Scribd
Upload
15 views

Solution_ Probability Density Function of Z

The document describes a random variable Z defined based on the outcomes of two other random variables, X and Y, where X is uniformly distributed on (0,1) and Y is Bernoulli distributed given X. The PDF of Z is derived as the conditional PDF of X given Y=1, resulting in fZ(z) = 2z for z in (0,1). The independence of trials and the guaranteed success of the process ensure that the distribution of Z remains consistent regardless of repetitions.

Uploaded by

Vishal Kumar
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
15 views

Solution_ Probability Density Function of Z

The document describes a random variable Z defined based on the outcomes of two other random variables, X and Y, where X is uniformly distributed on (0,1) and Y is Bernoulli distributed given X. The PDF of Z is derived as the conditional PDF of X given Y=1, resulting in fZ(z) = 2z for z in (0,1). The independence of trials and the guaranteed success of the process ensure that the distribution of Z remains consistent regardless of repetitions.

Uploaded by

Vishal Kumar
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
You are on page 1/ 1

Let X be a random variable uniformly distributed on (0,1).

Its probability density function (PDF)


is fX​(x)=1 for x∈(0,1), and 0 otherwise.
Let Y be a random variable such that given X=x, Y is Bernoulli with probability of success x.
Thus, P(Y=1∣X=x)=x and P(Y=0∣X=x)=1−x.
The random variable Z is defined as follows: If Y=1, then Z=X. If Y=0, the experiment (drawing
X and then Y based on X) is repeated until a pair (X,Y) with Y=1 is obtained. Then Z is the value
of X from this successful trial.
We are looking for the PDF of Z, denoted fZ​(z).
The process ensures that Z is the value of an X from a trial where Y=1 occurred. Therefore, the
distribution of Z is the conditional distribution of X given that Y=1.
Let fX∣Y=1​(x) be the PDF of X given Y=1. According to the definition of conditional PDF:

fX∣Y=1​(x)=P(Y=1)P(Y=1∣X=x)fX​(x)​
First, we need to calculate P(Y=1), the marginal probability that Y=1 in any given trial.

P(Y=1)=∫−∞∞​P(Y=1∣X=x)fX​(x)dx

Since fX​(x)=1 for x∈(0,1) and 0 otherwise:

P(Y=1)=∫01​x⋅1dx=[2x2​]01​=212​−202​=21​
Now we can find the conditional PDF of X given Y=1:

fX∣Y=1​(x)=1/2x⋅1​=2x

This is valid for x∈(0,1).


Since Z is the value of X from the trial where Y=1 was observed, the PDF of Z is the same as
the conditional PDF of X given Y=1.
Therefore, for z∈(0,1):

fZ​(z)=2z
The fact that the experiment might be repeated does not change this result because:
1.​ Each trial (Xi​,Yi​) is independent.
2.​ The process guarantees that eventually a trial k occurs where Yk​=1 (the probability of
success in any trial is 1/2, so the number of trials to get the first success follows a
geometric distribution, and success is guaranteed eventually).
3.​ Z is defined as Xk​from this specific successful trial. The distribution of Xk​given Yk​=1 is
2xk​.
Thus, the probability density function of Z on (0,1) is 2z.
This corresponds to option (B).

You might also like