ELEC 303 Problem Set #10 (8 Problems) Due: October 31, 2012

1. The jointly continuous random variables X and Y have the joint pdf

0.5, 0 # u <1, 0 # v <1, and 0 # u + v <1, fX,Y (u, v) = * 1.5, 0 # u <1, 0 # v <1, and 1 # u + v, 0, elsewhere.
(a) Find the marginal pdf of X. (b) Find P " X + Y # 3/2 , and P " X 2 + Y 2 $ 1 , .

2. If X and Y are jointly distributed random variables, with joint pdf given by:

1 0 # u # 1, 0 # v # 1 0 else 2 what is the probability that all the roots of the equation x + X $ x + Y = 0 are real? fX,Y (u, v) = '
3. Suppose that two cards are drawn at random from a deck of 52 cards. Let X be the number of queens obtained and let Y be the number of spades obtained. (a) Find the joint probability mass function of X and Y. (b) Find the marginal probability mass function of X. (c) Find the marginal probability mass function of Y. (d) Find P " X = Y ,. (e) Find P " X # Y , . (f) Find P " X = 2 Y = 2 ,.

2 2 4. Suppose X and Y are jointly Gaussian random variables with nX = 2, nY = 4 , vX = 9 , vY = 25, E [(X - nX) $ (Y - nY )] = 0.2 . Let W = X + 2Y + 3. and t = vX $ vY (a) Find E[W] and Var[W]. (b) Find the correlation and covariance of X and W.

5. Random variables X and Y have a uniform joint density on the square bounded by the following four corners: (1,0), (0,1), (-1,0) and (0,-1). (a) Calculate the marginal pdfs of X and Y. Are X and Y independent? Are they uncorrelated? (b) Let Z = X + Y and S = X - Y . Are Z and S independent, or uncorrelated, or neither of the two? (c) Compute E[X] and Var[X]. (d) Calculate the pdf of the random variable Z = X + Y . (e) Calculate the pdf of the random variable W = X .

ELEC 303 Problem Set #10 (8 Problems) Due: October 31, 2012

6. Suppose X and Y are jointly continuous random variables distributed over the unit square with the joint pdf given by:

3u 2 + 2uv, 0 # u # 1, 0 # v # 1 . fX,Y (u, v) = ) 2 0 else

(a) (b) (c) (d) Are X and Y independent? Briefly justify your answer. Calculate E[X]. Calculate the correlation E[XY]. Calculate the pdf, fY (v) of Y. Be sure to specify it for - 3 < v < 3 .

(e) Calculate the conditional density fX Y (u v). Be sure to indicate what values of v it is welldefined for, and for such v , specify it for - 3 < u < 3 .

7. The joint pdf of X and Y is given by:

fX,Y (u, v) = '

Find the pdf of Z = X 2 Y .

2u, 0 # u # 1, 0 # v # 1 . 0 else

8. Let X and Y have joint pdf:

fX,Y (u, v) = '

A (1 - u 2 + v 2 , u 2 + v 2 <1 0 else

(Hint: Use of polar coordinates is useful for all parts of this problem.) (a) Find the value of A. 2 2 (b) Let Z = X + Y . Find the pdf of the random variable Z. (c) Find E [Z 5] using LOTUS for joint pdfs: E [g (X, Y)] =

## g (u, v) f
R
2

X, Y

(u, v) dudv .