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This is a problem set assigned in fall 1998 for the course ece 313: probability and random processes at the university of illinois. It covers topics such as joint probability mass functions, joint cumulative distribution functions, and marginal probability mass/density functions.
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University of Illinois Fall 1998
Assigned: Friday, November 6 Due: Friday, November 13 Reading: Ross, sections 1,2,3 of Chapter 6
Recommended problems : These exercises are from Ross: pp. 291–294, 1–5, 10, 11–13, 21; pp. 296–297, 1–10, 13–19.
1. Suppose that two cards are drawn at random from a deck of 52 cards. Let X be the number of aces obtained and let Y be the number of queens obtained. ( a) Find the joint probability mass function of X and Y. ( b) Find the marginal probability mass function of X and that of Y. (For those who never play card games: there are 4 aces and 4 queens in a deck of 52 cards.) 2. The discrete random variables X and Y have joint p.m.f. pX ;Y (u; v ) given by
v # =u! 0 1 3 5 1 121 16 121 0 3 16 121 0 121 4 0 121 16 121
( a) Find the joint CDF of X and Y. Specify the value of FX ;Y (u; v ) for all u and v. ( b) Find the marginal probability mass functions pX (u) and pY (v ) of X and Y. ( c) Find P fX Y g and P fX + Y 8 g
3. Is the following function F (u; v ) =
1 u + v 1 a valid joint CDF. Why or why not? Prove your answer and show your work.
4. The random variables X and Y have joint probability density function
fX ;Y (u; v ) =
2 e (u+v^ )^0 < u < v < 1 0 otherwise ( a) Sketch the uv plane with an indication of the region where fX ;Y (u; v ) is nonzero. ( b) Find the joint CDF of X and Y. Specify the value of FX ;Y (u; v ) for all u and v. ( c) Find the marginal CDFs of X and Y by setting, respectively, v and u to + 1 in the answer to part ( b ).
( d) Find the marginal probability density functions of X and Y by: i. integrating the joint probability density function ii. differentiating the marginal CDFs found in part ( c ) Compare the two answers obtained in (i) and (ii). ( e) Find P fY > 3 X g. ( f) For > 0 , find P fX + Y g. ( g) Use the result in part ( f ) to determine the p.d.f. of the random variable Z = X + Y.
5. The random variables X and Y are uniformly distributed on the unit circle u^2 + v 2 1.
( a) Write down the joint probability density function of X and Y. ( b) Find the marginal probability densities of X and Y.
6. [Extra Credit, 10 pts:] Let X and Y be discrete random variables taking on the real values fu 1 ; u 2 ; : : : ; un g and fv 1 ; v 2 ; : : : ; vm g, respectively, and let pi;j = P (fX = ui g \ fY = vj g). Show that X and Y are independent if and only if the rank of the joint p.m.f. matrix P = [pi;j ] is equal to 1. Linear algebra reminder: rank of a matrix = number of linearly independent rows = number of linearly independent columns. 7. [Extra Credit, 10 pts:] The joint probability density function of the variables X ; Y ; Z is given by
fX ;Y ;Z (u; v ; w ) =
c(u p + v + w )^2 u^3 v 3 w 3 0 <^ u;^ v^ ;^ w^ <^1 0 otherwise where c is a constant. Find P fX < Y < Z g. Hint : think before you start integrating.