UNIVERSITY OF CAPE COAST
DEPARTMENT OF STATISTICS
STA 301: PROBABILITY DISTRIBUTIONS
TUTORIAL SET 1
1. Let X and Y have the joint pmf described as follows:
(x,y) (1,1) (1,2) (1,3) (2,1) (2,2) (2,3)
2 4 3 1 1 4
P(x,y) 15 15 15 15 15 15
and p(x,y) is equal to zero elsewhere.
a. Find the means 𝜇𝑥 and 𝜇𝑦 , the variances 𝜎𝑥2 and 𝜎𝑦2 correlation coefficient 𝜌.
b. Compute E[Y/X=1] and E[Y/X=2]
c. Find E[Var(Y/X)]
2. Suppose Y and X are discrete random variables characterized with joint pdf of the form:
1
𝑔(𝑥, 𝑦) = {7 (𝑦 + 𝑥), 𝑥 = 1,2,3 𝑦 = 1,2
0, 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
1
a. Compute E[Y/X = 2]
3. Consider the joint pdf of W and Z.
𝑒 −𝑧 , 0<𝑤<𝑧<∞
𝑔(𝑧, 𝑤) = {
0, 𝑒𝑙𝑠𝑒𝑤ℎ𝑒𝑟𝑒
Find the conditional variance of Z given W=w.
4. Let Y and Z be two random variables such that the joint pdf is of the form
𝑧𝑒 −𝑧(1+𝑦) , 𝑧 > 0, 𝑦 > 0
𝑔(𝑧, 𝑤) = {
0, 𝑒𝑙𝑠𝑒𝑤ℎ𝑒𝑟𝑒
Find the regression function of Y on Z.
5. X and Y are jointly continuous with joint pdf
𝑥𝑦
𝑐𝑥 2 + , 0 ≤ 𝑥 ≤ 1, 0 ≤ 𝑦 ≤ 2
𝑓(𝑥, 𝑦) = { 3
0, 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
a. Find c.
b. Find the marginal pdf”s of X and Y
c. Find cov(x,y)
6. Given that X and Y are random variables such that
E[X/Y=y] = 2 – y and
1
E[Y/X=x] = 3 – 4 𝑥
What is the correlation co-efficient of X and Y?
UNIVERSITY OF CAPE COAST
DEPARTMENT OF STATISTICS
STA 301: PROBABILITY DISTRIBUTIONS
TUTORIAL SET 2
1. The number of meteors found by a radar system in any 30-second interval under specified
conditions averages 1.81. Assume the meteors appear randomly and independently.
a) What is the probability that no meteors are found in a one-minute interval?
b) What is the probability of observing at least five but not more than eight meteors in
two minutes of observation?
2. If the joint probability density of X and Y is given by
−(𝑥 2 +𝑦 2 )
𝑓(𝑥, 𝑦) = { 4𝑥𝑦𝑒 , 𝑓𝑜𝑟 𝑥 > 0, 𝑦 > 0
0, 𝑒𝑙𝑠𝑒𝑤ℎ𝑒𝑟𝑒
And z = √𝑥 2 + 𝑦 2 find
a) the distribution function of Z:
b) the probability density of Z
3. Given that Y is a random variable with pdf.
1
𝑓(𝑦) = { 2 , −1 < 𝑦 < 1
0, 𝑒𝑙𝑠𝑒𝑤ℎ𝑒𝑟𝑒
Let X = Y2. Find the distribution of X.
4. Let Y have distribution function F(y) and pdf f(y).
a) Show that the transformed random variable X=Y2 has distribution function of the form
G(x) = P(𝑋 ≤x) = F (√𝑥) − F (−√𝑥)
b) If Y has a standard normal distribution, show that the pdf of X is
1 𝑥
1
g (x) = 𝑥 −2 𝑒 −2 , x>0
√2П
c) Identify the density g (x).
5. Let X ~ Gamma (1, 1) and Y ~ Gamma (1, 1) each with a pdf of the form
𝑥
1 α−1 −β
f (x, α ; β) = 𝑥 𝑒 , α>0, β>0, x>0
Г(α)βα
Consider the transformed random variable Z = X + Y. Find the pdf of Z.
6. Let X and Y have the joint pdf
6𝑥𝑦, 0<𝑥<𝑦<1
𝑓(𝑥, 𝑦) = {
0, 𝑒𝑙𝑠𝑒𝑤ℎ𝑒𝑟𝑒
What is the joint pdf of W1 and W2 given by W1 = 𝑋⁄𝑌 and W2 = Y.
1. a. Given
1 , 0 x1 1 , 0 x2 1
f x1 , x2
0 , elsewhere
The transformation is given by
Y1 X1 X 2 ; Y2 X1 X 2
Solving for X 1 and X 2 give
1
X 1 1 (y1 , y 2 ) ( y1 y 2 )
2
1
X 2 2 (y1 , y 2 ) ( y1 y 2 )
2
The transformed limits in the y1 y 2 plane are as follows:
1 1
0 ( y1 y 2 ) 1 and 0 ( y1 y 2 ) 1
2 2
They are equivalent to
y1 y2 , y 2 2 y1 , y 2 y1 , y1 - 2 y 2
Accordingly the new region is shown as:
y2
y2 y1 y2 2 y
y1
1 2
y2 - y1 y2 y1 2
1
The Jacobian is given by
X 1 X 1
Y1 Y2
J
X 2 X 2
Y1 Y2
Where
X 1 1 X 1 1
= ; =
Y1 2 Y2 2
X 2 1 X 2 1
= ; =-
Y1 2 Y2 2
Thus,
1 1
2 2 1
J =-
1 1 2
-
2 2
The joint pdf of ( y1 , y 2 ) is given by
f ( y1 , y 2 ) f [1 (y1 , y 2 ), 2 (y1 , y 2 ) ] J
1
1
2
1
, (y , y ) T
2 1 2
0 , elsewhere
b. The marginal pdf of y, is given by
h ( y1 )
f (y1 , y 2 ) dy2
When 0 y1 1,
1
y1
h ( y1 )
y1 2
dy2
y
1
1
y2
2 y1
1
y1 y1
2
y1
When 1 y1 2,
2 y1 1
h ( y1 ) y1 2 2
dy2
2 y
1
1
y2
2 y1 2
1
(2 y1 ) (y1 2)
2
2 y1
Therefore,
y1 , 0 y1 1
h ( y1 ) 2 y1 , 1 y1 2
0 , elsewhere.
c. The marginal pdf of y 2 is given by
h ( y2 )
f (y1 , y 2 ) dy1
When - 1 y 2 0,
y2 2 1
h ( y2 ) y2 2
dy1
y 2
1
2
y1
2 y2
1
y 2 y 2 2
2
y2 1
When 0 y 2 1,
2 y2 1
h ( y2 ) y2 2
dy1
2 y2
1
y1
2 y2
1
2 y 2 y 2
2
1 y 2
Therefore,
y 2 1 , - 1 y 2 0
h ( y 2 ) 1 y 2 , 0 y 2 1
0 , elsewhere.
2. Given
e x , x 0
f ( x)
0 , x 0
Since x 1 , x 2 , x 3 are iid rv' s, then
e ( x1 x2 x3 ) , x1 0 , x 2 0, x3 0
f ( x1 , x 2 , x3 )
0 , elsewhere
The transformations are
X1 X1 X 2
Y1 , Y2 , Y3 X1 X 2 X 3
X1 X 2 X1 X 2 X 3
Solving for x 1 , x 2 , x 3 give
x 1 y1 y 2 y 3
x 2 y 2 y 3 (1 - y1 )
x 3 y 3 (1 - y 2 )
The transformed limits are:
0 y1 y 2 y 3 , 0 y 2 y 3 (1 - y1 ) , 0 y 3 (1 - y 2 )
These are equivalence to
y1 0 , y 2 0 , y 3 0 , y1 1 , y 2 1
Implies that
0 y1 1 , 0 y 2 1, 0 y 3
The Jacobian of the transformation is given by
X 1 X 1 X 1
Y1 Y2 Y3
X 2 X 2 X 2
J
Y1 Y2 Y3
X 3 X 3 X 3
Y1 Y2 Y3
Where,
X 1 X 1 X 1
= y 2 y3 ; = y1 y 3 ; = y1 y 2
Y1 Y 2 Y3
X 2 X 2 X 2
= - y2 y3 ; = y 3 (1 y1 ) ; = y 2 (1 y1 )
Y1 Y2 Y3
X 3 X 3 X 3
=0; = - y3 ; = 1 y 2
Y1 Y2 Y3
Thus,
y2 y3 y1 y 3 y1 y 2
J - y 2 y3 y 3 (1 y1 ) y 2 (1 y1 )
0 - y3 1 y2
y 3 (1 y1 ) y 2 (1 y1 ) - y2 y3 y 2 (1 y1 ) - y2 y3 y 3 (1 y1 )
= y 2 y3 - y1 y 3 + y1 y 2
- y3 1 y2 0 1 y2 0 - y3
= y 2 y 3 [ y 3 (1 y1 )(1 y 2 ) + y 2 y 3 (1 y1 ) ] y1 y 3 [ - y 2 y 3 ( 1 y 2 )] + y1 y 2 ( y 2 y 32 )
= y 2 y 3 (1 y1 ) [ y 3 y 2 y 3 + y 2 y 3 ] + y1 y 3 [ y 2 y 3 y 22 y 3 ] + y1 y 2 ( y 2 y 32 )
= y 2 y 32 (1 y1 ) + y1 y 2 y32 y1 y 22 y32 + y1 y 22 y32
= y 2 y 32 y1 y 2 y32 + y1 y 2 y32
= y 2 y 32
The joint pdf of y1 , y 2 , y 3 is given by
f ( y1 , y 2 , y 3 ) f [1 (y1 , y 2 , y 3 ), 2 (y1 , y 2 , y 3 ), 3 (y1 , y 2 , y 3 ) ] J
e - y3 y 2 y32
Thus,
y 2 y32 e -y3 , 0 y1 1 , 0 y 2 1, 0 y 3
f ( y1 , y 2 , y 3 )
0 , elsewhere
The pdf of y1 is given by
h ( y1 ) f (y , y 1 2 , y 3 ) dy2 dy3
1
y
0 0
2 y 32 e - y3 dy2 dy3
1 2 - y3 2 1
2 0
y 3 e [ y 2 ] dy3
0
1 2 - y3
2 0
y 3 e dy3
3
1
2
1
2
2
1 , 0 y1 1
Therefore, Y1 ~ U (0,1)
The pdf of y 3 is given by
1 1
h ( y3 ) y
0 0
2 y 32 e - y3 dy1 dy2
1 1
y 2 y 32 e - y3 [ y1 ] dy2
0 0
1
y32 e -y 3 0
y 2 dy 2
1
1 2
y e 2 - y3
3 2 y2
0
1 2 - y3
y3 e , 0 y 3
2
1
y 32 e - y3 , 0 y 3
(3)
Therefore, Y3 ~ (3,1)
UNIVERSITY OF CAPE COAST
DEPARTMENT OF STATISTICS
STA 301: PROBABILITY DISTRIBUTIONS
TUTORIAL SET 1
1. Let X and Y have the joint pmf described as follows:
(x,y) (1,1) (1,2) (1,3) (2,1) (2,2) (2,3)
2 4 3 1 1 4
P(x,y) 15 15 15 15 15 15
and p(x,y) is equal to zero elsewhere.
a. Find the means 𝜇𝑥 and 𝜇𝑦 , the variances 𝜎𝑥2 and 𝜎𝑦2 correlation coefficient 𝜌.
b. Compute E[Y/X=1] and E[Y/X=2]
c. Find E[Var(Y/X)]
2. Suppose Y and X are discrete random variables characterized with joint pdf of the form:
1
𝑔(𝑥, 𝑦) = {7 (𝑦 + 𝑥), 𝑥 = 1,2,3 𝑦 = 1,2
0, 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
1
a. Compute E[Y/X = 2]
3. Consider the joint pdf of W and Z.
𝑒 −𝑧 , 0<𝑤<𝑧<∞
𝑔(𝑧, 𝑤) = {
0, 𝑒𝑙𝑠𝑒𝑤ℎ𝑒𝑟𝑒
Find the conditional variance of Z given W=w.
4. Let Y and Z be two random variables such that the joint pdf is of the form
𝑧𝑒 −𝑧(1+𝑦) , 𝑧 > 0, 𝑦 > 0
𝑔(𝑧, 𝑤) = {
0, 𝑒𝑙𝑠𝑒𝑤ℎ𝑒𝑟𝑒
Find the regression function of Y on Z.
5. X and Y are jointly continuous with joint pdf
𝑥𝑦
𝑐𝑥 2 + , 0 ≤ 𝑥 ≤ 1, 0 ≤ 𝑦 ≤ 2
𝑓(𝑥, 𝑦) = { 3
0, 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
a. Find c.
b. Find the marginal pdf”s of X and Y
c. Find cov(x,y)
6. Given that X and Y are random variables such that
E[X/Y=y] = 2 – y and
1
E[Y/X=x] = 3 – 4 𝑥
What is the correlation co-efficient of X and Y?
UNIVERSITY OF CAPE COAST
DEPARTMENT OF STATISTICS
STA 301: PROBABILITY DISTRIBUTIONS
TUTORIAL SET 2
1. The number of meteors found by a radar system in any 30-second interval under specified
conditions averages 1.81. Assume the meteors appear randomly and independently.
a) What is the probability that no meteors are found in a one-minute interval?
b) What is the probability of observing at least five but not more than eight meteors in
two minutes of observation?
2. If the joint probability density of X and Y is given by
−(𝑥 2 +𝑦 2 )
𝑓(𝑥, 𝑦) = { 4𝑥𝑦𝑒 , 𝑓𝑜𝑟 𝑥 > 0, 𝑦 > 0
0, 𝑒𝑙𝑠𝑒𝑤ℎ𝑒𝑟𝑒
And z = √𝑥 2 + 𝑦 2 find
a) the distribution function of Z:
b) the probability density of Z
3. Given that Y is a random variable with pdf.
1
𝑓(𝑦) = { 2 , −1 < 𝑦 < 1
0, 𝑒𝑙𝑠𝑒𝑤ℎ𝑒𝑟𝑒
Let X = Y2. Find the distribution of X.
4. Let Y have distribution function F(y) and pdf f(y).
a) Show that the transformed random variable X=Y2 has distribution function of the form
G(x) = P(𝑋 ≤x) = F (√𝑥) − F (−√𝑥)
b) If Y has a standard normal distribution, show that the pdf of X is
1 𝑥
1
g (x) = 𝑥 −2 𝑒 −2 , x>0
√2П
c) Identify the density g (x).
5. Let X ~ Gamma (1, 1) and Y ~ Gamma (1, 1) each with a pdf of the form
𝑥
1 α−1 −β
f (x, α ; β) = 𝑥 𝑒 , α>0, β>0, x>0
Г(α)βα
Consider the transformed random variable Z = X + Y. Find the pdf of Z.
6. Let X and Y have the joint pdf
6𝑥𝑦, 0<𝑥<𝑦<1
𝑓(𝑥, 𝑦) = {
0, 𝑒𝑙𝑠𝑒𝑤ℎ𝑒𝑟𝑒
What is the joint pdf of W1 and W2 given by W1 = 𝑋⁄𝑌 and W2 = Y.