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Joint Distribution and Density Functions Questions

1. This document contains 11 practice problems involving joint probability distributions and density functions. The problems cover topics such as computing probabilities from joint distributions, finding marginal distributions from joint distributions, and conditional probabilities.

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KiranKumar
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Download as PDF, TXT or read online on Scribd
217 views

Joint Distribution and Density Functions Questions

1. This document contains 11 practice problems involving joint probability distributions and density functions. The problems cover topics such as computing probabilities from joint distributions, finding marginal distributions from joint distributions, and conditional probabilities.

Uploaded by

KiranKumar
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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1st Semester M.

Tech Microwave & TV Engineering And Signal Processing


Tutorial 5: Joint Distribution and Density Functions

1. Suppose that X and Y are independent continuous random variables having densities fX (x) and fY (y ) respectively.

Show that P (X < Y ) =

FX (y )fY (y )dy

2. Given joint probability density function


fX,Y (x, y ) =

2 (1 x2 y 2 ) for 0 < x2 + y 2 < 1 0 otherwise

Compute P (X 2 + Y 2 < b2 ) where 0 < b < 1. 3. A Smooth surface table is ruled with equidistant parallel lines at distance D apart. A needle of length L where L D is randomly dropped on to this table. What is the probability that the needle will intersect one of them? 4. Let X and Y be continuous random variable with joint density function fX,Y (x, y ) = ey 0 0<x<y Otherwise

Find the marginal densities fX (x) and fY (y ). 5. Suppose (X, Y ) is evenly distributed over the area bounded by y = x2 and y = 4 (a) Find the joint density function of X and Y . (b) Find P (X < 0, Y < 3). 6. Consider an experiment drawing randomly 3 balls from an urn containing 2 red, 3 white and 4 blue balls. Let (X, Y ) be bivariate random variable where X, Y denote respectively number of red and white balls chosen. (a) Find the range of X and Y . (b) Find joint probability mass function of (X, Y )

7. Consider a bivariate random variable (X, Y ) where X, Y denote horizontal and vertical miss distances from a target when a bullet is red. Assuming X, Y are independent and that probability of bullet landing on any point of XY plane depend only on distance of point from target. Show that (X, Y ) is a bivariate normal random variable? 8. The joint density of X and Y is given by fX,Y (x, y ) =
12 x(2 5

x y ) for 0 < x < 1, 0 < y < 1 Otherwise

Compute the conditional density of X , given that X = Y , where 0 < y < 1. 9. Consider a binary communication channel in gure.

Let X, Y be a bivariate random variables, where X is the input to the channel and Y is the output of the channel. Let P (X = 0) = 0.5, P (Y = 1/X = 0) = 0.1 and P (Y = 0/X = 1) = 0.2. (a) Find joint probability matrix of (X, Y ) (b) Find the marginal densities of X, Y. (c) Are X, Y independent 10. Two fair dice are thrown. Let X = 0 or 1 according to whether the rst die shows an even number or an odd number. Similarly let Y = 0 or 1 according to the second die. Find the joint probability mass function of X and Y . 11. Consider a communication channel corrupted by noise. Let X be the value of the transmitted signal and Y be the value of the received signal. Assume that the conditional density of Y given {X = x} is Gaussian that is,
(y x)2 1 e 2 2 fY /X (y/x) = 2 2

and X is uniformly distributed on [1, 1]. What is the conditional probability density of X given Y (i.e., fX/Y (x/y )) ?

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