 − 𝒚
1
=
2√1 − 𝑦 2

Otherwise, it is 0

d
X and Y are independent if 𝑓𝑋𝑌 (𝑥, 𝑦) = 𝑓𝑋 (𝑥) × 𝑓𝑌 (𝑦)
LHS
1
𝑓𝑋𝑌 (𝑥, 𝑦) =
𝜋
RHS

𝟐√𝟏 − 𝒙𝟐 𝟐√𝟏 − 𝒚𝟐 𝟒√1 − 𝑥 2 √1 − 𝑦 2

𝑓𝑋 (𝑥) × 𝑓𝑌 (𝑦) = × =
𝝅 𝝅 𝜋2
Clearly 𝑳𝑯𝑺 ≠ 𝑹𝑯𝑺 hence not independent
 X
−𝑥(1+𝑦)
𝑓𝑋𝑌 (𝑥, 𝑦) = {𝑥𝑒 𝑥 ≥ 0, 𝑦 ≥ 0
0 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
a
∞
𝑓𝑋 (𝑥) = ∫ 𝑓𝑋𝑌 (𝑥, 𝑦)𝑑𝑦
−∞
∞
= ∫ 𝑥𝑒 −𝑥(1+𝑦) 𝑑𝑦
0

(Note that x is constant for this integration)

∞
= 𝑥 ∫ 𝑒 −𝑥 𝑒 −𝑥𝑦 𝑑𝑦
0
∞
= 𝑥𝑒 −𝑥 ∫ 𝑒 −𝑥𝑦 𝑑𝑦
0

−𝑥
𝑒 −𝑥𝑦 ∞
= 𝑥𝑒 | |
−𝑥 0
0−1
= 𝑥𝑒 −𝑥 ( )
−𝑥
= 𝒆−𝒙

∞
𝑓𝑌 (𝑦) = ∫ 𝑓𝑋𝑌 (𝑥, 𝑦)𝑑𝑥
−∞
∞
= ∫ 𝑥𝑒 −𝑥(1+𝑦) 𝑑𝑥
0

(Note that y (and hence also 1 + y) is constant for this integration)

Choose x as first function and 𝑒 −𝑥(1+𝑦) as second function

𝑥 ∫ 𝑒 −𝑥(1+𝑦) 𝑑𝑥 − ∫ ∫ 𝑒 −𝑥(1+𝑦) 𝑑𝑥 𝑑𝑥

∞
𝑒 −𝑥(1+𝑦) ∞
𝑒 −𝑥(1+𝑦)
𝑥| | −∫ ( ) 𝑑𝑥
−(1 + 𝑦) 0 0 −(1 + 𝑦)
∞ ∞
𝑒 −𝑥(1+𝑦) 𝑒 −𝑥(1+𝑦)
𝑥| | −| |
−(1 + 𝑦) 0 (1 + 𝑦)2 0
∞ ∞
1 1
𝑥| | − | |
−𝑒 𝑥(1+𝑦) (1 + 𝑦) 0 𝑒 𝑥(1+𝑦) (1 + 𝑦)2 0

1
𝑥 (0 + )