Practice Problems:

Unit-I(B)

1. If X and Y are independent random variables, show that their joint probability
mass function (PMF) is the product of their individual PMFs.

2. In an experiment, the time between successive emissions of two radioactive sources

is recorded as random variables X and Y . Derive their joint probability density
function (PDF) assuming independence.

3. X and Y are the number of particles detected by two adjacent detectors, modeled
as independent Poisson random variables with means λ1 = 4 and λ2 = 6. Find the
joint PMF P (X = 3, Y = 5).

4. The joint PDF of X and Y is given by:


ce−(x+y) , x, y ≥ 0,
fX,Y (x, y) =
0, otherwise.

Find the value of c and the marginal distributions of X and Y .

5. A particle’s velocity components Vx and Vy in 2D are jointly Gaussian with zero

mean and variance σ 2 . Derive the joint PDF.

6. Two detectors measure photons, with counts X and Y following independent Bino-
mial distributions Binomial(n1 , p) and Binomial(n2 , p). Find the joint PMF. Obtain
the conditional probability P (X = k|X + Y = m) for the setup in Question 11.

7. Two random variables X and Y represent the number of photons emitted by two
lasers per unit time, modeled as independent Poisson random variables. Find the
joint PMF and the probability P (X + Y = 5).

8. Show that the sum of two independent Poisson random variables X ∼ Poisson(λ1 )
and Y ∼ Poisson(λ2 ) is Z ∼ Poisson(λ1 + λ2 ).

9. The heights of two correlated particles in a liquid are modeled as jointly normal
random variables with correlation coefficient ρ. Find the joint PDF and calculate
P (X + Y ≤ 3).

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10. In a two-slit interference experiment, the probabilities of photon detections at po-
sitions X and Y are given by a joint PDF. Calculate the probability of a photon
landing within a specified region.

11. The joint PMF of X and Y is:

(x + y)! x y
P (X = x, Y = y) = p q ,
x!y!
where x, y ≥ 0 and p + q = 1. Identify the type of distribution and derive its
marginal distributions.

12. The joint distribution of X and Y represents correlated forces on two objects.
Derive the probability that both forces exceed a given threshold.

13. In fluid dynamics, velocities Vx and Vy follow a bivariate normal distribution. Dis-
cuss the physical implications of their correlation.

14. Solve: A particle’s position in 2D is modeled as X ∼ Uniform(0, 1) and Y = X 2 .

Find the joint PDF of X and Y .

15. A photon detection system records arrival times T1 and T2 as independent expo-
nential random variables. Derive the joint distribution of T1 and T2 and calculate
P (T1 < T2 ).

16. Two random variables X and Y represent the momentum components of a particle
in 2D. If X and Y are uncorrelated, prove that Cov(X, Y ) = 0.

17. A bivariate random variable (X, Y ) has joint PDF:


k(x + y), 0 ≤ x, y ≤ 1,
f (x, y) =
0, otherwise.

Find k and the marginal PDFs.

18. A random vector X = (X, Y, Z) follows a multivariate normal distribution. Derive

the joint distribution of X and Y conditioned on Z = z.

19. In signal processing, the amplitudes of two signals are jointly distributed as:
 2
a1 + a22

1
f (a1 , a2 ) = exp − .
2πσ 2 2σ 2

Calculate the probability that both amplitudes are less than σ.

20. In cosmology, the mass and luminosity of galaxies are modeled using bivariate
distributions. Discuss how their correlation affects observational data.

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21. Solve: Two random variables X and Y represent the temperature and pressure
fluctuations in a star, modeled as a bivariate normal distribution. Calculate the
probability of both fluctuations being within one standard deviation of their respec-
tive means.

22. In particle physics, the momenta of two particles in a collision are modeled using
multivariate normal distributions. Derive the marginal and conditional distribu-
tions of one particle’s momentum given the other.
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23. For the random variables X and Y with covariance Cov(X, Y ) = 3, variances σX =4
2
and σY = 9, calculate the correlation coefficient ρ.

24. A particle’s position components X and Y have a covariance matrix:

" #
4 2
Σ= .
2 3

Find the eigenvalues and eigenvectors of Σ.

25. Given the covariance matrix: "

#
5 3
Σ= ,
3 4
perform eigendecomposition and interpret the results in the context of correlated
measurements.

26. The CDF of a random variable X is given by FX (x) = 1 − e−x for x ≥ 0. Find the
PDF and calculate P (1 ≤ X ≤ 2).

27. For a normal random variable X ∼ N (µ = 10, σ 2 = 4), calculate the 25th and 75th
percentiles.

28. The position of a particle is modeled by the random variable X with CDF:

0, x < 0,



FX (x) = x2 , 0 ≤ x ≤ 1,


1, x > 1.


Find the PDF and calculate P (0.2 ≤ X ≤ 0.8).

29. For a random variable X with CDF FX (x) = 1 − e−λx for x ≥ 0, derive the median.

30. The lifetime of a component follows a random variable X with CDF FX (x) =
1 − e−x/10 . Find the 90th percentile of the lifetime.

31. For a sample of size n from an exponential distribution with mean 1/λ, derive the
maximum likelihood estimator (MLE) of λ.

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32. A random sample of size n = 10 from a normal distribution yields a sample mean
of X̄ = 5 and sample variance s2 = 4. Construct a 95

33. In a particle counting experiment, 20 events are observed in 10 seconds. Construct

a 95% confidence interval for the true rate of events per second.

34. A random sample of size n = 100 is drawn from a population with mean µ = 50
and standard deviation σ = 10. Use the CLT to approximate the probability that
the sample mean exceeds 52.

35. For independent random variables X1 , X2 , . . . , Xn with mean µ and variance σ 2 ,

derive the distribution of the sample mean as n → ∞ using the CLT.

36. A detector records the arrival times of particles. The times are modeled as indepen-
dent exponential random variables. Use the CLT to approximate the distribution
of the sum of 50 arrival times.

37. In an experiment, the total energy of a system is the sum of independent contribu-
tions from n = 30 subsystems. Each contribution follows an exponential distribu-
tion with mean µ = 2. Approximate the probability that the total energy exceeds
70.

38. Measurements of a particle’s position are repeated 100 times, with independent
errors following a uniform distribution on [−1, 1]. Use the CLT to approximate the
probability that the average error exceeds 0.2.