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Suppose that the joint p.d.f. of two random variables X and Y is as follows:

\(f\left( {x,y} \right) = \left\{ \begin{aligned}c\sin x\;\;\;\;\;for\;0 \le x \le \frac{\pi }{2}\;\;and\;0 \le y \le 3\\0\;\;\;\;\;\;\;\;\;\;\;\;\;\;Otherwise\end{aligned} \right.\)

Determine (a) the conditional p.d.f. of Y for every given value of X, and

(b)\({\rm P}\left( {1 < y < \frac{2}{x} = 0.73} \right)\)

Short Answer

Expert verified
  1. A conditional pdf of Y for every given value of X is \({g_2}\left( {y|x} \right) = \left\{ \begin{aligned}\frac{1}{3},\;0 \le y \le 3\\0\;\;otherwise\end{aligned} \right.\)
  2. \({\rm P}\left( {1 < y < 2|X = 0.73} \right) = \frac{1}{3}\)

Step by step solution

01

Given information

Pdf of two random variables, X and Y is

\(f\left( {{\rm{x,y}}} \right) = \left\{ \begin{aligned}{l}c\sin x\;\;\;\;\;for\;0 \le x \le \frac{\pi }{2}\;\;and\;0 \le y \le 3\\0\;\;\;\;\;\;\;\;\;\;\;\;\;\;Otherwise\end{aligned} \right.\)

02

Calculating the marginal density of X

\(\begin{aligned}{f_1}\left( x \right) = \int\limits_y {f\left( {x,y} \right)dy} \\ = \int\limits_{y = 0}^3 {c\sin xdy} \end{aligned}\)

\(\begin{aligned}{f_1}\left( x \right) = c\sin x\int\limits_{y = 0}^3 {dy} \\ = 3c\sin x\end{aligned}\)

Therefore \({f_1}\left( x \right) = \left\{ \begin{aligned}{l}3c\sin x,\;\;\;\;0 \le x \le \frac{\pi }{2}\\0\;\;\;\;\;\;\;\;\;\;\;\;\;otherwise\end{aligned} \right.\)

03

(a) Calculating the conditional pdf of Y for every given value of X

Conditional pdf is given by:

\(\begin{aligned}{g_2}\left( {y|x} \right) = \frac{{f\left( {x,y} \right)}}{{{f_1}\left( x \right)}}\\ = \frac{{c\sin x}}{{3c\sin x}}\end{aligned}\)

\(\begin{aligned}{g_2}\left( {y|x} \right) = \frac{1}{{3\left( 1 \right)}}\\ = \frac{1}{3}\end{aligned}\)

\({g_2}\left( {y|x} \right) = \left\{ \begin{aligned}{l}\frac{1}{3},\;0 \le y \le 3\\0\;\;otherwise\end{aligned} \right.\)

04

(b) Calculating the conditional pdf for \({\rm P}\left( {1 < y < \frac{2}{x} = 0.73} \right)\)

Calculate the conditional pdf of Y given\(X = 0.73\)from pat a.

\({g_2}\left( {y|0.73} \right) = \left\{ \begin{aligned}{l}\frac{1}{3},\;0 \le y \le 3\\0\;\;\;otherwise\end{aligned} \right.\)

Computing the conditional probability

\(\begin{aligned}{\rm P}\left( {1 < y < 2|X = 0.73} \right) = \int\limits_{y = 1}^2 {{g_2}\left( {y|0.73} \right)} dy\\ = \int\limits_{y = 1}^2 {\frac{1}{3}} dy\end{aligned}\)

\(\begin{aligned}{\rm P}\left( {1 < y < 2|X = 0.73} \right) = \frac{1}{3}\left( y \right)_{y = 1}^2\\ = \frac{1}{3}\left( {2 - 1} \right)\\ = \frac{1}{3}\end{aligned}\)

therefore\({\rm P}\left( {1 < y < 2|X = 0.73} \right) = \frac{1}{3}\)

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Most popular questions from this chapter

Question:LetYbe the rate (calls per hour) at which calls arrive at a switchboard. LetXbe the number of calls during at wo-hour period. A popular choice of joint p.f./p.d.f. for(X, Y )in this example would be one like

\({\bf{f}}\left( {{\bf{x,y}}} \right){\bf{ = }}\left\{ \begin{array}{l}\frac{{{{\left( {{\bf{2y}}} \right)}^{\bf{x}}}}}{{{\bf{x!}}}}{{\bf{e}}^{{\bf{ - 3y}}}}\;{\bf{if}}\;{\bf{y > 0}}\;{\bf{and}}\;{\bf{x = 0,1, \ldots }}\\{\bf{0}}\;{\bf{otherwise}}\end{array} \right.\)

a. Verify thatfis a joint p.f./p.d.f. Hint:First, sum overthexvalues using the well-known formula for thepower series expansion of\({{\bf{e}}^{{\bf{2y}}}}\).

b. Find Pr(X=0).

Let Z be the rate at which customers are served in a queue. Assume that Z has the p.d.f.

\(\begin{aligned}f\left( z \right) &= 2e{}^{ - 2z},z > 0\\ &= 0,otherwise\end{aligned}\)

Find the p.d.f. of the average waiting time T = 1/Z.

For the conditions of Exercise 1, find the p.d.f. of the

average \(\frac{{\left( {{{\bf{X}}_{\bf{1}}}{\bf{ + }}{{\bf{X}}_{\bf{2}}}} \right)}}{{\bf{2}}}\)

Suppose that\({{\bf{X}}_{\bf{1}}}\)and\({{\bf{X}}_{\bf{2}}}\)are i.i.d. random variables, and that each has the uniform distribution on the interval[0,1]. Evaluate\({\bf{P}}\left( {{{\bf{X}}_{\bf{1}}}^{\bf{2}}{\bf{ + }}{{\bf{X}}_{\bf{2}}}^{\bf{2}} \le {\bf{1}}} \right)\)

Suppose that a person’s score X on a mathematics aptitude test is a number between 0 and 1, and that his score Y on a music aptitude test is also a number between 0 and 1. Suppose further that in the population of all college students in the United States, the scores X and Y are distributed according to the following joint pdf:

\(f\left( {x,y} \right)\left\{ \begin{aligned}\frac{2}{5}\left( {2x + 3y} \right)for0 \le x \le 1 and 0 \le y \le 1\\0 otherwise\end{aligned} \right.\)

a. What proportion of college students obtain a score greater than 0.8 on the mathematics test?

b. If a student’s score on the music test is 0.3, what is the probability that his score on the mathematics test will be greater than 0.8?

c. If a student’s score on the mathematics test is 0.3, what is the probability that his score on the music test will be greater than 0.8?

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