Math 4530 - Homework Set 8

Joint Distributions (Continuous)

1. Suppose X and Y are independent and uniformly distributed on (0, 1). Find

(a) P (|X Y | 0.25);

(b) P (|X/Y 1| 0.25);
(c) P (Y X | Y 0.25).

2. Suppose that (X, Y ) is uniformly distributed over the region {(x, y) : 0 < |y| <
x < 1}. Find

(a) the joint density of (X, Y );

(b) the marginal densities fX (x) and fY (y);
(c) Are X and Y independent?
(d) Find E[X] and E[Y ].
(e) Find E[XY 2 ].

3. Let X and Y be two independent uniformly distributed random variables in

[0, 2]. Find E[|X Y |].

4. Let X and Y be random variables with joint pdf given by

(
e(x+y) 0 x, y
fXY (x, y) =
0 otherwise

(a) Are X and Y independent?

(b) Find P (X < Y ).
(c) Find P (X < a).

5. Let X and Y have joint density

(
kxy 2 0 x, y 1
fXY (x, y) =
0 otherwise

(a) Find k.
(b) Compute the marginal densities of X and of Y .
(c) Compute P (Y > 2X).
(d) Compute P (|X Y | < 0.5).

1
 (e) Are X and Y independent?

6. Suppose X and Y are independent random variables such that X has uniform
(0, 1) distribution and Y has exponential distribution with mean 1. Calculate:

(a) E[X + Y ];
(b) E[XY ];
(c) E[(X Y )2 ];
(d) E[X 2 e2Y ].

7. Suppose X N (1, 22 ) and Y N (2, 32 ) are independent. Let W = 2X + Y .

(a) Find E(W ) and V ar(W ).

(b) Find P (W < 5).

8. Suppose X and Y are independent random variables such that X is uniformly

distributed on (0, 1) and Y is uniformly distributed on (0, 2). Let Z = X + Y .
Find the density function of Z.