STAT 410 Homework 2

(due Friday, September 23, by 3PM)

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at the top of the first page.
No credit will be given without supporting work.
1 - 2. Let X and Y have the joint probability density function
fX,Y (x, y) = x1 , x > 1, 0 < y < x1 , zero elsewhere.
1. a) Let U = XY . Find the p.d.f. of U , fU (u).
b) Let V = Y /X. Find the p.d.f. of V , fV (v).
2. Let U = Y and V = Y /X.
Find the joint probability density function of (U, V ), fU,V (u, v). Sketch the
support of (U, V ).
3. Suppose that X and Y are independent with X N (0, 1) and Y
N (0, 4). Let U = X + Y and V = X Y .
a) Find the joint probability density function of (U, V ), fU,V (u, v).
b) Are U and V independent?
4-5. Suppose that X and Y have a joint probability density function
f (x, y) = 3(x + y), for 0 < x < 1, 0 < y < 1, and 0 < x + y < 1, zero
elsewhere. Let U = X + Y and V = X Y .
4. Find the joint probability density function of (U, V ), fU,V (u, v). Sketch
the support of (U, V ).
5. Find the marginal probability density functions fU (u) and fV (v).

6 - 8. Consider two continuous random variables X and Y with joint p.d.f.

fX,Y (x, y) = 34 x3 y, 0 < x < 1, 0 < y < 3x, zero otherwise.
6. a) Find P (Y > 1|X = 2/3).
b) Find E(Y |X = x).
c) Find P (X < 2/3|Y = 1).
7. d) Let W = X + Y . Find the p.d.f. of W , fW (w) = fX+Y (w).
8. e) Let U = X and V = XY .
Find the joint probability density function of (U, V ), fU,V (u, v). Sketch the
support of (U, V ).
f) Use part (e) to find the marginal probability density function of V , fV (v).
9 - 10. Let X and Y have the joint probability density function fX,Y (x, y) =
10xy 2 , 0 < x < y < 1, zero otherwise.
9. Let U = Y X and V = X + Y .
Find the joint probability density function of (U, V ), fU,V (u, v). Sketch the
support of (U, V ).
10. Let U = Y /X and V = XY .
Find the joint probability density function of (U, V ), fU,V (u, v). Sketch the
support of (U, V ).
11. 2.2.2 ( 7th and 6th edition ) Let X1 and X2 have the joint probability
mass function pX1 ,X2 (x1 , x2 ) = x1 x2 /36 , x1 = 1, 2, 3 and x2 = 1, 2, 3, zero
elsewhere. Find the joint probability mass function of Y1 = X1 X2 and Y2 =
X2 , and then find the marginal probability mass function of Y1 .

12-14. Let X and Y be independent exponential random variables with

fX (x) = ex for x > 0 and fY (y) = ey for y > 0, for some constant
> 0. Let U = X Y and V = Y .
12. Find the joint probability density function of (U, V ), fU,V (u, v). Sketch
the support of (U, V ).
13. Find the marginal probability density function of U , fU (u).
14. Use convolution to find the probability density function fW (w) for W =
X +Y.