PROBABILITY, STATISTICS AND RANDOM PROCESSES
PROBLEM SET8 – Durga Sivakumar
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1. The joint pdf of X and Y is given by 𝑓(𝑥, 𝑦) = "
, 0 < 𝑥 < 𝑦, 0 < 𝑦 < ∞. Compute
𝐸(𝑋 # |𝑌 = 𝑦).
2. Let X and Y respectively be the random variables corresponding to the genre of the movies
you browse and watch on an OTT platform. Four genres, namely Action, Love/Romance,
Crime thriller and Documentary are labelled 1 to 4. The joint pmf of X and Y is given below.
X\Y 1 2 3 4
1 1/4 0 0 0
2 1/8 1/8 0 0
3 1/12 1/12 1/12 0
4 1/16 1/16 1/16 1/16
i) find the pmf of the genre of the movies you browse.
ii) find the conditional pmfs of the genre of the movies you watch given that you browsed a
genre.
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3. Given the joint pdf, 𝑓(𝑥, 𝑦) = "
, 0 < 𝑥 < 𝑦, 0, 𝑦 < ∞, find 𝐸(𝑋 # |𝑌 = 𝑦).
4. Let X ~U(0,1) and given X=x, Y~U(0,x). Find the conditional pdf of Y given X.
5. A 7-segment display shows any number from 0 to 9 at random (equal probabilities).
Let X be the indicator random variable of whether the blue segment is on. Similarly, Y is the
indicator for the red segment. Find the conditional distribution of Y given X.
6. The lifetime T of a product defined as the amount of time (in years) the product works
properly until it breaks down is exponentially distributed with a mean of 5 years. I purchase
the product and use it for two years without any problems. What is the probability that it breaks
down in the third year?