Math 362K Probability Fall 2007 Instructor: Geir Helleloid

Daily Homework 12 Solutions

1. (Chapter 6, Problem 8) The joint probability density function of X and y is given by

f (x, y) = c(y 2 − x2 )e−y − y ≤ x ≤ y, 0 < y < ∞

(a) Find c.

Solution. We will use the formula

Z ∞
xn e−x dx = n!
0

for every nonnegative integer n.

Z ∞Z y
1 = c f (x, y) dxdy
0 −y
Z ∞ x=y
2 −y x3 −y 
= c xy e − e dy
0 3 
x=−y
Z ∞
4 3 −y
= c y e dy
0 3
4
= c· ·6
3
Thus c = 1/8 .

(b) Find the marginal densities of X and Y .

Solution. The marginal density of X is

Z ∞ 2
y − x2 −y
fX (x) = e dy
|x| 8

∞

1 2 −y −y −y 2 −y 
= −y e − 2ye − 2e + x e 
8 |x|

|x|e−|x| + e−|x|
=
4
The marginal density of Y is
Z y 2
y − x2 −y
fY (y) = e dx
−y 8
1 3 −y
= y e (y > 0)
6
 (c) Find E[X].

Solution. The expected value of X is

Z ∞
1 ∞
Z
xfX (x) dx = x|x|e−|x| + xe−|x| dx
−∞ 4 −∞
= 0

2. (Chapter 6, Problem 9) The joint probability density function of X and Y is given by

6  2 xy 
f (x, y) = x + 0 < x < 1, 0 < y < 2
7 2
(a) Verify that this is indeed a joint density function.

Solution.

(b) Compute the density function of X.

Solution. The density function of X is

Z 2 
6 2 xy 
fX (x) = x + dy
0 7 2
2
xy 2 

6 2
= x y+
7 4 0
12 2 6
= x + x
7 7

(c) Find P (X > Y ).

Solution. We compute
Z 1Z x 
6 2 xy 
P (X > Y ) = x + dydx
0 0 7 2
Z 1  x
6 2 xy 2 
= x y+ 
0 7 4 
0
Z 1
6 5 3
= · x dx
0 7 4
Z 1
15 3
= x dx
0 14
1
15 4 
= x
64 0
15
=
64
(d) Find P (Y > 1/2|X < 1/2).

Solution. We compute
P (X < 1/2, Y > 1/2)
P (Y > 1/2|X < 1/2) =
P (X < 1/2)
R 1/2 R 2 6 2 xy


0 1/2 7
x + 2
dydx
= R 1/2 R 2 6
x2 + xy


0 0 7 2
dydx
y=2
  
xy 2
R 1/2 6 2
0 7
x y + 4  dx
y=1/2
= R 1/2  6  y=2
2
x 2 y + xy 
dx
0 7 4 
y=0
R 1/2 6 2 1 2 x


0 7
2x + x − 2
x − 16
dx
= R 1/2 6
0 7
(2x2 + x) dx
1 3

1/2
2
x + 15 32
x2 0
=
1/2
2 3
3
x + 1 x2 
2 0
1 15
16
+ 128
= 1
12
+ 81
69
=
80

(e) Find E[X].

Solution. The expected value of X is

Z 1
E[X] = xfX (x) dx
0
 1
3 4 2 3 
= x + x 
7 7 0
5
=
7

(f) Find E[Y ].

 Solution. The expected value of Y is
Z 2
E[Y ] = yfY (y) dy
0
Z 2 Z 1 
6 xy 
= y x2 + dx dy
0 0 7 2
Z 2  1
2 3 3x2 y 
= y x + dy
0 7 14 0
Z 2  
2 3y
= y + dy
0 7 14
 2 2
y y 3 
= +
7 14  0
4 8
= +
7 14
8
=
7

3. (Chapter 6, Problem 19) Show that f (x, y) = 1/x, where 0 < y < x < 1 is a joint
density function. Assuming that f is the joint density function of X and Y , find

(a) the marginal density of Y ;

Solution. The marginal density of Y is

Z 1
1
fY (y) = dx
y x

= − ln y 0<y<1

(b) the marginal density of X;

Solution. The marginal density of X is

Z x
1
fX (x) = dy
0 x
= 1 0<x<1

(c) E[X];
 Solution. The expected value of X is
Z 1
E[X] = xfX (x) dx
0
Z 1
= x dx
0
1
=
2

(d) E[Y ]

Solution. The expected value of Y is

Z 1
E[Y ] = yfY (y) dy
0
Z 1
= − y ln y dy
0
 2 1
y y 2 
= − ln y −
2 4 0
1
=
4