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Solution:
y
K xe ;0 x 2, y 0
Given f ( x, y )
0 ;otherwise
f ( x, y) dxdy 1
2
y
K xe dxdy 1
00
2
y
K x dx e dy 1
0 0
2
x2 y
K e 1
2 0
0
4
K e e0 1
2
1
2K 0 1 1 K
2
Question 2:
The joint pdf of the RV ( X ,Y ) is given by
( x2 y 2 )
f ( x, y) Kxye , x 0, y 0 . Find the value of K .
Solution:
Two Dimensional Random Variables 2. 75
( x2 y 2 )
Given f ( x, y) Kxye , x 0, y 0.
f ( x, y) dxdy 1
( x2 y 2 )
K xy e dxdy 1
00
x2 y2
K xe dx ye dy 1
0 0
Put u x 2 v y2
du 2 xdx dv 2 ydy
u du v dv
K e e 1
0
2 0
2
K
e u e v
1
4 0 0
K
e e0 e e0 1
4
K
1 1 1 K 4
4
Question 3:
If the joint pdf of ( X , Y ) is given by f ( x, y) 2 , in 0 x y 1,
find E ( X ) .
Solution:
Given f ( x, y) 2 , in 0 x y 1.
f ( x) f ( x, y) dy
2. 76 Probability and Random Processes
1
1
2 dy 2y x
2 2x
x
2 2 x, 0 x 1
f ( x)
0, otherwise
E( X ) x f ( x) dx
1
x (2 2 x) dx
0
1 1
2 2 x2 2 x3 2 1
(2 x 2 x ) dx 1
0
2 3 0
3 3
Question 4:
Let the joint pdf of the random variable ( X , Y ) be given by
2 2
f ( x, y ) 4 xye ( x y ) ; x 0 and y 0 . Are X and Y
independent? Why or why not?
Solution:
( x2 y 2 )
Given f ( x, y) 4 xy e ; x 0 and y 0.
Marginal Density Function of X:
f ( x) f ( x, y) dy
( x2 y 2 )
4 xy e dy
0
x2 y2
4 xe ye dy
0
Put u y2 du 2 ydy
Two Dimensional Random Variables 2. 77
x2 u du
4 xe e
0
2
x2 u
2 xe e du
0
x2 u x2
2 xe e 2 xe
0
y2
Similarly f ( y) 2 ye
x2 y2
f ( x) f ( y ) 2 xe 2 ye
( x2 y 2 )
4 xye f ( x, y)
Question 5:
The joint probability density function of bivariate random
4 xy, 0 x 1, 0 y 1
variable ( X , Y ) is given by f ( x, y ) .
0, otherwise
Find P( X Y 1) .
Solution:
4 xy, 0 x 1, 0 y 1
Given f ( x, y ) .
0, otherwise
2. 78 Probability and Random Processes
11 x
P( X Y 1) f ( x, y ) dydx
0 0
11 x
4 xy dydx
0 0
1 1 x
y2
4x dx
0
2 0
1
2 x(1 x) 2 dx
0
1
2 x(1 2 x x2 ) dx
0
1
2 ( x 2x2 x3 ) dx
0
1
x2 2 x3 x4 1 2 1 1
2 2
2 3 4 2 3 4 6
0
Question 6:
If X and Y are random variables having the joint density
1
function f ( x, y) 6 x y , 0 x 2, 2 y 4, find
8
P x y 3 .
Solution:
1
Given f ( x, y) 6 x y , 0 x 2, 2 y 4.
8
Two Dimensional Random Variables 2. 79
23 x
P( X Y 3) f ( x, y ) dydx
0 2
23 x
1
(6 x y ) dydx
0 2
8
2 3 x
1 y2
6y xy dx
80 2 2
2
1 (3 x) 2
6(3 x) x(3 x) 12 2 x 2 dx
80 2
2
1 (3 x) 2
8 7x x2 dx
80 2
2
1 7 x2 x3 (3 x)3
8x
8 2 3 6 0
1 8 1 27 1
16 14 0
8 3 6 6 24
Question 7:
Find the value of k , if the joint density function of ( X , Y ) is
k (1 x)(1 y ), 0 x 4, 1 y 5
given by f ( x, y ) .
0, otherwise
Solution:
2. 80 Probability and Random Processes
k (1 x)(1 y ), 0 x 4, 1 y 5
f ( x, y )
0, otherwise
Since f ( x, y) is the joint density function
f ( x, y) dxdy 1
54
k (1 x)(1 y ) dxdy 1
10
4 5
k (1 x) dx (1 y ) dy 1
0 1
2 4 5
x y2
k x y 1
2 0
2 1
25 1
k 4 8 5 1 1
2 2
1
k 4 8 1 k
32
Question 8:
Let the joint probability density function of random variable X
and Y be given by f ( x, y) 8xy, 0 y x 1 . Calculate the
marginal probability density function of X .
Solution:
Given f ( x, y) 8xy, 0 y x 1.
f ( x) f ( x, y) dy
x x
8 xy 2
8 xy dy 4x3
0
2 0
Two Dimensional Random Variables 2. 81
4 x3 , 0 x 1
f ( x)
0, otherwise
Question 9:
Given that joint probability density function of ( X , Y ) as
1
f ( x, y ) , 0 x 2, 0 y 3 , determine the marginal
6
densities.
Solution:
1
Given f ( x, y) , 0 x 2, 0 y 3.
6
Marginal Density Function of X:
f ( x) f ( x, y) dy
3 3
1 y 1
dy
0
6 6 0 2
1
, 0 x 2
f ( x) 2
0, otherwise
f ( y) f ( x, y) dx
2 2
1 x 1
dx
0
6 6 0 3
1
, 0 y 3
f ( y) 3
0, otherwise
2. 82 Probability and Random Processes
Question 10:
Cov X , Y 0 , then X and Y
Solution:
Cov( X , Y ) 0
( XY ) 0
X and Y are uncorrelated random variables.
The converse is not true.
Because Cov( X , Y ) 0 E ( XY ) E( X ) E(Y )
This does not imply that X and Y are independent.
Question 11:
Given the two regression lines 3X 12Y 19, 3Y 9 X 46 ,
find the coefficient of correlation between X and Y .
Solution:
Given the two regression lines 3 X 12Y 19, 3Y 9 X 46 .
3X 12Y 19
12Y 3 X 19
3X 19 3
Y bYX
12 12 12
3Y 9X 46
9X 3Y 46
3Y 46 3
X bXY
9 9 9
Correlation coefficient between X and Y is
3 3
r bXY bYX 0.2887
12 9
Two Dimensional Random Variables 2. 83
Question 12:
The regression equations of X on Y and Y on X are
respectively 5x y 22 and 64x 45 y 24 . Find the means of
X and Y .
Solution:
Given the two regression lines are 5x y 22 and
64x 45 y 24 .
5x y 22
64 x 45 y 24
Solving (1) and (2), we get
x 6 and y 8.
Question 14:
When will the two regression lines be (a) at right angles
(b) coincident?
Solution:
(a)
2. 84 Probability and Random Processes
Question 15:
If there is no linear correlation between two random variables X
and Y , then what can you say about the regression lines?
Solution:
When there is no linear correlation between X and Y, viz., when
XY 0 , the equations of the regression lines become y y
and x x , which are at right angles.
Question 16:
2 x, 0 x 1
Given the RV X with density function f ( x) .
0, elsewhere
Find the pdf of Y 8X 3 .
Solution:
2 x, 0 x 1
Given f ( x) .
0, elsewhere
y
Also y 8 x3 x3
8
y1/3
x
2
dx 1 1 2/3 1 2/3
y y
dy 2 3 6
The transformation of random variable is given by
Two Dimensional Random Variables 2. 85
dx
f ( y) f ( x)
dy
1 2/3 1 2/3 y1/3 1 1/3
f ( y) y 2x y 2 y
6 6 2 6
Range of y :
1 1/3
y , 0 y 8
f ( y) 6
0, elsewhere
2. 86 Probability and Random Processes