Probability and Statistics for Engineers

22092 - GENG 200

Tutorial #4 Chapter 5

GENG 200: Tutorial #4 Chapter 5

Contents
Exercise 1
(a) . . .
(b) . . .
(c) . . .
(d) . . .
(e) . . .
(f) . . .
(g) . . .
(h) . . .
(i) . . .
(j) . . .

(problem 5-2)
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3
3
3
3
4
4
4
5
5
5
5

Exercise 2
(a) . . .
(b) . . .
(c) . . .
(d) . . .
(e) . . .
(f) . . .

(problem 5-5)
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6
6
8
8
8
8
9

Exercise 3
(a) . . .
(b) . . .
(c) . . .
(d) . . .
(e) . . .
(f) . . .
(g) . . .
(h) . . .
(i) . . .
(j) . . .
(k) . . .

(problem 5-14)
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10
10
11
11
12
12
13
13
13
14
14
14

Exercise 4 (problem 5-30)

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15

Page 2 of 15

GENG 200: Tutorial #4 Chapter 5

Exercise 1 (problem 5-2)

Exercise 1 (problem 5-2)

Determine the value of c that makes the function f (x, y) = c(x + y) a joint probability mass function over
the nine points with x = 1, 2, 3 and y = 1, 2, 3.
Solution:
A joint probability mass function has to satisfy the following conditions (see definition (5-1) in the study
book):
1. f (x, y) 0
PP
2.
f (x, y) = 1
x

3. f (x, y) = P (X = x, Y = y)
This means that parameter c should be greatet or equal to 0 and such that:
3 P
3
P
c(x + y) = 1
x=1 y=1

That is
c = P3

1
P3

1
= (1+1)+(1+2)+(1+3)+(2+1)+(2+2)+(2+3)+(3+1)+(3+2)+(3+3)
(x
+
y)
x=1
y=1
1
1
=
=
2+3+4+3+4+5+4+5+6
36

Determine the following:

(a)
P (X = 1, Y < 4)
Solution:
We need to sum up all the probabilitytes with X = 1 and Y < 4.
P (X = 1, Y < 4) = P (X = 1, Y = 1) + P (X = 1, Y = 2) + P (X = 1, Y = 3) = f (1, 1) + f (1, 2) + f (1, 3)
1
1
1
9
= 36
(1 + 1) + 36
(1 + 2) + 36
(1 + 3) = 2+3+4
= 36
= 0.25
36

(b)
P (X = 1)
Solution:
This is marginal probability for X = 1. That we need to sum up all the probabilitytes with X = 1.
P (X = 1, Y < 4) = P (X = 1, Y = 1) + P (X = 1, Y = 2) + P (X = 1, Y = 3) = f (1, 1) + f (1, 2) + f (1, 3)
1
1
1
9
= 36
(1 + 1) + 36
(1 + 2) + 36
(1 + 3) = 2+3+4
= 36
= 0.25
36

(c)
P (Y = 1)
Solution:
This is marginal probability for Y = 2. That we need to sum up all the probabilitytes with Y = 2.
P (Y = 2) = P (X = 1, Y = 2) + P (X = 2, Y = 2) + P (X = 3, Y = 2) = f (1, 2) + f (2, 2) + f (3, 2)
1
1
1
= 36
(1 + 2) + 36
(2 + 2) + 36
(3 + 2) = 3+4+5
= 12
36
36 = 0.3333333

Exercise 1 (problem 5-2) continued on next page. . .

Page 3 of 15

GENG 200: Tutorial #4 Chapter 5Exercise 1 (problem 5-2) (continued)

(d)
P (X < 2, Y < 2)
Solution:
We need to sum up all the probabilitytes with X < 2 and Y < 2.
1
2
P (X < 2, Y < 2) = P (X = 1, Y = 1) = 36
(1 + 1) = 36
= 0.055555556

(e)
E(X), E(Y ), V (X), and V (Y )
Solution:
3
P
E(X) =
x P (X = x) = 1 P (X = 1) + 2 P (X = 2) + 3 P (X = 3)
x=1

= 1 (f (1, 1) + f (1, 2) + f (1, 3)) + 2 (f (2, 1) + f (2, 2) + f (2, 3)) + 3 (f (3, 1) + f (3, 2) + f (3, 3))




1
1
1
1
1
1
= 1 36
(1 + 1) + 36
(1 + 2) + 36
(1 + 3) + 2 36
(2 + 1) + 36
(2 + 2) + 36
(2 + 3)


1
1
1
+3 36
(3 + 1) + 36
(3 + 2) + 36
(3 + 3) =
1
= 36 (1 (2 + 3 + 4) + 2 (3 + 4 + 5) + 3 (4 + 5 + 6) = 9+24+45
= 2.166666667
36
3
P
V (X) =
x2 P (X = x) [E(X)]2 = 1 P (X = 1) + 4 P (X = 2) + 9 P (X = 3) [E(X)]2
=

x=1
1
36 (1

E(Y ) =

3
P

(2 + 3 + 4) + 4 (3 + 4 + 5) + 9 (4 + 5 + 6) =

9+48+135
36

(2.166666667)2 = 0.638888889

y P (Y = y) = 1 P (Y = 1) + 2 P (Y = 2) + 3 P (Y = 3)

y=1

= 1 (f (1, 1) + f (2, 1) + f (3, 1)) + 2 (f (1, 2) + f (2, 2) + f (3, 2)) + 3 (f (1, 3) + f (2, 3) + f (3, 3))




1
1
1
1
1
1
= 1 36
(1 + 1) + 36
(2 + 1) + 36
(3 + 1) + 2 36
(1 + 2) + 36
(2 + 2) + 36
(3 + 2)


1
1
1
+3 36
(1 + 3) + 36
(2 + 3) + 36
(3 + 3) =
1
= 36
(1 (2 + 3 + 4) + 2 (3 + 4 + 5) + 3 (4 + 5 + 6) = 9+24+45
= 2.166666667
36
3
P
V (Y ) =
y 2 P (Y = y) [E(Y )]2 = 1 P (Y = 1) + 4 P (Y = 2) + 9 P (Y = 3) [E(Y )]2
=

y=1
1
36 (1

(2 + 3 + 4) + 4 (3 + 4 + 5) + 9 (4 + 5 + 6) =

9+48+135
36

(2.166666667)2 = 0.638888889

(f )
Marginal probability distribution of the random variable X
Solution:
Themarginal probability distribution for X is computed as follows:
P (X = 1) = P (X = 1, Y = 1) + P (X = 1, Y = 2) + P (X = 1, Y = 3) = f (1, 1) + f (1, 2) + f (1, 3)
1
1
9
1
= 36
(1 + 1) + 36
(1 + 2) + 36
(1 + 3) = 2+3+4
= 36
= 0.25
36
P (X = 2) = P (X = 2, Y = 1) + P (X = 2, Y = 2) + P (X = 2, Y = 3) = f (2, 1) + f (2, 2) + f (2, 3)
1
1
1
= 36
(2 + 1) + 36
(2 + 2) + 36
(2 + 3) = 3+4+5
= 12
36
36 = 0.3333333
P (X = 3) = P (X = 3, Y = 1) + P (X = 3, Y = 2) + P (X = 3, Y = 3) = f (3, 1) + f (3, 2) + f (3, 3)
1
1
1
= 36
(3 + 1) + 36
(3 + 2) + 36
(3 + 3) = 4+5+6
= 15
36
36 = 0.41666666

Exercise 1 (problem 5-2) continued on next page. . .

Page 4 of 15

GENG 200: Tutorial #4 Chapter 5Exercise 1 (problem 5-2) (continued)

(g)
Conditional probability distribution of Y given that X = 1.
Solution:
The conditional probability distribution of Y given
 that X = 1 is computed as follows:
P (X = 1, Y = 1)
1+1
9
2
P (Y = 1 | X = 1) =
=
=
P (X = 1)
36
36
9

1+2
9
3
P (X = 1, Y = 2)
=
=
P (Y = 2 | X = 1) =
P (X = 1)
36
36
9

P (X = 1, Y = 3)
1+3
9
4
P (Y = 3 | X = 1) =
=
=
P (X = 1)
36
36
9

(h)
Conditional probability distribution of X given that Y = 2.
Solution:
The conditional probability distribution of Y given
 that X = 1 is computed as follows:
1 + 2 12
3
P (X = 1, Y = 2)
=
=
P (X = 1 | Y = 2) =
P (Y = 2)
36
36
12

2 + 2 12
4
P (X = 2, Y = 2)
=
=
P (X = 2 | Y = 2) =
P (Y = 2)
36
36
12

P (X = 3, Y = 2)
3 + 2 12
5
P (X = 3 | Y = 2) =
=
=
P (Y = 2)
36
36
12

(i)
E(Y | X = 1)
Solution:
Expectd value of Y for given X = 1 can be comuted using the conditional probability distribution obtained
in part (g):
23
34
E(Y | X = 1) = 1 P (Y = 1 | X = 1) + 2 P (Y = 2 | X = 1) + 3 P (Y = 3 | X = 1) = 12
9 + 9 + 9 =
2+6+12
= 2.222222222
9

(j)
Are X and Y independent?
Solution:
The variable are NOT independent. This can be shown bt comparison of P (Y = 1 | X = 1) with marginal
P (Y = 1) or by comparison of P (X = 1, Y = 1) with P (X = 1) P (Y = 1):
9
P (Y = 1 | X = 1) = 29 6= P (Y = 1) = 36
or
2
1
9
9
1
P (X = 1, Y = 1) = 36
= 18
6= P (X = 1) P (Y = 1) = 36
36
= 16

Page 5 of 15

GENG 200: Tutorial #4 Chapter 5

Exercise 2 (problem 5-5)

Exercise 2 (problem 5-5)

In the transmission of digital information, the probability that a bit has high, moderate, and low distortion is
0.01, 0.04, and 0.95, respectively. Suppose that three bits are transmitted and that the amount of distortion
of each bit is assumed to be independent. Let X and Y denote the number of bits with high and moderate
distortion out of the three, respectively. Determine:

(a)
fXY (x, y)

Exercise 2 (problem 5-5) continued on next page. . .

Page 6 of 15

GENG 200: Tutorial #4 Chapter 5

Exercise 2 (problem 5-5)

Solution:
The possible sequences of bits and the corresponding probabilities can be written as follows: (HHH):
with probability: 0.01 0.01 0.01 = 0.000001
(HHM ): with probability: 0.01 0.01 0.04 = 0.000004
(HM H): with probability: 0.01 0.04 0.01 = 0.000004
(M HH): with probability: 0.04 0.01 0.01 = 0.000004
(HHL): with probability: 0.01 0.01 0.95 = 0.000095
(HLH): with probability: 0.01 0.95 0.01 = 0.000095
(LHH): with probability: 0.95 0.01 0.01 = 0.000095
(HM M ): with probability: 0.01 0.04 0.04 = 0.000016
(M HM ): with probability: 0.04 0.01 0.04 = 0.000016
(M M H): with probability: 0.04 0.04 0.01 = 0.000016
(HM L): with probability: 0.01 0.04 0.95 = 0.00038
(HLM ): with probability: 0.01 0.95 0.04 = 0.00038
(M HL): with probability: 0.04 0.01 0.95 = 0.00038
(LHM ): with probability: 0.01 0.01 0.04 = 0.00038
(M LH): with probability: 0.04 0.95 0.01 = 0.00038
(LM H): with probability: 0.95 0.04 0.01 = 0.00038
(HLL): with probability: 0.01 0.95 0.95 = 0.009025
(LHL): with probability: 0.95 0.01 0.95 = 0.009025
(LLH): with probability: 0.95 0.95 0.01 = 0.009025
(M M L): with probability: 0.04 0.04 0.95 = 0.00152
(M LM ): with probability: 0.04 0.95 0.04 = 0.00152
(LM M ): with probability: 0.95 0.04 0.04 = 0.00152
(M LL): with probability: 0.04 0.95 0.95 = 0.0361
(LM L): with probability: 0.95 0.04 0.95 = 0.0361
(LLM ): with probability: 0.95 0.95 0.04 = 0.0361
(M M M ): with probability: 0.04 0.04 0.04 = 0.000064
(LLL): with probability: 0.95 0.95 0.95 = 0.857375
Now we need to sum up the states such that the numbers of bits with high (X) and moderate (Y )
distortions take the following values:
(X = 0, Y = 0), (X = 0, Y = 1), (X = 0, Y = 2), (X = 0, Y = 3),
(X = 1, Y = 0), (X = 1, Y = 1), (X = 1, Y = 2),
X + Y cannot exceed 3.
(X = 2, Y = 0), (X = 2, Y = 1),
(X = 3, Y = 0),
These probabilities can be presented in the following table:
X
0
1
2
3
0 0.857375 0.027075 0.000285 0.000001
1
0.1083
0.00228 0.000012
Y
2
0.00456 0.000048
3 0.000064
Please note that these probabilities can be also computed as multinomial distribution using the following
expression:
3!
fXY (x, y) = P (X = x, Y = y) =
0.01x 0.04y 0.953xy
x!y!(3 x y)!

Exercise 2 (problem 5-5) continued on next page. . .

Page 7 of 15

GENG 200: Tutorial #4 Chapter 5Exercise 2 (problem 5-5) (continued)

(b)
fX (x)
Solution:
Here we need to sum up the probabilities for fixed values of X
fX (0) = P (X = 0) = P (X = 0, Y = 0) + P (X = 0, Y = 1) + P (X = 0, Y = 2) + P (X = 0, Y = 3)
= 0.857375 + 0.1083 + 0.00456 + 0.000064 = 0.970299
fX (1) = P (X = 1) = P (X = 1, Y = 0) + P (X = 1, Y = 1) + P (X = 1, Y = 2)
= 0.027075 + 0.00228 + 0.000048 = 0.029403
fX (2) = P (X = 2) = P (X = 2, Y = 0) + P (X = 2, Y = 1) = 0.000285 + 0.000012 = 0.000297
fX (3) = P (X = 3) = P (X = 3, Y = 0) = 0.000001
Please not you can also compute these probabilities using multinomial (binomial) distribution:
3!
fX (x) = P (X = x) =
0.01x (1 0.01)3x
x!(3 x)!

(c)
E(X)
Solution:
Here we can use the marginal probabilities obtained in the part (b):
3
P
E(X) =
x P (X = x) = 0 P (X = 0) + 1 P (X = 1) + 2 P (X = 2) + 3 P (X = 3)
x=0

= 0 + 1 0.029403 + 2 0.000297 + 3 0.000001 = 0.03

(d)
fY |1 (y)
Solution:

P (X = 1, Y = 0)
0.027075
=
= 0.920824406
P (X = 1)
0.029403
0.00228
P (X = 1, Y = 1)
=
= 0.077543108
fY |1 (1) = P (Y = 1|X = 1) =
P (X = 1)
0.029403
P (X = 1, Y = 2)
0.000048
fY |1 (2) = P (Y = 2|X = 1) =
=
= 0.001632486
P (X = 1)
0.029403
fY |1 (0) = P (Y = 0|X = 1) =

(e)
E(Y |X = 1)
Solution:
Here we can use the conditional probabilities obtained in the part (d):
3
P
E(Y |X = 1) =
x P (Y = y|X = 1) = 0 P (Y = 0|X = 1) + 1 P (Y = 1|X = 1) + 2 P (Y = 2|X = 1)
y=0

= 0 + 1 0.077543108 + 2 0.001632486 = 0.080808081

Exercise 2 (problem 5-5) continued on next page. . .

Page 8 of 15

GENG 200: Tutorial #4 Chapter 5Exercise 2 (problem 5-5) (continued)

(f )
Are X and Y independent?
Solution:
X and Y are not independent. This can be shown using one of the following comparisons:
P (X = 0) P (Y = 0) = 0.970299 (0.857375 + 0.027075 + 0.000285 + 0.000001) = 0.858458456
6= P (X = 0, Y = 0) = 0.857375
0.857375
= 0.969074391
0.857375 + 0.027075 + 0.000285 + 0.000001
P (X = 0) = 0.970299

P (X = 0|Y = 0) =
6=

P (Y = 0|X = 1) = 0.920824406
6= P (Y = 0) = 0.857375 + 0.027075 + 0.000285 + 0.000001 = 0.884736

Page 9 of 15

GENG 200: Tutorial #4 Chapter 5

Exercise 3 (problem 5-14)

Exercise 3 (problem 5-14)

Determine the value of c that makes the function f (x, y) = c(x + y) a joint probability density function over
the range 0 < x < 3 and x < y < x + 2.
Solution:
This probability density function is
defined on the following area
y
5.0
4.0
3.0
2.0
1.0
0.0
0.0 1.0 2.0 3.0 x

A joint probability density function has to satisfy the following

condition (see definition (5-2, 2) in the study book):
R R
fXY (x, y)dydx = 1

Then we will have the following relation:

R3 x+2
R
c(x + y)dydx = 1
0

which can be rewritten as:

R3 x+2
R
c(x + y)dydx
c
0 x 
 x+2 

 
R3
R
R3 x+2
R
=c
x
dy dx +
ydy dx
x
x
0

 03
R
R3 1
=c
x (x + 2 x) dx + 2 ((x + 2)2 x2 )dx
0
 03
R
R3
R3
=c
2xdx + (2x + 2)dx = c (4x + 2)dx
0
0
30

2
2
= c(2x + 2x) = c(2 3 + 2 3) = c 24 = 1
0

This means that the parameter c should be equal to

1
.
24

Determine the following:

(a)
P (X < 1, Y < 2)
Solution:
In this case we need to find the
probability on the following area
y
5.0
4.0
3.0

That is we need to calculate the following integral:

Z1 Z2
1
(x + y)dydx
24
0 x
1 2 

 
R
R
R1 R2
1
ydy dx
= 24
x
dy dx +
x
x
0
 01

R
R1
1
= 24
x (2 x) dx + 21 (22 x2 )dx
0

2.0
1.0
0.0
0.0 1.0 2.0 3.0 x

R1

R1
1
(2x x ) + (2 12 x2 )dx = 24
(2x + 2 23 x2 )dx
0
0

3 1
1
1
= 24
(x2 + 2x x2 ) = 24
(1 + 2 0.5) = 2.5/24
=

1
24

= 0.104166666667

Exercise 3 (problem 5-14) continued on next page. . .

Page 10 of 15

GENG 200: Tutorial #4 ChapterExercise

5
3 (problem 5-14) (continued)

(b)
P (1 < X < 2)
Solution:
In this case we need to find the
probability on the following area
y
5.0
4.0

That is we need to calculate the following integral:

Z2 x+2
Z
1
(x + y)dydx
24
1 x

 
 2  x+2 
R2 x+2
R
R
R
1
= 24
dy dx +
ydy dx
x
x
x
1
 12

R
R2
1
= 24
x (x + 2 x) dx + 21 ((x + 2)2 x2 )dx
1

3.0
=

1
24

2.0
1.0

R2

(2x + 2x + 2)dx =

1
24 (10

1
24 (4x

2

+ 2)
1

6) = 1/6

0.0
0.0 1.0 2.0 3.0 x

(c)
P (Y > 1)
Solution:
In this case we need to find the
probability on the following area
y
5.0
4.0

This probability can be found as P (Y > 1) = 1 P (Y < 1), that

is we need to find :
Z1 Z1
1
1
(x + y)dydx
24
0 x
1
R1

1
= 1 24
(xy + y 2 /2) dx
x

1
24

R1

(x + 1/2 x2 x2 /2)dx
1 

(x2 /2 + 1/2x x3 /2)

3.0

=1

2.0

=1

1
24

=1

1
24 (1/2

=1

1
48

1.0
0.0
0.0 1.0 2.0 3.0 x

Exercise 3 (problem 5-14) continued on next page. . .

0

+ 1/2 1/2)

= 0.9791666667

Page 11 of 15

GENG 200: Tutorial #4 Chapter 5

Exercise 3 (problem 5-14)

(d)
P (X < 2, Y < 2)
Solution:
In this case we need to find the
probability on the following area

That is we need to calculate the following integral:

Z2 Z2
1
(x + y)dydx
24
0 x
2
R2

1
= 24
(xy + y 2 /2) dx

y
5.0

4.0

R2

1
24

1
24 (4

4
24

(2x + 2 x2 x2 /2)dx
0
2 

1
2
3
= 24 (x + 2x x /2)

3.0

2.0
1.0

+ 4 8/2)

= 1/6

0.0
0.0 1.0 2.0 3.0 x

(e)
E(X)
Solution:
Here we need to compute an integral of xfXY (x, y) on the total region:
Z3 x+2
Z
Z3 
x+2 
1
1

E(X) =
x(x + y)dydx =
(x2 y + xy 2 /2)
dx
24
24
x
0

1
=
24
=

Z3

1
24

1
x (x + 2) + x(x + 2) /2 x x /2) dx =
24
0

3
1
4x3 /3 + x2  = 24
(36 + 9)

45
24

Z3

4x2 + 2x dx

15
8

Exercise 3 (problem 5-14) continued on next page. . .

Page 12 of 15

GENG 200: Tutorial #4 Chapter 5

Exercise 3 (problem 5-14)

(f )
V (X)
Solution:
Here we need to compute first an integral of x2 fXY (x, y) on the total region:
Z3 x+2
Z
Z3 
x+2 
1 2
1

2
3
2 2
E(X ) =
x (x + y)dydx =
(x y + x y /2)
dx
24
24
x
0

1
=
24
=

1
24

Z3

1
x (x + 2) + x (x + 2) /2 x x /2) dx =
24
0

3


1
99
x4 + 2x3 /3  = 24
(81 + 18) = 24
3

Z3

4x3 + 2x2 dx

V (X) = E(X 2 ) [E(X)]2 = 99/24 (15/8)2 = 0.609375

(g)
Marginal probability distribution of X
Solution:
1
fX (x) is the integral of 24
(x + y) over y:
x+2
Z
x+2
1
1
1
1

(x + y)dy =
(xy + y 2 /2)
=
(x(x + 2) + (x + 2)2 /2 x2 x2 /2)) =
(4x + 2)
fX (x) =
24
24
24
24
x
x

(h)
Conditional probability distribution of Y given that X = 1
Solution:
fXY (1, y)
=
fX (1)
1+y
=
,
6

fY |1 (y) =

1
24 (1 + y)
1
24 (4 1 + 2)

1<y<3

fY |1 (y) is defined over this segment

y
5.0
4.0
3.0
2.0
1.0
0.0
0.0 1.0 2.0 3.0 x

Exercise 3 (problem 5-14) continued on next page. . .

Page 13 of 15

GENG 200: Tutorial #4 Chapter 5

Exercise 3 (problem 5-14)

(i)
E(Y |X = 1)
Solution:
We can compute the conditional expectation E(Y |X = 1) using the density function fY |1 (y) obtained
above:
3
R3
R3

1
1 2
2
3
E(Y |X = 1) = y 1+y
dy
=
(y
+
y
)dy
=
(y
/2
+
y
/3)
 = 61 (9/2 + 27/3 1/2 1/3)
6
6
6
1

= 2.111111111

(j)
P (Y > 2|X = 1)
Solution:
We can compute this probability using the density function fY |1 (y) obtained above:
3
R3
R3

1
1
2
(1
+
y)dy
=
dy
=
(y
+
y
/2)
P (Y > 2|X = 1) = 1+y
 = 61 (3 + 9/2 2 4/2) = 61 (9/2 1)
6
6
6
2

= 0.5833333

(k)
Conditional probability distribution of X given that Y = 2
Solution:
fXY (x, 2)
and we need first to find fY (2)
fY (2)
which is determined by integrating over x.
There are three regions of integration.
For 0 < y < 2 the integration is from 0 to y.
For 2 < y < 3 the integration is from y 2 to y.
For 3 < y < 5 the integration is from y to 3.
Because the condition is y = 2, only the first integration is needed.
Ry
2
1
fY (y) = 24
(x + y)dx = y16 , 0 < y < 2
fX|2 (x) =

That is we get:
1
(x + 2)
x+2
fX|2 (x) = 24 22
=
,
6
16

fX|2 (x) is defined over this segment

y
5.0
4.0
3.0
2.0
1.0
0.0
0.0 1.0 2.0 3.0 x

0<x<3

Page 14 of 15

GENG 200: Tutorial #4 Chapter 5

Exercise 4 (problem 5-30)

Exercise 4 (problem 5-30)

Determine the covariance
x
-1
-0.5
y
-2
-1
fXY (x, y) 1/8 1/4

and correlation for the following joint probability distribution:

0.5 1
1
2
1/2 1/8

Solution:
Compute first the means and the variances:
E(X) = 1 1/8 + (0.5) 1/4 + 0.5 1/2 + 1 1/8 = 1/8
E(Y ) = 2 1/8 + (1) 1/4 + 1 1/2 + 2 1/8 = 1/4
V (X) = (1)2 1/8 + (0.5)2 1/4 + (0.5)2 1/2 + 12 1/8 (1/8)2
= 1/8 + 1/16 + 1/8 + 1/8 (1/8)2 = 7/16 1/64 = 0.421875
V (Y ) = (2)2 1/8 + (1)2 1/4 + 12 1/2 + 22 1/8 (1/4)2
= 1/2 + 1/4 + 1/2 + 1/2 (1/4)2 = 7/4 1/16 = 1.6875
Compute now E(XY ):
E(XY ) = (1) (2) 1/8 + (0.5) (1) 1/4 + 0.5 1 1/2 + 1 2 1/8 = 1/4 + 1/8 + 1/4 + 1/4 = 7/8
Covariance cov(X, Y ) is equal to:
cov(X, Y ) = E(XY ) E(X) E(Y ) = 7/8 1/8 1/4 = 27/32
Correlation coefficient XY is then computed as:
cov(X, Y )
0.84375
XY = p
=1
=
0.421875 1.6875
V (X) V (Y )

Page 15 of 15