Subject: Random process & Statistics

Topic: Multiple Random Variable

ASSIGNMENT- III

Submit the hardcopy of the solution.

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Submission Date: Feb 20, 2019
Copy Collection Date: Feb 25, 2019 at 6 pm

1. At a party N men throw their hats into the center of a room. The hats are mixed up and each
man randomly selects one. Find the expected number of men who select their own hats.

2. If X and Y are independent random variables both uniformly distributed on (0, 1), then
calculate the probability density of X + Y.

3. The lifetime of a special type of battery is a random variable with mean 40 hours and
standard deviation 20 hours. A battery is used until it fails, at which point it is replaced by a
new one. Assuming a stockpile of 25 such batteries, the lifetimes of which are independent,
approximate the probability that over 1100 hours of use can be obtained.

4. Suppose there are 25 different types of coupons and suppose that each time one obtains a
coupon, it is equally likely to be any one of the 25 types. Compute the expected number of
different types that are contained in a set of 10 coupons.

5. Show the function

1 𝑥<𝑦
𝐺𝑋,𝑌 (𝑥, 𝑦) = {
1 𝑥 ≥𝑦
Cannot be a valid joint distribution function.

6. In a colony, 10% of the families have no children, 30% have one children, 40% have two
children, and 20% have three children. In a family, B represents the number of boys and G
represents the number of girls. If a family is chosen at random from the colony, find the pmf
of the family. Assume that in each family each child is equal likely to be a boy or a girl.
7. A binary communication channel carries data as one of the two types of signals denoted by 0
and 1. Due to noise, a transmitted ‘0’ is sometimes received as 1 and a transmitted 1 is
sometimes received as ‘0’. For a given channel, assume a probability of 0.94 that a
transmitted ‘0’ is correctly received as a ‘0’ and a probability of 0.91 that a transmitted 1 is
received as 1. Further assume a probability of 0.45 of transmitting a ‘0’. If a signal is sent,
determine (a) probability that a 1 is received, (b) Probability that a ‘0’ is received, (c)
Probability that a 1 was transmitted, given that a 1 was received, (d) Probability that a ‘0’
was transmitted, given that a ‘0’ was received and (e) Probability of error.

8. Radha and Mohan decide to meet at a park between 5:00 p.m. and 6:00 p.m. They arrive
independently and their arrival time is uniformly distributed. Find the probability that the
first to arrive has to wait longer than 15 minutes.

9. Two random variables X and Y are defined as Y = 4X + 9. Find the correlation coefficient
between X and Y.

10. A random voltage V ~ U (0, 6 V) is applied to a resistor whose resistance R is a binary random
variable on a value of either 5Ω or 10Ω with equal probability and is independent of V.
a. Find the expected power dissipated by R.
2
b. 𝑅𝑉𝑃 , 𝑅𝑅𝑃 𝑎𝑛𝑑 𝜎𝑉𝑃

11. Let x be the lifetime of a certain electric bulb, and y that of its replacement after the failure
of the first bulb. Suppose x and y are independent with common exponential density
function with parameter λ. Find the probability that the combined lifetime exceeds 2λ. What
is the probability that the replacement outlasts the original component by λ.

12. Random variables X and Y have the joint distribution

2
5 𝑥 + 𝑒 − (𝑥+1) 𝑦
( ) 𝑢(𝑦) 0 ≤ 𝑥<4
4 𝑥+1
𝐹𝑋,𝑌 (𝑥, 𝑦) = 0 𝑥 < 0 𝑜𝑟 𝑦 < 0
1 −5 𝑦2 1 − 𝑦2
{1 + 𝑒 − 𝑒 4 ≤ 𝑥 𝑎𝑛𝑑 𝑦 ≥ 0
4 4

13. Find a constant b in terms of a so that thr function

−(𝑥 + 𝑦)
𝑓𝑋,𝑌 (𝑥, 𝑦) = {𝑏𝑒 0 < 𝑥 < 𝑎 𝑎𝑛𝑑 0 < 𝑦 < ∞
0 𝑒𝑙𝑠𝑒𝑤ℎ𝑒𝑟𝑒
a. Is a valid joint density function.
b. Find ad expression for the joint distribution function.

14. Given the joint distribution function

𝐹𝑋,𝑌 (𝑥, 𝑦) = 𝑢(𝑥)𝑢(𝑦)[1 − 𝑒 −𝑎𝑥 − 𝑒 −𝑎𝑦 + 𝑒 −(𝑥+𝑦) ]
Find:
a. The conditional density function 𝑓𝑋 (𝑥| 𝑌 = 𝑦) and 𝑓𝑌 (𝑦| 𝑋 = 𝑥).
b. Are the random variables X and Y statistically independent?
15. Two random variables X and Y have a joint probability density function
5 2
𝑓𝑋,𝑌 (𝑥, 𝑦) = {16 𝑥 𝑦 0<𝑦<𝑥<2
0 𝑒𝑙𝑠𝑒𝑤ℎ𝑒𝑟𝑒
a. Find the marginal density function of X and Y.
b. Are t X and Y statistically independent?

16. The probability density functions of two statistically independent random variables X and Y
are
1
𝑓𝑋 (𝑥) = 𝑢 (𝑥 − 1) 𝑒 − (𝑥 − 1)/2
2
1
𝑓𝑌 (𝑦) = 𝑢 (𝑦 − 3) 𝑒 − (𝑦 − 3)/4
4
Find the exact probability density of the sum W = X + Y.

17. Statistically independent random variables X and Y have the probability densities
3 2
𝑓𝑋 (𝑥) = { 32 ( 4 − 𝑥 ) −2≤𝑥 ≤2
0 𝑒𝑙𝑠𝑒𝑤ℎ𝑒𝑟𝑒 𝑖𝑛 𝑥
1
𝑓𝑌 (𝑦) = [𝑢 (𝑦 + 1) − 𝑢( 𝑦 − 1)]
2
Find the exact probability density of the sum W = X + Y.

18. Find the mean value of the function

𝑔 (𝑋, 𝑌) = 𝑋 2 + 𝑌 2
Where X and Y are random variables defined by the density function
2 2 2
𝑒 − (𝑥 + 𝑦 )/ 2 𝜎
𝑓𝑋,𝑌 (𝑥, 𝑦) =
2 𝜋 𝜎2
2
Where 𝜎 is a constant.

19. Two random variables X and Y have means 𝑋̅ = 1 and 𝑌̅ = 2, variance 𝜎𝑥2 = 4 and 𝜎𝑦2 = 1, and a
correlation coefficient 𝜌𝑋𝑌 = 0.4. New random variables W and V are defined by
V=-X+2Y W = X + 3Y
Find:
(a) The means (b) The variances (c) The correlations and
(b) The Correlation coefficient 𝜌𝑉𝑊 of V and W.

20. Let X and Y be statistically independent random variables with 𝑋̅= ¾, ̅̅̅̅
𝑋 2 = 4, 𝑌̅ = 1 and ̅𝑌̅̅2̅ =
5. For a random variable W = X – 2Y + 1, find
(a) 𝑅𝑋𝑌 (b) 𝑅𝑋𝑊 (c) 𝑅𝑌𝑊 and (d) 𝐶𝑋𝑌 . (e) Are X and Y uncorrelated?