STAT 410

Fall 2016

Let X and Y be two discrete random variables. The joint probability mass
function p ( x, y ) is defined for each pair of numbers ( x, y ) by

p ( x, y ) = P( X = x and Y = y ).
Let A be any set consisting of pairs of ( x, y ) values. Then
P( ( X, Y ) A ) =

p ( x, y ) .

( x, y ) A

Let X and Y be two continuous random variables. Then f ( x, y ) is the joint

probability density function for X and Y if for any two-dimensional set A
P( ( X, Y ) A ) =

f (x, y ) dx dy .
A

1.

Consider the following joint probability distribution p ( x, y ) of two random

variables X and Y:

a)

0.15

0.10

0.25

0.30

0.20

Find P( X + Y = 2 ).
P( X + Y = 2 ) = p ( 1, 1 ) + p ( 2, 0 ) = 0.10 + 0.25 = 0.35.

b)

Find P( X > Y ).
P( X > Y ) = p ( 1, 0 ) + p ( 2, 0 ) + p ( 2, 1 ) = 0.15 + 0.25 + 0.30 = 0.70.
The marginal probability mass functions of X and of Y are given by

p X ( x ) = p ( x, y ) ,
all y

p Y ( y ) = p ( x, y ) .
all x

The marginal probability density functions of X and of Y are given by

f X ( x ) = f ( x, y ) dy ,

f Y ( y ) = f ( x, y ) dx .

c)

Find the (marginal) probability distributions p X ( x )

of X and p Y ( y ) of Y.

pY( y )

pX( x )

0.40

0.25

0.40

0.75

0.2

If p ( x, y ) is the joint probability mass function of ( X, Y ) OR f ( x, y ) is the joint probability

density function of ( X, Y ), then
discrete
E ( g( X, Y ) ) =

continuous

g ( x, y ) p ( x, y )

E ( g( X, Y ) ) =

all x all y

d)

g ( x, y) f ( x, y) dx dy

Find E ( X ), E ( Y ), E ( X + Y ), E ( X Y ).
E ( X ) = 1 0.25 + 2 0.75 = 1.75.
E ( Y ) = 0 0.40 + 1 0.40 + 2 0.20 = 0.8.
E ( X + Y ) = 1 0.15 + 2 0.25 + 2 0.10 + 3 0.30 + 3 0 + 4 0.20 = 2.55.
OR
E ( X + Y ) = E ( X ) + E ( Y ) = 1.75 + 0.8 = 2.55.
E ( X Y ) = 0 0.15 + 0 0.25 + 1 0.10 + 2 0.30 + 2 0 + 4 0.20 = 1.5.

Moment-generating function
M X Y ( t 1, t 2 ) = E ( e

t1 X + t2 Y

M X Y ( t 1 , 0 ) = M X ( t 1 ),
e)

),

if it exists for | t 1 | < h 1 , | t 2 | < h 2 .

M X Y ( 0, t 2 ) = M Y ( t 2 ).

Find the moment-generating function M X Y ( t 1 , t 2 ).

M ( t 1 , t 2 ) = 0.15 e

t1

+ 0.25 e

2 t1

+ 0.10 e

t1 + t2

+ 0.30 e

2 t1 + t2

+ 0.20 e

2 t1 + 2 t2

1.5.

Consider two random variables X and Y with the moment-generating function

M ( t 1 , t 2 ) = 0.10 + 0.20 e

t1

+ 0.30 e

2 t2

+ 0.40 e

2 t1 + t2

Find the joint probability density function p ( x, y ).

2.

0.10

0.30

0.20

0.40

Alex is Nuts, Inc. markets cans of deluxe mixed

nuts containing almonds, cashews, and peanuts.
Suppose the net weight of each can is exactly
1 lb, but the weight contribution of each type of
nut is random. Because the three weights sum to
1, a joint probability model for any two gives all
necessary information about the weight of the
third type. Let X = the weight of almonds in a
selected can and Y = the weight of cashews.
Then the region of positive density is D = { ( x , y ) : 0 x 1, 0 y 1, x + y 1 }.
Let the joint probability density function for ( X , Y ) be
60 x 2 y
(
)
f x, y =

a)

0 x 1, 0 y 1, x + y 1
otherwise

Verify that f ( x, y ) is a legitimate probability density function.

1.

f ( x , y ) 0 for all ( x , y ).

2.

f ( x, y ) dx dy =

1 1 x

2
2
60 x 2 y dy dx =
30 x ( 1 x ) dx

0
0 0

( 30 x 2 60 x 3 + 30 x 4 )dx = (10 x 3 15 x 4 + 6 x 5 ) 10

= 1.

b)

Find the probability that the two types of nuts together make up less than 50% of
the can. That is, find the probability P( X + Y < 0.50 ). ( Find the probability that
peanuts make up over 50% of the can.)

P( X + Y < 0.50 ) =

0.5 0.5 x

0.5

2
2
2
dx =
60
y
x
y
d
30 x ( 0.5 x ) d x

0
0

( 7.5 x 2 30 x 3 + 30 x 4 )dx = ( 2.5 x 3 7.5 x 4 + 6 x 5 ) 00.5 = 321 = 0.03125.

0.5

c)

Find the probability that there are more almonds than cashews in a can. That is,
find the probability P( X > Y ).
y

P( X > Y ) = 60 x 2 y dx dy

0 y

1 2 1

1 y

2
= 20 y 3 x dx dy
y

12

20 y ( (1 y )

12

y 3 dy

20 y (1 3 y + 3 y

12

2y

)dx

( 20 y 60 y

12

+ 60 y 3 40 y 4 dx

= 10 y 2 20 y 3 + 15 y 4 8 y 5

11
) 102 = 16

= 0.6875.

OR
12

1 x

dx
2
2
=
1

60
dx
x
y
dy
30
x
2
y
dy

0
0 x

1 2 1 x

P( X > Y ) = 1
12

= 1

0
12

=1

30 x

( (1 x )

2
3
( 30 x 60 x )dx

)dx

12

= 1

30 x 2 ( 1 2 x ) dx

= 1 10 x 3 15 x 4

11
) 102 = 16

= 0.6875.

OR
1 1 x

2
2
P( X > Y ) = 60 x y dy dx + 60 x y dy dx =

0 0
1 2 0

1 2 x

d)

Find the probability that there are at least twice as many cashews as there are almonds.
That is, find the probability P( 2 X Y ).
P( Y 2 X ) =

1 3 1 x

60 x 2 y dy dx

0 2x

2
2
2
( 30 x [ ( 1 x ) ( 2 x ) ] )dx

13

( 30 x

13

60 x 3 90 x 4 dx

60 x 3 90 x 4 dx =

0
13

( 30 x

(10 x 3 15 x 4 18 x 5 ) 103

e)

10 15 18
1
=
.

27 81 243
9

Find the marginal probability density function for X.

1 x

60 x

f X(x ) =

y dy = 30 x

1 x

2 y dy

f)

0 < x < 1.

Find the marginal probability density function for Y.

1 y

60 x

f Y(y ) =

g)

= 30 x 2 ( 1 x ) 2 ,

1 y
2

y dx = 20 y

3x

dx = 20 y ( 1 y ) 3 ,

Find E ( X ), E ( Y ), E ( X + Y ), E ( X Y ).
1

E( X ) =

x 30 x 2 ( 1 x ) 2 dx =

( 30 x

60 x 4 + 30 x 5 dx

0 < y < 1.

( 7.5 x 4 12 x 5 + 5 x 6 ) 10
1

E( Y ) =

y 20 y ( 1 y ) 3 dy =

= 0.5 =

( 20 y

1
.
2

60 y 3 + 60 y 4 20 y 5 dy

1
20
1
20 3
=
y 15 y 4 + 12 y 5 y 6 = .
6
3
3
0
E ( X + Y ) = E( X ) + E( Y ) =

5
.
6

1 1 x

E ( X Y ) = x y 60 x y dy dx = 20 x 3 ( 1 x ) 3 dx

0
0 0

( 20 x

60 x 4 + 60 x 5 20 x 6 dx

20 7 1
1

= 5 x 4 12 x 5 + 10 x 6
=
.
x
7
7

0
h)

If 1 lb of almonds costs the company $1.00, 1 lb of cashews costs $1.50, and 1 lb of

peanuts costs $0.60, what is the expected total cost of the content of a can?
Total cost = ( 1.00 ) X + ( 1.50 ) Y + ( 0.60 ) ( 1 X Y ) = 0.6 + 0.4 X + 0.9 Y.
1
1
E ( Total cost ) = 0.6 + 0.4 E ( X ) + 0.9 E ( Y ) = 0.60 + 0.40 + 0.90 = $1.10.
3
2

OR
E ( Total cost ) = ( 1.00 ) E ( X ) + ( 1.50 ) E ( Y ) + ( 0.60 ) E ( 1 X Y )
1
1
1 1

= 1.00 + 1.50 + 0.60 1 = $1.10.

2
3
2 3

i)

Find the moment-generating function M X Y ( t 1 , t 2 ).

M(t1, t2 ) =

1 1 x

t x+t y
2
e 1 2 60 x y dy
0 0

dx =