The Islamic University of Gaza

Faculty of Engineering
Electrical Engineering Department

Probability and Stochastic Processes

(EELE 3340)
Fall semester 2014
Review Problems (ch3+ch4)

Engineer: Yousef Awad Shaban

2014

Problem (1)
The discrete random variables X and Y have joint PMF PX,Y(x,y) given by
PX,Y(x,y)
y=-1
y=3
y=4

x=0
1/12
1/6
0

x=1
1/6
1/12
1/12

x=3
1/12
0
1/6

x=5
0
1/12
1/12

(a) Find the marginal PMF PX(x) and Py(y).

(b) Find the conditional PMF PX|Y(x|3) and PY|X(Y|3).
(c) Find P{X Y} and P{ X + Y 8 }

Problem (2)
Is the following function

0
F X ,Y (x, y)
1

x y 1
x y 1

a valid joint CDF. Why or why not? Prove your answer and show your work.

Problem (3)
The random variables X and Y have joint probability density function

Sketch the xy plane with an indication of the region where fX,Y(x,y) is nonzero.
Find the joint CDF of X and Y. Specify the value of FX,Y(x,y) for all x and y.
Find the marginal CDFs of X and Y.
Find the marginal pdfs of X and Y .
i. integrating the joint pdf
ii. differentiating the marginal CDFs found in part (c)
(e) Find the conditional pdf of X given Y=y , where y > 0.
(f) Find P{Y > 3X}.
(g) For > 0, find P{X + Y }.
(a)
(b)
(c)
(d)

Problem (4)
n

Suppose that the distribution of X is uniform on [1, 1]. Compute E[X ] for each n1.

Problem (5)
Which of the following are valid cumulative probability distribution functions? For
those that are not valid cdfs, state at least one property of the cdf which is not
satisfied.
(a)

(b )

x 1

0 ,

(x ) 2x x 2 ,

0.5e 2 x ,

(x )
1 0.25e

1 x2
x2
x 0
3 x

(c )

0.5e 2 x ,

(x )
1 0.25e

x 0
x 0

3 x

x 0

Problem (6)
X is a random variable with probability density function
c x ,

f X( x) c (6 x) ,
0 ,

(a)
(b)
(c)
(d)
(e)
(f)

0 x3
3 x6
otherwise

Find the value of the constant c.

Compute the cdf FX(x) of X.
Plot FX(x) .
Show that the function FX(x) computed in part (b) satisfies all properties of cdfs.
What is P[A]=P[X > 3] , P[B]=P[1.5X 9]?
Are events A and B independent?

Problem (7)
X is a continuous random variable with probability density function

If E[x]=2/3 find P[X<0.5]

Problem (8)
Two fair dice are thrown .Let X1 be the number shown in the first die and X2 be the number
shown on the second die. Define the random variable Z as follows:

0
Z
1

2
2

is not evenly divisible by X 1

is evenly divisible by X 1

Note: X2 is evenly divisibly by X1 if and only if X2/ X1 is an integer.

(a) Compute the PMF for Z.
(b) Compute the conditional probability P({Z=1} | { X2 = 4}).
(c) Compute the conditional probability P({X 1 = 3} | { Z = 1}).

Problem (9)
Let X denote a random variable uniformly distributed on the interval [1, 4] , Find FX(x).

Problem (10)
fX(x) denotes the probability density function (pdf) of a continuous random variable X.
Which of the following properties are satisfied by all pdfs?
1 f X(x)1 for all x, < x < .
3

2 lim xfX(x) = 0.
4

lim xfX(x) = 1.

P{a < X < b} = P{a X b}

Problem (11)
Which of the following four statements are NOT properties of all CDFs?
1 P{X > b} = 1 FX(b).
3 If a < b, then FX(a) < FX(b).

2 If FX(a) < FX(b), then a < b.

4 FX(a) = 1/2 for some x, - < x<

Problem (12)
X denotes a continuous random variable with probability density function fX(x) given by

1 x ,

(x) x ,

0 ,

(a) Find P{ X< 1/2} and P{X > 0 X < 1/2}

(b) Find the expected value of X.
(c) Find the expected value of X

1 x 0
0 x 1
otherwise

Problem (13)
C, D, and E are events of nonzero probability .Which of the following statements are true?
(a) P(EC D) = P(EC) + P(ED) P(EC D)
(b) If P(C) = P(D), then P(CD) = P(DC)
(c) If P(ED) = P(DE), then P(D) = P(E)

Problem (14)
Let X denote a geometric random variable with parameter 1/3 .
(a) What is the average value of (X2)2 ?
(b) What is the probability that X = 2 given that X < 4 ?

Problem (15)
Which of the following four statements are true for all random variables X and Y with
2
identical finite variance .
2

(a) E[X ] = E[Y ]

(b) var(4X 5Y) = var(4Y 5X)
2

(c) |cov(X, Y)|

(d) X + Y and X Y are uncorrelated R.Vs

Problem (16)

Problem (17)
X is exponential random variable with expected value of 1/ for x>0 and Y = exp(X).
Find fY(y), the PDF of Y.

Problem (18)
The joint probability density function fX,Y(x,y) for the continuous random variables X and Y
has constant value on the region {(x, y) : 0 < x < 2, 0 < y < 2, 1 < x + y < 2}.
Find the joint PDF fX,Y (x,y).
(b) Find fX(x), the marginal PDF for X.
(a)

Problem (19)
Continuous random variables X and Y each take on experimental values between zero and
one, with the joint PDF indicated below (the cutoff between probability density 0.8and 1.6
occurs at x=0.5and y=0.5):

(a) Find fX(x) and fY (y) and plot them.

(b) Are X and Y independent? Present a convincing argument for your answer.

Problem (20)
Random variables X and Y have the joint PDF of

X ,Y

6x ,
(x , y )
0,

x 0 , y 0 , x y 1
otherwise

(a) Obtain an expression for and sketch the PDF of fY (y)

(b) Determine the conditional expectation and variance for X given Y =0.5.

Problem (21)
Random variables X and Y have the joint PDF of

X ,Y

1 / 10,
(x , y )
0,

0x4,

0y4

otherwise

Find the conditional PDF of X and Y given the event B=[ {X+Y} 4 ]

Problem (22)
X is a R.V has a density function fX(x)

x / 2
f X( x)
0

0x2
otherwise

Let Y=4x-2
(a) Compute CDF and PDF of Y ?
(b) Compute var[y]?
(c) Compute var[y2] ?

Problem (23)
Let the random variable X denote the time until a computer server connects to your machine
(in milliseconds), and let Y denote the time until the server authorizes you as a valid user (in
milliseconds). Each of these random variables measures the wait from a common starting
time and X < Y. Assume that the joint probability density function for X and Y is

f
(a)
(b)
(c)
(d)
(e)
(f)
(g)

-6 (0.001x 0.002 y )
6
10
(x
,
y
)

e
for x < y

X ,Y

Calculate the probability that X<1000 and Y<2000

Calculate the probability that Y exceeds 2000 milliseconds.
Calculate the marginal probability distribution of Y
Resolve (b) using results in (c)
Determine the conditional probability density function for Y given that X = x.
Determine the probability that Y exceeds 2000, given that x= 1500
Determine the conditional mean for Y given that x = 1500.

Problem (24)
The PDF of continuous R.V X is given by:

1/2

f X( x) 2/3
0

Find CDF and Sketch PDF and CDF.

0 x 1
1 x 2
otherwise

Problem (25)
Let X and Y be continuous random variables with joint density function

f X ,Y

8
xy
(x , y ) 3
0

for 0 x 1, x y 2x
otherwise.

Calculate the covariance of X and Y.

Problem (26)
Let X and Y be continuous random variables with joint density function

What is the conditional variance of Y given that X = x ?

Problem (27)
The joint PDF of random variables Y1,Y 2 ,Y3 is:

(a) Find the marginal PDFs fY1 (y1), fY2 (y2), fY3 (y3) .
(b) Determine whether the random variables are Y 1, Y2, Y3 are independents.
(c) Event A has { Y1 1/2 , Y2 1/2 , Y3 1/2 } find P[A].