N ATIONAL U NIVERSITY OF S INGAPORE
D EPARTMENT OF S TATISTICS AND DATA S CIENCE
ST2334 P ROBABILITY AND S TATISTICS
S EMESTER II, AY 2024/2025
Tutorial 05
Please work on the questions before attending the tutorial.
Exam Format Questions
1. Multiple choice question: choose the unique correct answer.
Let fX,Y (x, y) be the joint probability function for the random vector (X,Y ). Which of the follow-
ing statement is INCORRECT?
(a) If both X and Y are discrete random variables, then for any set of real numbers: a1 , . . . , an ,
n
and b, we must have ∑ fX,Y (ai , b) ≤ 1.
i=1
(b) If both X and Y are continuous random variables, then for any interval (a, b) and a real
Z b
number c, we must have fX,Y (x, c)dx ≤ 1.
a
(c) Suppose that X and Y are discrete random variables; a1 , . . . , an , and b are real numbers. If
n
∑ fX,Y (ai , b) > 0, then we must have P(Y = b) > 0
i=1
(d) Suppose that X and Y are continuous random variables; (a, b) is an interval; c is a real
Z b
number. If fX,Y (x, c)dx > 0, then we must have fY (c) > 0, where fY (y) denotes the
a
marginal probability function of Y .
2. Multiple choice question: choose the unique correct answer.
Each rear tire on an experimental airplane is supposed to be filled to a pressure of 40 pound per
square inch (psi). Let X denote the actual air pressure (in 10 pound per square inch) for the right
tire and Y denote the actual air pressure (in 10 pound per square inch) for the left tire. Suppose
that X and Y are random variables with the joint density
k(x2 + y2 ), 3 ≤ x ≤ 5, 3 ≤ y ≤ 5;
fX,Y (x, y) =
0, elsewhere.
Which of the following is INCORRECT?
(a) We must have k = 3/392.
(b) P(3 ≤ X ≤ 4, 4 ≤ Y ≤ 5) = 0.25.
1
(c) The marginal probability function for X is given by fX (x) = (3x2 + 49).
196
(d) P(3.5 < X < 4) = 0.1925.
3. Multiple choice question: choose the unique correct answer.
The joint probability function of (X,Y ) is given below.
1
x
y
0 1
0 0.25 0.35
1 0.23 0.17
Then E(3X + 2Y ) =?
(a) 1.87
(b) 2.36
(c) 2.45
(d) 3.11
(e) None of the given options.
4. Fill in the blank.
Let X denote the number of times a certain numerical control machine will malfunction: 1, 2, or 3
times on any given day. Let Y denote the number of times a technician is called on an emergency
call. Their joint probability distribution is given below.
x
fX,Y (x, y) 1 2 3
1 0.05 0.05 0.1
y 2 0.05 0.10 0.35
3 0 0.2 0.1
Compute P(Y = 3|X = 2).
Answer: 0.5714
5. Fill in the blank.
Let X denote the number of times a certain numerical control machine will malfunction: 1, 2, or 3
times on any given day. Let Y denote the number of times a technician is called on an emergency
call. Their joint probability distribution is given below.
x
fX,Y (x, y) 1 2 3
1 0.05 0.05 0.1
y 2 0.05 0.10 0.35
3 0 0.2 0.1
compute E(X|Y = 2). P(Y=2) = 0.05 + 0.1 + 0.35 = 0.5
Answer: 2.6
Analytical Questions
1. From a sack of fruit containing 3 oranges, 2 apples, and 3 bananas, a random sample of 4 pieces
of fruit is selected. If X is the number of oranges and Y is the number of apples in the sample, find
(a) the joint probability distribution of X and Y ;
(b) P(X = 1,Y = 1);
2
(c) P(X +Y ≤ 2);
(d) fX (x);
(e) fY |X (y|2) and hence P(Y = 0|X = 2).
2. Two random variables have the joint density
x1 x2 , for 0 < x1 < 2, 0 < x2 < 1;
f (x1 , x2 ) =
0, elsewhere.
(a) Find the probability that both random variables will take on values less than 1.
(b) Find the marginal densities of the two random variables, and check whether the two random
variables are independent.
(c) Find the expected value of the random variable whose values are given by g(x1 , x2 ) = x1 + x2 .
3. Suppose that X and Y are random variables having the joint probability function below.
x
f (x, y) 2 4
1 0.10 0.15 0.25
y 3 0.20 0.30 0.50
5 0.10 0.15 0.25
0.40 0.60
(a) Determine whether X and Y are independent.
(b) Find E(Y |X = 2).
(c) Find E(X|Y = 3).
(d) Find E(2X − 3Y ).
(e) Find E(XY ).
(f) Find V (X) and V (Y ).
Answers for Some of the Analytical Questions
3 2 3
1. (a) f (x, y) = x y 4−x−y
, x = 0, 1, 2, 3, y = 0, 1, 2, 2. (a) 1/4; (b) f1 (x1 ) = x1 /2, 0 ≤ x1 ≤ 2; f2 (x2 ) = 2x2 , 0 ≤ x2 ≤ 1;
8
4 (c) 2.
3 5
1 ≤ x + y ≤ 4; (b) 0.2571; (c) 0.5; (d) fX (x) = x 84−x , x = 0, 1, 2, 3.
4
1 2
3
(e) fY |X (y|2) = 10 y 2−y , y = 0, 1, 2; 0.3. 3. (a) Independent; (b) 3; (c) 3.2; (d) −2.6; (e) 9.6; (f) 0.96; 2.