Indian Institute of Technology, Bombay Chemical Engineering
CL205: AI & DS (30 August 2025) Tutorial 3
Topics: Multiple random variables, joint, marginal, conditional distribution/density function, in-
dependence
1. The continuous random variables X and Y have the joint probability density function (pdf )
cxy(1 − y), 0 < x < 2, 0 < y < 1
fX,Y (x, y) =
0, otherwise
(a) Find the value of c if this is to be a valid pdf.
(b) Determine the joint probability distribution function FX,Y (x, y).
2. (Dekking et al., 2010): Let X and Y be two discrete random variables, with joint probability
mass function pX,Y (x, y) given by Table 1. In the Table, is an arbitrary (and unknown) number
between −1/4 and 1/4. The columns correspond to X and the rows correspond to Y . Complete
the table, and conclude that we cannot retrieve the joint PMF pX,Y (x, y) from the marginal
PMFs pX (x) and pY (y).
y −→
0 1 pX (x)
0 1/4 − 1/4 + ...
−→
x
1 1/4 + 1/4 − ...
pY (y) ... ... ...
Table 1: Joint PMF
3. (Dekking et al., 2010): Let X and Y be two discrete random variables. Their joint probability
mass function is listed in Table 2. What is
(a) P (X = Y )?
(b) P (X + Y = 5)?
(c) P (1 < X ≤ 3, 1 < Y ≤ 3)?
(d) P (X ∈ {1, 4}, Y ∈ {1, 4})?
y −→
1 2 3 4
1 16/136 3/136 2/136 13/136
2 5/136 10/136 11/136 8/136
−→
x
3 9/136 6/136 7/136 12/136
4 4/136 15/136 14/136 1/136
Table 2: Melencolia joint PMF
Note: Variables X, Y have joint probability mass function as in Table 2 are said to have Melen-
colia distribution. This is motivated by melencolia engraving of German artist Albrecht Dürer
([Link] Note that in the Table, the sums of numbers in
each row, column, and diagonal is the same.
4. Solve the following problems from Chapter 4, Sheldon Ross, Introduction to Probability and
Statistics for Engineers and Scientists, 4th Edition, Academic Press:
10.
11: In this problem, variable with uniform distribution over (0,1) means that its probability
density function is 1 over (0,1) and 0 elsewhere.
12: In this problem, the density function should have xe(−x−y) instead of xe(−x+y) .
13, 14, 15.
45: Part(a) can be attempted now. Part (b) can be attempted once we have covered Expectations
topic.
5. (Ogunnaike 2010): The reliability of the temperature control system for a commercial, highly
exothermic polymer reactor is known to depend on the lifetimes (in years) of the control hardware
electronics, X1 , and of the control valve on the cooling water line, X2 ; the joint pdf is:
1 −(0.2x1 +0.1x2 )
50 e , 0 < x1 < ∞, 0 < x2 < ∞
f (x1 , x2 ) =
0 otherwise
(a) Determine the probability that the control valve outlasts the control hardware electronics.
(b) Determine the converse probability that the controller hardware electronics outlast the
control valve.
(c) If a component is replaced every time it fails, how frequently can one expect to replace
the control valve, and how frequently can one expect to replace the controller hardware
electronics?
(d) If it costs Rs. 2,00,000 to replace the control hardware electronics and Rs. 1,00,000 to
replace the control valve, how much should be budgeted over the next 20 years for keeping
the control system functioning, assuming all other characteristics remain essentially the
same over this period?
Note: Parts (c),(d) involves notion of expected value". They can be attempted later after this
topic has been covered.