Problem Set 3
1. The discrete random variable Y has a probability distribution shown below:
Y: -3 -2 -1 0 1
𝑓 (Y): 0.10 0.25 0.30 0.15 k
Find
a. k
b. P(-3<Y<0)
c. P(≥ −1)
2. Consider the probability distribution of the random variable X
X 0 1 2 3
𝑓(𝑋) 20/120 60/120 36/120 4/120
Find the cumulative distribution function.
3. A coin is tossed three times. If 𝑋 is the random variable representing the number of heads obtained, find the cumulative
distribution of 𝑋.
4. A continuous random variable 𝑋 has the following density function.
2
𝑓(𝑥) = (1 + 𝑥), 2<𝑥<5
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= 0, Elsewhere
a. Verify that it satisfies the condition of Probability density function
b. Find P(X<4)
c. Find P(3<X<4)
d. Find the cumulative density function
5. Suppose that 𝑋 and 𝑌 have the following density function
𝑓(𝑥, 𝑦) = 𝑘𝑦 ! 𝑓𝑜𝑟 0 ≤ 𝑥 ≤ 2, 0 ≤ 𝑦 ≤ 1
= 0 Otherwise
Determine the constant 𝑘 and find 𝑃(𝑥 ≤ 1)
6. For the following probability distributions, show that 𝑋 and 𝑌 are not independent
𝑥+𝑦
𝑓(𝑥, 𝑦) = , 0 < 𝑥 < 2, 0 < 𝑦 < 2
8
𝑓(𝑥, 𝑦) = 6𝑥𝑦 ! , 0 ≤ 𝑥 ≤ 1, 0 ≤ 𝑦 ≤ 1
7. Verify that
1
𝑓(𝑥) = , 𝑎<𝑥<𝑏
𝑏−𝑎
And 𝑓(𝑥) = 0 otherwise, is a valid probability distribution also find the cumulative distribution.
8. Show that the following functions are joint probability mass functions:
"
a. 𝑓(𝑥, 𝑦) = , 𝑥 = 1,2,3,4,5,6. 𝑦 = 1,2,3,4,5,6
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b. 𝑓(𝑥, 𝑦) = #!
, 𝑥 = 1,2. 𝑦 = 1,2,3,4
9. Consider the following probability distribution of 𝑋 and 𝑌
𝑥+𝑦
𝑓(𝑥, 𝑦) = , 𝑥 = 1,2,3. 𝑦 = 1,2
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a. Obtain the marginal distributions of 𝑋 and 𝑌
b. Find 𝑓(𝑥|1)
c. 𝑃(𝑋 = 2|𝑌 = 1)
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10. If 𝑓(𝑥) = ( , 𝑥 = 1,2,3,4,5, find the value of K
a. Find 𝑃(𝑥 ≥ 3)