EL 630: Homework 7

1. X ∼ P(λ ); ( X is Poisson with parameter λ ), i.e.,

P(X = k ) = e − λ
λk
k!
, k = 0,1,2, .
Find E 
1 
.
1 + X 

2. Let X and Y be jointly distributed with p.d.f

1 + xy
 , | x |< 1, | y |< 1,
f XY ( x, y ) =  4
 0, otherwise .

(a) Find f X ( x ), f Y ( y ).

(b) Are X and Y independent?

3. Let X, Y have the joint p.d.f defined by

[ ]
 xy + (x 2 / 2 ) , 0 < x < 1, 0 < y < 2,
3
f XY ( x, y ) =  4
 0, otherwise.

(a) Find f Y ( y ).

(b) Determine P(Y < 1 | X < 1 / 2 ).

4. Let X, Y be jointly distributed with p.d.f

[ ]
 1 + xy (x 2 − y 2 ) , | x |≤ 1, | y |≤ 1,
1
f XY ( x, y ) =  4
 0, otherwise.

(a) Compute the marginal p.d.fs of X and Y.

(b) Are X and Y independent?

1
5. X and Y have the joint distribution

 xy
 , x > 0, y > 0,
FXY ( x, y ) =  (1 + x )(1 + y )
 0, otherwise.

Find the marginal p.d.fs of X and Y. Are X and Y independent?

6. X and Y are bivariate (jointly) Normal r.vs with joint p.d.f

1  1  x2 xy y 2 
f XY ( x, y ) = exp  − 2 
 − 2ρ + 2 , − ∞ < x < ∞, − ∞ < y < ∞.
2πσ 1σ 2 (1 − ρ 2 )1 / 2  2 (1 − ρ ) σ
 1
2
σ σ
1 2 σ 2 

and | ρ |< 1. Find f X ( x ) and f Y ( y ). Show all steps.

(Hint: Use substitutions that were used in deriving Φ X (u ) for a Normal r.v in class).