EE3110 Problem Set-4

1. Let X and Y be two r.v. defined on a space Ω such that X (ω ) ≤ Y (ω ) ∀ ω ∈ Ω. Derive the
inequality relating FX (α) and FY (α). What is the probability of the event { X > Y }?

2. Buses arrive at ten-minute intervals starting at noon. A man arrives at the bus stop at a
random time X minutes after noon, where X is uniformly distributed between 0 and 60
minutes. What is the probability that he waits a maximum of two minutes for a bus?

3. Two persons X and Y live in suburbs A and B of a city and commute to B and A respectively
every morning. X starts at a (uniformly distributed) random time between 9am and 10am.
Y starts at a (uniformly distributed) random time between 9.15am and 10am independently
of X. The commuting time for both persons is 20 minutes. Determine the probability that X
and Y will cross each other during their commutes.

4. Let the r.v. X ∼ Exp(λ). Evaluate P( x > x0 ) and P( X > x0 + t | X > x0 ) for x0 , t > 0
(and thereby note the memoryless property of the exponential pdf). Now suppose that X
1
has the pdf f X ( x ) = , x ∈ R. Evaluate P( X > x0 + t | X > x0 ) for t > 0.
π (1 + x 2 )
5. Let X be uniformly distributed in [0, 1]. Given X = x, the r.v. Y is uniformly distributed in
[0, x ] for 0 ≤ x ≤ 1.
(a) Specify the joint pdf f XY ( x, y) and sketch its region of support Ω XY .
(b) Determine f X |Y ( x | 0.25).
(c) Determine the probability P( X < 2Y ).
(d) Determine the probability P( X + Y ≤ 1).

6. Let X and Y be two r.v. described by the joint pdf:

f XY ( x, y) = C exp − ( x2 + y2 − xy) , x, y ∈ R.

(a) Obtain the marginal pdfs f X and f Y by completing the square and integrating. What is
the value of C?
(b) Are X and Y independent? Are they identically distributed?

7. Let { Xk : k ≥ 1} be iid continuous r.v. Find (using symmetry) the probability that
(a) { X1 < X2 < X3 < X4 }
(b) { X1 > X2 } and { X2 < X3 < X4 }.
 8. Let g( x ) = 1 for 0 ≤ x ≤ 1 and 0 otherwise. Let X and Y be two r.v. described by the joint
pdf f XY ( x, y) = g(y) g( x − y), x, y ∈ R.
(a) Identify Ω XY .
(b) Determine the marginal pdfs of X and Y.
(c) Find P( X ≥ 0.5 | Y ≤ 0.5).
(d) Find the conditional pdf of X given that X + Y ≤ 1.

9. Let X ∼ Exp(λ1 ) and Y ∼ Exp(λ2 ) be independent r.v, and let 0 < h  1 . Consider the
event A = { X ≤ Y ≤ X + h} (i.e. A = { X ≈ Y }). Sketch the region corresponding to A.
Hence determine: (a) an approximate expression for P( A) in terms of h ,
(b) the conditional pdf of X given A when h → 0.

10. A two-state traffic signal (for pedestrians) alternately shows Red for TR seconds and Green
for TG seconds. A jogger arrives at the signal at a random instant of time. Let X denote the
waiting time of the jogger at the signal, measured from the instant of arrival. Assume that
the jogger can stop and start instantaneously. Determine and sketch the CDF of X. What is
P ( X = 0)?

11. A stick of unit length is broken into two parts at a point chosen uniformly at random. Let X
denote the length of the piece that contains the left end. This piece is again broken into two
parts at a point chosen uniformly at random (on the piece). Let Y denote the length of the
(remaining) piece that (still) contains the left end. This situation is mathematically identical
to that described by one of the problems above (which one?).
By breaking the original stick twice as described above, we obtain three pieces. A triangle
can be formed from three lines when the sum of the lengths of two lines (every possible pair)
is greater than the length of the third line. Determine the probability that the three pieces of
the stick can form a triangle. Sketch the region of the xy-plane corresponding to this event.

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