DEPARTMENT OF MATHEMATICS

INDIAN INSTITUTE OF TECHNOLOGY GUWAHATI

MA225 Probability Theory and Random Processes July - November 2017
Problem Sheet 5 NS

1. Consider the experiment of throwing a balanced die n times. Let X be the number of 1s and Y the
number of throws which resulted in either a 2 or a 3. Find the joint probability mass function of
(X, Y ), the marginal probability mass functions of X and Y , E(Y ) and V ar(Y ).

2. Suppose that the number of customers visiting a fast food restaurant in a given day is N ∼ P oisson(λ).
Assume that each customer purchases a drink with probability p, independently from other customers
and independently from the value of N . Let X be the number of customers who purchase drinks. Find
E(X).

3. Consider two random variables X and Y with joint PMF given by P {X = 0, Y = 0} = 1/5, P {X =
0, Y = 1} = 2/5 = P {X = 1, Y = 0} and zero otherwise. Let Z = E(X|Y ). Find the marginal
PMFs of X and Y . Find the conditional PMF of X given Y = 0 and Y = 1. Find the PMF of Z.
Find E(Z) and compare with E(X). Find V ar(Z).
Now, let V = V ar(X|Y ). Find the PMF of V and E(V ). Check that V ar(X) = E(V ) + V ar(Z).

4. Let N be the number of customers that visit a certain store in a given day. Suppose that we know
E(N ) and V ar(N ). Let Xi be the amount that the ith customer spends on average. We assume
Xi ’s are independent of each other and also independent of N . We further assume they have the
same mean and variance E(Xi ) = E(X), V ar(Xi ) = V ar(X). Let Y be the store’s total sales, i.e.,
Y = N
P
i=1 Xi . Find E(Y ) and V ar(Y ).

5. Let X ∼ Exponential(λ). Find the conditional PDF and DF of X given X > 1. Find E(X|X > 1)
and V ar(X|X > 1).

6. Suppose X ∼ U (1, 2) and given X = x, Y is an exponential random variable with parameter λ = x.

Find E(Y ) and V ar(Y ).

7. If (X, Y ) is a random vector such that g(X) and h(Y ) (for some functions g, h : R → R) are
independent random variables then does it imply that X and Y are also independent?

8. If X, Y are independent random variables does it imply that X 2 and Y 2 are also indepen- dent?

9. Consider the experiment of choosing two points (say C and D) at random and independently on a
line segment of unit length denoted by [A,B]. Let X be the distance of C from A and let Y be the
distance of D from A. Are the random variables X and Y jointly continuous? Find the joint distribution
function F of the random vector (X, Z), where Z = min{Y, 21 }. Is this distribution function continuous
everywhere? What is P {X = x, Y = y} for any x, y ∈ R?
( (
1 1
4 (1 + xy), −1 ≤ x ≤ 1, −1 ≤ y ≤ 1 4 , −1 ≤ x ≤ 1, −1 ≤ y ≤ 1
10. Let f (x, y) = and g(x, y) =
0, otherwise 0, otherwise
Check whether each of f and g are density functions. Find the marginal probability density functions
of X and Y for both f and g. What is your conclusion?

1
 (
k(1 − x − y), x > 0, y > 0, x + y < 1
11. If the joint distribution of X and Y is given as f (x, y) =
0, otherwise
Find the marginal distributions of X and Y and also find the conditional distributions of X given Y = y
and Y given X = x. Find P {X < Y }, P {X > 21 } and P {Y < 12 |X < 21 }. Find the conditional
density function of Y given X = x, where 0 < x < 1, hence find E(Y |X = 13 ). Also find the density
function of the random variable E(X|Y ) and the value of V ar(E(X|Y )).