Exercise #2

(Two Random Variables, Conditional Expectation)

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Let X be a Bernoulli random Variable: P( X  1)  0.3, P( X  0)  0.7 .
Let Y be a normal random variable depending on X: Y | X  x ~ N ( x, 1) .
1, Y  0
Let Q be a random variable: Q   .
0, else
a. Calculate: P(Y  2 | X  1) .
b. Find the probability: P(Q  1) .
c. Find the probability: P(Y  1| Q  1) .

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