3.13 For each of the joint probability mass functions (jpmf), pX Y (x,y), or joint prob-
ability density functions (j pdf), fX Y (x, y), given below (cases 1–4), determine:
(a) the marginal mass or density functions,
(b) whether the random variables are independent.
(i) Case 1
(ii) Case 2:
(iii) Case 3
(iv) Case 4
3.14 Suppose X and Y have jp mf
(a) Determine marginal pmfs of X and Y.
(b) Determine P(X 1).
(c) Determine P(2X Y).
3.15 Let X 1 ,X 2 ,andX 3 be independent random variables, each taking values 1 with
probabilities 1/2. Define ra ndom variables Y 1 ,Y 2 ,andY 3 by
Show that any two of these new random variables are independent but that Y 1 ,Y 2 ,
and Y 3 are not independent.
3.16 The random variables X and Y are distributed according to the jpdf given by
Case 2, in Problem 3.13(ii). D etermine:
(a)
(b)
Random Variables and Probability D istributions 71
pXY
x;y
0 : 5 ; for
x;y
1 ; 1 ;
0 : 1 ; for
x;y
1 ; 2 ;
0 : 1 ; for
x;y
2 ; 1 ;
0 : 3 ; for
x;y
2 ; 2 :
8
>>>
<
>>>
:
fXY
x;y
a
xy; for 0<x 1 ;and 1<y 2 ;
0 ; elsewhere:
fXY
x;y
e
xy; for
x;y>
0 ; 0 ;
0 ; elsewhere:
fXY
x;y
4 y
xye
xy; for 0<x< 1 ;and 0<yx;
0 ; elsewhere:
pXY
x;y
0 : 1 ; for
x;y
1 ; 1 ;
0 : 2 ; for
x;y
1 ; 2 ;
0 : 3 ; for
x;y
2 ; 1 ;
0 : 4 ; for
x;y
2 ; 2 :
8
>>>
<
>>>
:
Y 1 X 1 X 2 ; Y 2 X 1 X 3 ; Y 3 X 2 X 3
P 9 X 0 : 5 \Y> 1 :0).
P 9 XY<^12 ).