HW MTH 5411 Ch 3 - Problems 1, 3, 6, 7, 9, 21, 38, 40, 41, 42, 43, 49, 54

1. X: discrete; Y: continuous; M: continuous, N: discrete; P: discrete; Q: continuous

3. We want to enumerate the sample space and determine the value of w for each element of the
sample space. We know the sample space consists of all of the possible flip sequences:
HHH, w=3; HHT, w=1; HTH, w =1; HTT, w=-1; TTT, w = -3; THH, w= 1; THT, w= -1; TTH, w = -1
6.a To find P(X > 200), we use integration.

200 20000 8 1
Or alternatively, 1-∫0 𝑑𝑥 = 1- =
(𝑥+100)3 9 9

6. b. To find P(80 < X < 120), we change the limits of integration:

7. a We know that P(X < 1.2) for this distribution is the same as P(0 < X < 1) + P(1 <X < 1.2). So we can
integrate:

1
7.b. We can integrate to find P(0.5 < x < 1): 𝑃(0.5 < 𝑋 < 1) = ∫0.5 𝑥 𝑑𝑥 = 0.375

9.a. To show that P(0 < X < 1) = 1, we would integrate the density function from limits 0 to 1:

We see that the integral is equal to 1, so P(0 < X < 1) = 1.

9.b. To find P(0.25 < X < 0.5) , we can change the limits of integration to see how much of the
probability is bounded by this region of the density function:

.
21.a In finding k, we are looking for a constant that makes the density function equal to 1 (hence so it
can be a pdf). So we want to find:
1
2
𝑘 ∫ √𝑥𝑑𝑥 = 𝑘
0 3
3
And so we know that k must be equal to in order for the integral to be equal to 1.
2

21.b. We are looking for the Cumulative Density Function (CDF):

Now we have the CDF we can evaluate P(0.3 < x < 0.6) which equals F(0.6) - F(0.3).
So, P(0.3 < x < 0.6) = 0.6 1.5 - 0.3 1.5 = 0.4647 – 0.1643 = 0.3004
Note that this is EXACTLY THE SAME as we get when we integrate the PDF, f(x), from .3 to .6:
3 0.6
i.e. ∫ √𝑥𝑑𝑥
2 0.3
= 0.3004

38. We are given the joint discrete probability distribution for r.v.’s X and Y:
𝑥+𝑦
𝑓 (𝑥, 𝑦) = 𝑓𝑜𝑟 𝑥 = 0,1,2,3 𝑎𝑛𝑑 𝑦 = 0,1,2
30
38.a. To find P(X ≤ 2| Y=1), we will fix Y=1 and add up the probabilities for X=0, X=1, and X=2:
P(X=0,Y=1) = (1/30)
P(X=1,Y=1) = (1/15)
P(X=2,Y=1) = (1/10)
And the sum of these probabilities is 0.2, or 1/5.
38.b. To find P(X > 2|0, 1, 2, 3 Y < 1), we will fix X=3 and sum up the probabilities for Y=0 and Y=1:
P(X=3,Y=0) = (1/10)
P(X=3,Y=1) = (4/30)
And the sum of these probabilities is 7/30 = 0.233.
38.c. To find P(X>Y), identify the probabilities associated with each outcome where X>Y
P(X=1,Y=0): (1/30)
P(X=2,Y=0): (1/15)
P(X=2,Y=1): (1/10)
P(X=3,Y=0): (1/10)
P(X=3,Y=1): (4/30)
P(X=3,Y=2): (5/30)
The sum of these probabilities is 3/5 or 0.6.
38.d. To find P(X+Y = 4):
P(X=3,Y=1): 4/30
P(X=2,Y=2): 4/30
The sum of these probabilities is 4/15 = 0.267.

40. We are given the joint pdf for continuous r.v.’s X and Y:
2
f(x,y) = (𝑥 + 2𝑦) for 0 < x < 1 and 0 < y < 1
3

.and f(x,y)= 0 for all other values of x and y

40.a. To find the marginal density function f(x), we will integrate f(x,y) with respect to y:
12 2
g(x) = ∫0 (𝑥 + 2𝑦)𝑑𝑦 = (𝑥 + 1) for 0 < x < 1
3 3

40.b. Likewise, to find the marginal density function of f(y), we will integrate f(x,y) with respect to x:
12 1
h(y) = ∫0 (𝑥 + 2𝑦)𝑑𝑥 = (4𝑦 + 1) for 0 < y < 1
3 3

40.c. We want to find P(X < 0.5) we integrate the marginal distribution of X from 0 to 0.5:
0.5 2
∫0 (𝑥 + 1)𝑑𝑥 = 5/12 = 0.416667
3
41.a.
We want to find the probability that there are more than half a kilogram of cordials in a given box. So
we want to find P(X+Y < 0.5). I.e. the probability that the creams in the toffees together we less than
½. We can actually do this as a double integral. The tricky part is that we don’t know what either the
toffees or the creams will be specifically, but we do know that their sum cannot exceed ½ (because
then the cordials would then be less than ½). So we will integrate the sum from 0 to ½.
1
1/2 −𝑥 1/2
𝑃(𝑋 + 𝑌 < 0.5) = ∫0 ∫02 24𝑥𝑦 𝑑𝑦𝑑𝑥 = ∫0 3(1 − 𝑥)2 𝑥 𝑑𝑥 = 1/16 = 0.0625

or alternatively

41.b. To find the marginal density of the creams g(x), we want to integrate the joint distribution with
respect to y. But now we have this tricky constraint that X+Y <=1. Therefore, we know that the upper
limit of the integral cannot be 1 but should instead be 1-x (therefore satisfying the constraint).
1−𝑥
𝑔(𝑥) = ∫0 24𝑥𝑦 𝑑𝑦 = 12𝑥(1 − 𝑥)2 for 0 < x < 1

41.c.
To find P(Y < 1/8 | X=3/4), we want to find the conditional density distribution . We have the marginal
distribution of X, g(x), so now we can find the conditional distribution of Y given X.
𝑓(𝑥,𝑦) 24𝑥𝑦 2𝑦
h(y|x) = = = . for 0 ≤ y ≤ 1-x and X is actually a specified value. For example:
𝑔(𝑥) 12𝑥(1−𝑥)2 (1−𝑥)2

2𝑦
When X=3/4, then h(y|x) = 1 = 32y.
16

Now we can integrate the conditional density we just developed to find the probability Y is less than
1/8.
1/8
32 ∫0 𝑦 𝑑𝑦 = 32/128 = ¼ = 0.25.

42. We want to find P(0 < X < 1 | Y= 2). We are given f(x,y). We should start by finding h(y), the
marginal pdf of y:
∞ ∞
h(y) = ∫0 𝑓 (𝑥, 𝑦)𝑑𝑥 = ∫0 𝑒 −(𝑥+𝑦) 𝑑𝑥 = 𝑒 −𝑦 for y > 0
 𝑓(𝑥,𝑦) 𝑒 −(𝑥+𝑦)
And now we’re equipped to find density of X, given Y, f(x|y): f(x|y) = = = e–x for x>0
𝑓(𝑦) 𝑒 −𝑦

And when we are given that y=2, f(x|y) is still = 𝑒 −𝑥 . Note the lack of X terms in the conditional
probability. That’s because X and Y are independent. A nice characteristic of independent variables!
1
Now we can integrate to find P(0 < X < 1 | Y=2): ∫0 𝑒 −𝑥 𝑑𝑥 = 0.632

43.a. To find P(0 < X < ½ and ¼ < Y < ½ ), we can doubly integrate on the joint density function:
1/2 1/2
∫1/4 ∫0 4𝑥𝑦 𝑑𝑥𝑑𝑦 = 3/64 = 0.047

43.b. To find P(X<Y), we want to restrict the limits of x to be from 0 to y and the limits for y to be
from 0 to 1:

49.
We’re given the discrete joint distribution table of X and Y.
49.a.
To find the marginal distribution of X, we can inspect the columns of the table. The sum of the
probabilities in each column correspond to a probability for X:
P(X=1): 0.05+0.05 = 0.1
P(X=2): 0.05+0.1+0.2 = 0.35
P(X=3): 0.1+0.35+0.1 = 0.55
In tabular form this would look like:
49.b.
Similarly to the marginal distribution of X, we can use the row sums to find the marginal distribution
of Y:
P(Y=1): 0.05+0.05+0.1 = 0.2
P(Y=3): 0.05+0.1+0.35 = 0.5
P(Y=5): 0+0.2+0.1 = 03
In tabular form:

49.c.
We want to find the conditional probability, P(Y=3|X=2). So we will find the probability associated
with Y=3 and X=2, which is 0.1. But we are given that X=2, so we must divide out P(X=2) (luckily we
already know this from part a of this problem). So P(Y=3|X=2) = 0.1/0.35 = 0.286.
54.
There is an easy way to tell if two r.v.’s are independently distributed. If the product of their marginal
density functions is equal to the joint density function, then they are independent. Otherwise they are
not independent. So two random variables X and Y are independent if f(x, y) = g(x)h(y). Note that this
is a simplified version of definition 3.13.
So we can look at P(Y=1) and P(X=1). We see they have corresponding probabilities of 0.2 and 0.1. So
we would expect their joint probability to be 0.2*0.1 = 0.02. However, we see in the table that the
joint probability is 0.05. Therefore we know the random variables X and Y are not independent.