Solutions to Week 3 Exercises

1.a. 

1/4, if x ∈ (−1, 1) and y ∈ (−1, 1),

f (x, y) =

0,
 otherwise.

1.b. Since the distribution is uniform, the easiest way to compute the probabilities is as the ratio of

areas. P (X 2 + Y 2 < 1) is equivalent to the probability of the point being inside a circle of radius one, and

the circle is inside the support which is a square with side length 2. The area of this circle is π, and the area

of the square is 4. Thus, P (X 2 + Y 2 < 1) = π/4.

1.c. Since x, y ∈ (−1, 1), then |x + y| ∈ (0, 2). Thus, P (|X + Y | < 2) = 1.

2.

∞
X
P (X = x) = P (X = x, Y = y)
y=0
X∞
= P (X = x|Y = y)P (Y = y)
y=0
∞    x 
X y x λ exp(−λ)
= p (1 − p)y−x , since P (X = x|Y = y) = 0 for y < x,
y=x
x y!
∞   x 
X y! x y−x λ exp(−λ)
= p (1 − p)
y=x
x!(y − x)! y!
∞
(λp)x exp(−λ) X ((1 − p)λ)y−x
=
x! y=x
(y − x)!
(λp)x exp(−λ)
= exp((1 − p)λ)
x!
(λp)x exp(−λp)
= , x = 0, 1, 2, . . . .
x!

Therefore, X ∼ Poisson(λp).

1
 3.a.

P (Z ≤ z, W = 0) = P (min(X, Y ) ≤ z, Y ≤ X)

= P (Y ≤ z, Y ≤ X)
Z zZ ∞
= λ exp(−λx)µ exp(−µy)dxdy
0 y
Z z
= exp(−λy)µ exp(−µy)dy
Z0 z
= µ exp(−(µ + λ)y)dy
0
µ
= (1 − exp(−(µ + λ)z)).
µ+λ

Similarly,
λ
P (Z ≤ z, W = 1) = (1 − exp(−(µ + λ)z))
µ+λ

Altogether,





0, if z < 0 or w < 0,


P (Z ≤ z, W ≤ w) = µ
 µ+λ (1 − exp(−(µ + λ)z)), if z > 0 and w ∈ [0, 1), and




1 − exp(−(µ + λ)z),
 if z > 0 and w ≥ 1.

3.b.

P (W = 0) = P (Y ≤ X)
Z ∞Z ∞
= λ exp(−λx)µ exp(−µy)dxdy
0 y
Z ∞
= µ exp(−(λ + µ)y)dy
0
µ
= ,
µ+λ

and
λ
P (W = 1) = 1 − P (W = 0) = .
µ+λ

2
Furthermore,

P (Z ≤ z) = P (Z ≤ z, W = 0) + P (Z ≤ z, W = 1)

= 1 − exp(−(µ + λ)z).

Thus, for any i ∈ {0, 1} and z > 0,

P (Z ≤ z|W = i) = P (Z ≤ z, W = i)/P (W = i)

= 1 − exp(−(µ + λ)z)

= P (Z ≤ z).

Therefore, Z and W are independent.