Module II (18MAB203T)

Dr. E. Suresh
Assistant Professor
Department of Mathematics
College of Engenerring & Technology
SRM Institute of Science and Technology

Academic Year 2020 − 2021 (Even Semester)

18MAB203T - Probability & Stochastic Processes
[Link] Module II (18MAB203T)
Module II Two Dimensional Random variables

Joint distributions - Marginal and conditional distributions

Joint distributions

(a) For discrete r.v. (X , Y ):

Joint Probability mass function is
pij = P (X = xi , Y = yj ) , i = 1, 2, ..., m and j = 1, 2, ..., n
and satisfying basic conditions (properties)
i) X pij ≥
X0 ∀ i and j
ii) pij = 1
j i

[Link] 18MAB203T
Module II Two Dimensional Random variables

Joint distributions

(b) For continuous r.v. (X , Y ):

Joint Probability density function is
fXY (x, y ) or f (x, y )
and satisfying basic conditions (properties)
i) f (x, y ) ≥ 0 ∀ (x, y )
Z∞ Z∞
ii) f (x, y ) dx dy = 1
−∞ −∞

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Module II Two Dimensional Random variables

Joint distributions
(a) For discrete (X , Y ):
(i) Marginal p.m.f. of X :
X
pi∗ = pX (xi ) = P (X = xi ) = pij
j
(ii) Marginal p.m.f. of Y :
X
p∗j = pY (yj ) = P (Y = xj ) = pij
i

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Module II Two Dimensional Random variables

(b) For continuous (X , Y ):

(i) Marginal p.d.f. of X :
Z∞
fX (x) or f (x) = f (x, y ) dy and
−∞
Note 1: fX (x) ⇒ It is function of only x and hence
Integration is w.r.t. y .
Zb
P(a < X < b) = fX (x) dx
a

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Module II Two Dimensional Random variables

(ii) Marginal p.d.f. of Y :

Z∞
fY (y ) or f (y ) = f (x, y ) dx and
−∞
Zb
P(a < Y < b) = fY (y ) dy
a

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Module II Two Dimensional Random variables

Conditional Probability Functions

(a) For discrete (X , Y ):

(i) Conditional p.m.f. of X given Y = yj is
P (X = xi , Y = yj ) pij
P (X = xi /Y = yj ) = =
P (Y = yj ) p∗j
(ii) Conditional p.m.f. of Y given X = xi is
P (X = xi , Y = yj ) pij
P (Y = yj /X = xi ) = =
P (X = xi ) pi∗
(iii) For independent X and Y :
pij = pi∗ p∗j
and the converse is also true.

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Module II Two Dimensional Random variables

(b) For continuous (X , Y ):

(i) Conditional p.d.f. of X given Y = y is
f (x, y )
fX /Y (x/y ) or f (x/y ) = and
fY (y )
(ii) Conditional p.d.f. of Y given X = x is
f (x, y )
fY /X (y /x) or f (y /x) = and
fX (x)
(iii) For independent X and Y :
f (x, y ) = fX (x) · fY (y )

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Distribution Functions

(a) Joint Distribution Function:

 PP
p , for discrete r.v. (X , Y )
 j i ij

F (x, y ) = Rx Ry

 f (x, y ) dx dy , for continuous r.v. (X , Y )
−∞ −∞

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Distribution Functions

(b) Properties of F (x, y ):

(i) FX ,Y (−∞, y ) = FX ,Y (x, −∞) = FX ,Y (−∞, −∞) = 0
(ii) FX ,Y (∞, ∞) = 1
(iii) 0 ≤ FX ,Y (x, y ) ≤ 1
(iv) FX ,Y (x, y ) is a non-decreasing function of x and y .
(v) FX ,Y (x, ∞) = FX (x) and FX ,Y (∞, y ) = FY (y )
(vi) P(a < X < b, Y = y ) = F (b, y ) − F (a, y )
(vii) P(X = x, c < Y < d) = F (x, d) − F (x, c)
(viii) P(a < X < b, c < Y < d) = F (b, d) − F (a, d) − F (b, c) + F (a, c)
∂ 2 F (x, y )
(ix) At points of continuity : f (x, y ) =
∂x∂y

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Distribution Functions

Expectations :

(a)
 P P
 j i g (xi , yj ) pij
 , for d.r.v. (X , Y )
E [g (X , Y )] = R∞ R∞

 g (x, y ) f (x, y ) dx dy , for c.r.v. (X , Y )
−∞ −∞

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Expectations :
(b) Properties of Expected Values :
Z∞
(i) E [g (X )] = g (x) fX (x) dx
−∞
 P
 i xi pi∗
 , for discrete r.v.
∴ Mean of X = E (X ) = R∞

 x fX (x) dx , for continuous r.v.
−∞

R∞
E [h (Y )] = h (y ) fY (y ) dy
−∞
 P
 j yj p∗j
 , for discrete r.v.
∴ Mean of Y = E (Y ) = R∞

 y fY (y ) dy , for continuous r.v.
−∞

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Expectations :

(ii) E (X + Y ) = E (X ) + E (Y ) and

E (a1 X1 + a2 X2 + · · · + an Xn ) = a1 E (X1 )+a2 E (X2 )+· · ·+an E (Xn )

(iii) In general, E (XY ) 6= E (X ) · E (Y ).

If X and Y are independent, then

E (XY ) = E (X ) · E (Y )

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DRV Problem No. 1

The joint probability mass function of X and Y is

Y 0 1 2
X
0 0.1 0.04 0.02
1 0.08 0.20 0.06
2 0.06 0.14 0.30

Compute the marginal distribution function of X and Y . Find

P(X ≤ 1, Y ≤ 1) and check whether X and Y are independent.

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DRV Problem No. 1

Solution : Given X and Y are discrete random variables

The joint probability mass function of X and Y is
P
Y 0 1 2 p (x, y )
x
X
0 0.1 0.04 0.02 0.16
1 0.08 0.20 0.06 0.34
2 0.06 0.14 0.30 0.5
P
p (x, y ) 0.24 0.38 0.38 1
y

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DRV Problem No. 1

The marginal probability mass function of X is

X 0 1 2
p (x) 0.16 0.34 0.5

The marginal probability mass function of Y is

Y 0 1 2
p (y ) 0.24 0.38 0.38

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DRV Problem No. 1

Now P (X ≤ 1, Y ≤ 1)
= P (X = 0, Y = 0) + P (X = 0, Y = 1)
+P (X = 1, Y = 0) + P (X = 1, Y = 1)
= 0.1 + 0.04 + 0.08 + 0.20 = 0.42
To check X and Y are independent or not
Consider
P (X = 1, Y = 2) = 0.06, P (X = 1) = 0.34 and
P (Y = 2) = 0.38
P (X = 1) P (Y = 2) = 0.34 × 0.38 = 0.1292
⇒ 0.06 6= 0.1292
P (X = 1, Y = 2) 6= P (X = 1) P (Y = 2)
Hence X and Y are not independent.

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DRV Problem No. 2

Given the following bivariate probability distribution, (i) Compute

the marginal distribution function of X and Y . (ii) the conditional
distribution of X given Y = 2 (iii) Check X and Y are independent.

Y -1 0 1
X
0 1/15 2/15 1/15
1 3/15 2/15 1/15
2 2/15 1/15 2/15

Compute the marginal distribution function of X and Y . Find

P(X ≤ 1, Y ≤ 1) and check whether X and Y are independent.

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DRV Problem No. 2

Solution : Given X and Y are discrete random variables

The joint probability mass function of X and Y is
P
Y 0 1 2 p (x, y )
x
X
0 1/15 2/15 1/15 4/15
1 3/15 2/15 1/15 6/15
2 2/15 1/15 2/15 5/15
P
p (x, y ) 6/15 5/15 4/15 1
y

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DRV Problem No. 2

(i) To find the marginal probability mass function of X and Y

The marginal probability mass function of X is

X -1 0 1
p (x) 6/15 5/15 4/15

The marginal probability mass function of Y is

Y 0 1 2
p (y ) 4/15 6/15 5/15

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DRV Problem No. 2

(ii) The conditional distribution of X given Y = 2

P (X = xi , Y = 2)
P (X = x/Y = 2) = , i = −1, 0, 1
P (Y = 2)
when x = −1,
P (X = −1, Y = 2) 2/15 2
P (X = −1/Y = 2) = = =
P (Y = 2) 5/15 5
P (X = 0, Y = 2) 1/15 1
when x = 0, P (X = 0/Y = 2) = = = .
P (Y = 2) 5/15 5
P (X = 1, Y = 2) 2/15 2
when x = 1, P (X = 1/Y = 2) = = =
P (Y = 2) 5/15 5

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DRV Problem No. 2

(iii) To check X and Y are independent or not

Consider
P (X = −1, Y = 0) = 1/15, P (X = −1) = 6/15 and
P (Y = 0) = 4/15
P (X = −1) P (Y = 0) = 6/15 × 4/15 = 24/225
⇒ 1/15 6= 24/225
P (X = −1, Y = 0) 6= P (X = −1) P (Y = 0)
Hence X and Y are not independent.

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DRV Problem No. 3

A two dimensional random variable has (X , Y ) as a joint p.m.f.

p(x, y ) = k(2x + 3y ), x = 0, 1, 2; y = 1, 2, 3. Find
(a) Conditional. probability distribution of X given Y .
(b) Probability distribution of X + Y
Solution : Given discrete random variables X and Y with joint
pmf as

p(x, y ) = k(2x + 3y ), x = 0, 1, 2; y = 1, 2, 3.

which contains an unknown k.

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DRV Problem No. 3
The joint pmf is
X
0 1 2
1 3k 5k 7k
Y 2 6k 8k 10k
3 9k 11k 13k
To find k, use
XX
P(X = x, Y = y ) = 1
∀x ∀y

P(X ≤ 2, Y ≤ 3) = 1
3k + 5k + 7k + 6k + 8k + 10k + 9k + 11k + 13k = 1
72k = 1
1
∴k =
72
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DRV Problem No. 3

The joint probability mass function of X and Y is

P
Y 1 2 3 p (x, y )
x
X
0 3/72 6/72 9/72 18/72
1 5/72 8/72 11/72 24/72
2 7/72 10/72 13/72 30/72
P
p (x, y ) 15/72 24/72 33/72 1
y

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DRV Problem No. 3

The marginal probability mass function of X is

X 0 1 2
p (x) 18/72 24/72 30/72

The marginal probability mass function of Y is

Y 1 2 3
p (y ) 15/72 24/72 33/72

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DRV Problem No. 3
(a). The conditional distribution of X given Y = y
P (X = xi , Y = yj )
P (X = xi /Y = yj ) = , i = 0, 1, 2, j = 1, 2, 3
P (Y = yj )
Case(i) Y = 1
when X = 0,
3
P (X = 0, Y = 1) 3 1
P (X = 0/Y = 1) = = 72 = =
P (Y = 1) 15 15 5
72
when X = 1,
5
P (X = 1, Y = 1) 5 1
P (X = 1/Y = 1) = = 72 = =
P (Y = 1) 15 15 3
72
7
P (X = 2, Y = 1) 7
when X = 2, P (X = 2/Y = 1) = = 72 =
P (Y = 1) 15 15
72
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DRV Problem No. 3

Case(ii) Y = 2, when X = 0,
6
P (X = 0, Y = 2) 6 1
P (X = 0/Y = 2) = = 72 = =
P (Y = 2) 24 24 4
72
when X = 1,
8
P (X = 1, Y = 2) 72 8 1
P (X = 1/Y = 2) = = = =
P (Y = 2) 24 24 3
72
when X = 2,
10
P (X = 2, Y = 2) 10 5
P (X = 2/Y = 2) = = 72 = =
P (Y = 2) 24 24 12
72

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DRV Problem No. 3

Case(iii) Y = 3
when X = 0,
9
P (X = 0, Y = 3) 9 3
P (X = 0/Y = 3) = = 72 = =
P (Y = 3) 33 33 11
72
when X = 1,
11
P (X = 1, Y = 3) 11 1
P (X = 1/Y = 3) = = 72 = =
P (Y = 3) 33 33 3
72
13
P (X = 2, Y = 3) 13
when x = 2, P (X = 2/Y = 3) = = 72 =
P (Y = 3) 33 33
72

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DRV Problem No. 3

Case(iv) X = 0
when Y = 1,
3
P (Y = 1, X = 0) 3 1
P (Y = 1/X = 0) = = 72 = =
P (X = 0) 18 18 6
72
when Y = 2,
6
P (Y = 2, X = 0) 6 1
P (Y = 2/X = 0) = = 72 = =
P (X = 0) 18 18 3
72
when Y = 3,
9
P (Y = 3, X = 0) 9 1
P (Y = 3/X = 0) = = 72 = =
P (X = 0) 18 18 2
72

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DRV Problem No. 3

Case(v) X = 1,
5
P (Y = 1, X = 1) 5
when Y = 1, P (Y = 1/X = 1) = = 72 =
P (X = 1) 24 24
72
when Y = 2,
8
P (Y = 2, X = 1) 72 8 1
P (Y = 2/X = 1) = = = =
P (X = 1) 24 24 3
72
11
P (Y = 3, X = 1) 11
when Y = 3, P (Y = 3/X = 1) = = 72 =
P (X = 1) 24 24
72

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DRV Problem No. 3

Case(vi) X = 2
7
P (Y = 1, X = 2) 7
when Y = 1, P (Y = 1/X = 2) = = 72 =
P (X = 2) 30 30
72
when Y = 2,
10
P (Y = 2, X = 2) 10 1
P (Y = 2/X = 2) = = 72 = =
P (X = 2) 30 30 3
72
13
P (Y = 3, X = 2) 13
when Y = 3, P (Y = 3/X = 2) = = 72 =
P (X = 2) 30 30
72

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DRV Problem No. 3

(b) Prob. dist. of X + Y :

X +Y P(X+Y)
3
1 P(X = 0, Y = 1) =
72
6 5 11
2 P(X = 0, Y = 2) + P(X = 1, Y = 1) = + =
72 72 72
3 P(X = 0, Y = 3)+P(X = 1, Y = 2)+P(X = 2, Y = 1)
9 8 7 24
= + + =
72 72 72 72
11 10 21
4 P(X = 1, Y = 3) + P(X = 2, Y = 2) = + =
72 72 72
13
5 P(X = 2, Y = 3) =
72

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DRV Problem No. 4

The two dimensional random variables (X , Y ) has the joint

x + 2y
probability density function , x = 0, 1, 2; y = 0, 1, 2. Find
27
(a) Conditional distribution of Y given X = x
(b) Conditional distribution of X given Y = 1
Solution :
1
Given p (x, y ) = 27 (x + 2y ) , x = 0, 1, 2; y = 0, 1, 2

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DRV Problem No. 4

The joint probability mass function of X and Y is

P
Y 0 1 2 p (x, y )
x
X
0 0 1/27 2/27 3/27
1 2/27 3/27 4/27 9/27
2 4/27 5/27 6/27 15/27
P
p (x, y ) 6/27 9/27 12/27 1
y

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DRV Problem No. 4

To find the marginal probability mass function of X and Y

The marginal probability mass function of X is

X 0 1 2
p (x) 6/27 9/27 12/27

The marginal probability mass function of Y is

Y 0 1 2
p (y ) 3/27 9/27 15/27

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DRV Problem No. 4

(a). The conditional distribution of Y given X = x

P (Y , X = xi )
P (Y /X = x) = , i = 0, 1, 2
P (X = xi )
Case(i) X = 0
P (Y = 0, X = 0) 0
when y = 0, P (Y = 0/X = 0) = = =0
P (X = 0) 6
27
when y = 1,
2
P (Y = 1, X = 0) 2 1
P (Y = 1/X = 0) = = 27 = =
P (X = 0) 6 6 3
27
when y = 2,
4
P (Y = 2, X = 0) 27 4 2
P (Y = 2/X = 0) = = = =
P (X = 0) 6 6 3
27

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DRV Problem No. 4

Case(ii) X = 1
1
P (Y = 0, X = 1) 1
when y = 0, P (Y = 0/X = 1) = = 27 =
P (X = 1) 9 9
27
when y = 1,
3
P (Y = 1, X = 1) 27 3 1
P (Y = 1/X = 1) = = = =
P (X = 1) 9 9 3
27
5
P (Y = 2, X = 1) 27 5
when y = 2, P (Y = 2/X = 1) = = =
P (X = 1) 9 9
27

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DRV Problem No. 4

Case(iii) X = 2
when y = 0,
2
P (Y = 0, X = 2) 2 1
P (Y = 0/X = 2) = = 27 = =
P (X = 2) 12 12 6
27
when y = 1,
4
P (Y = 1, X = 2) 4 1
P (Y = 1/X = 2) = = 27 = =
P (X = 2) 12 12 3
27
when y = 2,
6
P (Y = 2, X = 2) 27 6 1
P (Y = 2/X = 2) = = = =
P (X = 2) 12 12 2
27

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DRV Problem No. 4

(b) Conditional distribution of X given Y = 1

P (X = xi , Y = 1)
P (X /Y = 1) = , i = 0, 1, 2 when X = 0,
P (Y = 1)
2
P (X = 0, Y = 1) 2
P (X = 0/Y = 1) = = 27 =
P (Y = 1) 9 9
27
when X = 1,
3
P (X = 1, Y = 1) 27 3 1
P (X = 1/Y = 1) = = = =
P (Y = 1) 9 9 3
27
4
P (X = 2, Y = 1) 27 4
when X = 2, P (X = 2/Y = 1) = = =
P (Y = 1) 9 9
27

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DRV Problem No. 5

For the bivariate probability distribution of (X, Y) given below, find

P (X ≤ 1), P (Y ≤ 3), P (X ≤ 1, Y ≤ 3), P (X ≤ 1/Y ≤ 3),
P (Y ≤ 3/X ≤ 1) and P (X + Y ≤ 4).

Y 1 2 3 4 5 6
X
0 0 0 1/32 2/32 2/32 3/32
1 1/16 1/16 1/8 1/8 1/8 1/8
2 1/32 1/32 1/64 1/64 0 2/64

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DRV Problem No. 5

Solution : To find the marginal probability mass function of X

and Y
The marginal probability mass function of X is

X 0 1 2
p (x) 8/32 20/32 4/32

The marginal probability mass function of Y is

Y 1 2 3 4 5 6
p (y ) 3/32 3/32 11/64 13/64 6/32 16/64

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DRV Problem No. 5

(i) P (X ≤ 1) = P (X = 0) + P (X = 1) = 8/32 + 20/32 = 7/8

(ii) P (Y ≤ 3) = P (Y = 1) + P (Y = 2) + P (Y = 3)
= 3/32 + 3/32 + 11/64 = 23/64
(iii) P (X ≤ 1, Y ≤ 3) =
p (0, 1) + p (0, 2) + p (0, 3) + p (1, 1) + p (1, 2) + p (1, 3)
= 0 + 0 + 1/32 + 1/16 + 1/16 + 1/8 = 9/32

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DRV Problem No. 5

9
P (X ≤ 1, Y ≤ 3) 32 18
(iv ) P (X ≤ 1/Y ≤ 3) = = =
P (Y ≤ 3) 23 23
64
9
P (X ≤ 1, Y ≤ 3) 32 9
(v ) P (Y ≤ 3/X ≤ 1) = = =
P (X ≤ 1) 7 28
8
(vi) P(X + Y ≤ 4) = p (0, 1) + p (0, 2) + p (0, 3)
+p (0, 4) + p (1, 1) + p (1, 2) + p (2, 1) + p (2, 2)
= 0 + 0 + 1/32 + 2/32 + 1/16 + 1/16 + 1/32 + 1/32 = 13/32.

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CRV Problem No. 1

The joint pdf

 of a two dimensional random variables is given by
2 xy
 x +
 0 ≤ x ≤ 1, 0 ≤ y ≤ 2
3
f (x, y ) =

0 otherwise

Find conditional density distributions.
Solution :  xy
 x2 +
 0 ≤ x ≤ 1, 0 ≤ y ≤ 2
3
Given f (x, y ) =

0 otherwise


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CRV Problem No. 1

Marginal p.d.f. of X :
R∞ R2 xy

fX (x) = f (x, y )dy = x 2 + 3 dy =, 2x 2 + 32 x, 0 ≤ x ≤ 1
−∞ 0
Marginal p.d.f. of Y :
R∞ R1 xy

fY (y ) = f (x, y )dx = x 2 + 3 dx = 31 + y6 , 0 ≤ y ≤ 2
−∞ 0
Conditional density distributions of Y given X
2 + xy 3x 2 + xy
f (x, y ) x 3x + y
fy /x (y /x) = = 3 = 3 =
fX (x) 2 2
6x + 2x 6x + 2
2x 2 + x
3 3
Conditional density distributions of X given Y
2 + xy 3x 2 + xy
f (x, y ) x 6x 2 + 2xy
fx/y (x/y ) = = 3 = 3 =
fY (y ) 1 y 2+y 2+y
+
3 6 6

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CRV Problem No. 2

Joint distribution function of X and Y is given by

2 2
f (x, y ) = k x y e −(x +y ) x > 0, y > 0.
(i) Find the value of k
(ii) Test whether X and Y are independent.
(iii) Find conditional pdf of X given Y.
Solution : Given joint distribution function of continuous r.v.s X
and Y is given by
2 2
f (x, y ) = k x y e −(x +y ) x > 0, y > 0
(i) To find k
We know that
R∞ R∞
f (x, y )dxdy = 1
−∞ −∞
R∞ R∞ 2 +y 2 )
⇒k x y e −(x dxdy = 1
0 0

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CRV Problem No. 2
∞  ∞ 
2 2
e −x dx e −y dy
R R
⇒k x y =1
0 0
Consider
R∞ −x 2
x e dx, put x 2 = t ⇒ 2xdx = dt ⇒ xdx = 21 dt
0
When x → 0 ⇒ t → 0
When x → ∞ ⇒ t → ∞
R∞ 2 R∞ h −t i∞
Now x e −x dx = 21 e −t dt = 12 e−1
0 0
1 −∞ 0

0 1 1
= −2 e − e = − 2 (0 − 1) = 2
R∞ −x 2 R∞ −y 2
⇒ x e dx = 12 and y e dy = 12
0 0
Hence
∞  ∞ 
R −x 2 R −y 2 1 1
k x e dx y e dy = 1 ⇒ k × 2 × 2 =1⇒k =4
0 0

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CRV Problem No. 2

(ii) Marginal p.d.f. of X :

fX (x) =
R∞ R∞
∞ 
−(x 2 +y 2 ) −x 2 R −y 2
f (x, y )dy =4 x y e dy = 4 x e y e dy
−∞ 0 0
2 2
= 4x e −x 12 = 2x e −x , 0 < x < ∞

Similarly Marginal p.d.f. of Y is given by

2
fY (y ) = 2y e −y , 0 < y < ∞

[Link] 18MAB203T
CRV Problem No. 2

Independent of X and Y :
f (x, −(x 2 +y 2 )
 y ) = 42xye 2

= 2x e −x 2y e −y
= fX (x) .fY (y )
⇒ f (x, y ) = fX (x) .fY (y )
∴ X and Y are independent.
(iii) Find conditional pdf of X given Y.
2 2
f (x, y ) 4 x y e −(x +y ) 2
fx/y (x/y ) = = = 2x e −x
fY (y ) 2y e −x 2

[Link] 18MAB203T
CRV Problem No. 3

1
Given joint p.d.f. f (x, y ) = (6 − x − y ), 0 < x < 2, 2 < y < 4.
8
Find
(a) P(X < 1, Y < 3) (b) P(X + Y < 3) (c) P(X + Y > 3)
(d) P(X < 1/Y < 3) (e) f (x/y = 1)
Solution : Given joint p.d.f. of continuous r.v.s X and Y is
1
f (x, y ) = (6 − x − y ), 0 < x < 2, 2 < y < 4. (1)
8

[Link] 18MAB203T
CRV Problem No. 3

Z1 Z3
1
(a) P(X < 1, Y < 3) = (6 − x − y )dydx
8
0 2
Z1  3
1 y2
= 6y − xy − dx
8 2 2
0
Z1   
1 9
= 18 − 3x − − (12 − 2x − 2) dx
8 2
0

[Link] 18MAB203T
CRV Problem No. 3

Z1  
1 7
= − x dx
8 2
0 1
1 7 x2
= x−
8  2 2 0 
1 7 1
= − − (0 − 0)
8 2 2
3
=
8

[Link] 18MAB203T
CRV Problem No. 5

3−y
Z3 Z
1
(b) P(X + Y < 3) = (6 − x − y )dxdy [∵ by (1)]
8
2 0
Z3 3−y
x2

1
= 6x − − yx dy
8 2 0
2
Z3 
9 y2
 
1
= 18 − 6y − − + 3y − 3y + y 2 − (0) dy
8 2 2
2

[Link] 18MAB203T
CRV Problem No. 3

Z3 
y2

1 27
= − 6y + dy
8 2 2
2
3
y3

1 27 2
= y − 3y −
8 2 6 2
   
1 27 27 8
= 3 − 27 + − 27 − 12 +
8 2 6 6
 
1 4
= 3−
8 3
5
=
24

[Link] 18MAB203T
CRV Problem No. 3

(c) P(X + Y > 3) :

P(X + Y > 3) = 1 − P(X + Y < 3)

5
=1−
24
19
=
24
(d) P(X < 1/Y < 3) :

P(X < 1, Y < 3)

P(X < 1/Y < 3) = (2)
P(Y < 3)

Z3
where, P(Y < 3) = f (y )dy (3)
2

[Link] 18MAB203T
CRV Problem No. 3
Z∞
Now, f (y ) = f (x, y )dx
−∞
Z2
1
= (6 − x − y )dx
8
0
Z2
1
= (6 − x − y )dx
8
0
2
x2

1
= 6x − − xy
8 2 0
1
= [(12 − 2 − 2y ) − ((0 − 0 − 0))]
8
1 1
= [10 − 2y ] = [5 − y ]
8 4
[Link] 18MAB203T
CRV Problem No. 3
Z3
1
∴ (3) ⇒ P(Y < 3) = [5 − y ] dy
4
2
3
y2

1
= 5y −
4 2 2
  
1 9
= 15 − − (10 − 2)
4 2
 
1 9
= 7−
4 2
 
1 5
=
4 2
5
=
8
P(X < 1, Y < 3) 3/8 3
∴ (2) ⇒ P(X < 1/Y < 3) = = =
P(Y < 3) 5/8 5

[Link] 18MAB203T
CRV Problem No. 3

(e) f (x/y = 1) :
 
f (x, y )
f (x/y = 1) =
f (y ) y =1
" #
1
(6 − x − y )
= 8 1
4 (5 − y ) y =1
 
1 5−x
=
2 4
5−x
=
8

[Link] 18MAB203T
CRV Problem No. 4
The joint pdf
 of a two dimensional random variables is given by
2

xy 2+ x 0 ≤ x ≤ 2, 0 ≤ y ≤ 1
f (x, y ) = 8
 0 otherwise
Compute (i) P(X > 1)
(ii) P(Y
 < 1/2) 
1
(iii) P X > 1/Y <
 2
1
(iv) P Y < /X > 1
2
(v) P(X < Y )
(vi) P(X + Y ≤ 1)
Solution : Given joint p.d.f. of continuous r.v.s X and Y is

2

xy 2+ x 0 ≤ x ≤ 2, 0 ≤ y ≤ 1
f (x, y ) = 8
 0 otherwise

[Link] 18MAB203T
CRV Problem No. 6

(ii) Marginal p.d.f. of X :

Z∞
fX (x) = f (x, y )dy
−∞
Z1 
x2

= xy 2 + dy
8
0
y =1
xy 3 x 2 y

= +
3 8 y =0
x x2
x (8 + 3x)
= + =
3 8 24
x (8 + 3x)
⇒ fX (x) = , 0≤x ≤2
24

[Link] 18MAB203T
CRV Problem No. 4

Marginal p.d.f. of Y
Z∞
fY (y ) = f (x, y )dx
−∞
Z2 
x2

2
= xy + dx
8
0
x=2
x 2y 2 x 3

= +
2 24 x=0
4y 2 8 1
= + = 2y 2 +
2 24 3
1
⇒ fY (y ) = 2y 2 + , 0 ≤ y ≤ 1
3

[Link] 18MAB203T
CRV Problem No. 4
(i) P(X > 1):
Z2  
x (8 + 3x)
P(X > 1) = dx
24
1
Z2 
x2

x
= + dx
3 8
1
2
x2 x3

= +
6 24 1
   
4 8 1 1
= + − +
6 24 6 24
   
4 1 8 1 3 7 19
= − + − = + =
6 6 24 24 6 24 24
19
⇒ P(X > 1) = .
24
[Link] 18MAB203T
CRV Problem No. 4
(ii) P(Y < 1/2):
1
Z2
P(Y < 1/2) = fY (y ) dy
−∞
1
Z2  
1
= 2y 2 + dy
3
0
1
2y 3 y 2

= +
3 3
  0 
2 1 1 1
= × + ×
3 8 3 2
1 1 3 1
= + = =
12 6 12 4
1
⇒ P(Y < 1/2) =
4
[Link] 18MAB203T
CRV Problem No. 4
 
1
(iii) P X > 1/Y <:
2
 
1
  P X > 1, Y <
1 2
P X > 1/Y < =  
2 1
P Y <
2
Now
  Z2 Z1/2
1
P X > 1, Y < = f (x, y )dxdy
2
x=1 y =0
 
Z2 Z1/2 
x2

= xy 2 + dy  dx
 
8

x=1 y =0

[Link] 18MAB203T
CRV Problem No. 4

Z2  1/2
xy 3 x 2 y
= + dx
3 8 0
x=1
Z2
x2
 
x
= + dx
24 16
x=1
2
x2 x3

= +
48 48 1
   
4 8 1 1 10 5
= + − + = =
48 48 48 48 48 24
 
1 5
⇒ P X > 1, Y < =
2 24

[Link] 18MAB203T
CRV Problem No. 4

 
1 5
  P X > 1, Y <
1 2 24 5
P X > 1/Y < = = =
1
 
2 1 6
P Y <
2 4
 
1
(iv) P Y < /X > 1 :
2  
1 5
  P X > 1, Y <
1 2 5
P Y < /X > 1 = = 24 =
2 P (X > 1) 19 19
24

[Link] 18MAB203T
CRV Problem No. 4

(v) P(X < Y ):

Z1 Zy 
x2

2
P (X < Y ) = xy + dxdy
8
0 0
Z1 Zy 
 
2

x
=  xy 2 + dx dy
8
0 0
Z1  y
x 2y 2 x 3
= + dy
2 24 0
0

[Link] 18MAB203T
CRV Problem No. 4

Z1 
y4 y3

= + dy
2 24
0
1
y5 y4

= +
10 96 0
1 1 48 + 5 53
= + = =
10 96 480 480
53
⇒ P (X < Y ) =
480

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CRV Problem No. 4
(vi) P(X + Y ≤ 1):
1−y 
Z1 Z
x2

2
P(X + Y ≤ 1) = xy + dxdy
8
0 0
 1−y
Z1 Z

2
 
x
=  xy 2 + dx dy
8
0 0
Z1 1−y
x 2y 2 x 3

= + dy
2 24 0
0
Z1 !
y 2 (1 − y )2 (1 − y )3
= + dy
2 24
0

[Link] 18MAB203T
CRV Problem No. 4

Z1 !
y 2 1 − 2y + y 2 (1 − y )3


= + dy
2 24
0
Z1 Z1
1 1
2 3 4
(1 − y )3 dy


= y − 2y + y dy +
2 24
0 0
1 " #1
y3 2y 4 y5 1 (1 − y )4

1
= − + +
2 3 4 5 0 24 −4
0

[Link] 18MAB203T
CRV Problem No. 4

 
1 1 1 1 1
= − + − (0 − 1)
2 3 2 5 24 × 4
 
1 10 − 15 + 6 1
= +
2 30 96
1 1 8+5 13
= + = =
60 96 480 480
13
⇒ P(X + Y ≤ 1) =
480

[Link] 18MAB203T