UCSD ECE109, Winter 1999 Homework 5 Solutions

Problem Solutions : Yates and Goodman,5.2.1 5.2.2 5.3.1 5.3.2 5.3.5 5.4.1 5.5.3 5.6.1 5.7.2 5.7.6 5.8.1 and 5.9.2 Part 1 of 2 Problem 5.2.1 (a) The joint PDF of X and Y is

To nd the constant c we integrate over the region shown. This gives

1 2

1 2 x

0 1 2

$ )

1 2

1 4

1 4

2x dx

U T S R HFDQ

( "

9& )

PX

1 2

2 dy dx

I G E C PHFDB

# ( " ( "

& )

(c) The probability P X lowing integrals

1 2 can be seen in the gure at right. Here we can set up the fol-

1 2

( "

'&

PX

dy dx 4x dx

0 1 2

4 3 2

1 2

1 x

" ( "

&

(b) To nd the P X

Therefore c

2. Y we look to integrate over the area indicated by the graph

1 x

c dy dx

cx

cx 2

c 2

"

"

fX Y x y

c x y 1xy 0 otherwise

    

Problem 5.2.2 Given the joint PDF

(a) To nd the constant c integrate fX Y x y over the all possible values of X and Y to get
1 0 0

1 0

x 0

(c) Here we can choose to either integrate fX Y x y over the lighter shaded region, which would require the evaluation of two integrals, or we can perform one integral over the darker region by recognizing

1 2

"

6xy2 dx dy dy 11 32

1 2 1 2 1 9y2

& )

v X

"

"

u& )

P min X Y

1 2

P min X Y

1 2

F k j ihg e Ff d

PY

"

"

Similarly, to nd P Y shown in the gure.

X 2 we can integrate over the region

x2

6xy2 dy dx

1 4

2 5

s qi trph

g cf

"

'&

PX

6xy2 dy dx

1 0

2x4 dx

b ca

"

"

&

(b) The probability P X region.

Y is the integral of the joint PDF fX Y x y over the indicated shaded

Therefore c

6.

"

"

fX Y x y

cxy2 0 x y 1 0 otherwise

cxy2 dx dy

c 6

3 4

3 4

6xy2 dx dy y3
3 4 0

Problem 5.3.1 (a) The joint PDF (and the corresponding region of nonzero probability) are

(b)

This result can be deduced by geometry. The shaded triangle of the X Y plane corresponding to the event X 0 is 1 4 of the total shaded area.

The complete expression for the marginal PDF is

(d) From the marginal PDF fX x , the expected value of X is

u& %

EX

x fX x dx

x1

1 2

"

fX x

x dx

) t

1 0

x 2

1 x 1 otherwise

x2 4

x3 6

) t

fX x

fX Y x y dy

"

"

"

(c) For x

1 or x

1, fX x

0. For

1,
1

1 dy 2

x 2

'&

v %

PX

1 dy dx 2

dx

1 4

1 3

"

"

"

fX Y x y

1 2 1 x y 0 otherwise

3 4

0 237

0 2 3 4 x 0

& )

" " % u& )

P max X Y

3 4

PX

3 4Y

3 4

~ } {zx u sr F|yw vtq

p o

& ) )

X v

(d) The P max X Y

3 4 can be found be integrating over the shaded region shown below.

Problem 5.3.2

Likewise for fY y :

Problem 5.3.5 2 xy r4 0 x2 y2 0 otherwise r, we can write r2

r2 x2

Since y is symmetric about the origin, we can simplify the integral to fX x y dy

Problem 5.4.1 (a) The minimum value of W is W 0, which occurs when X 0 and Y 0. The maximum value of W is W 1, which occurs when X 1 or Y 1. The range of W is SW w0 w 1 .

(b) Note that the joint PDF is symmetric in x and y so that fY y

fX y .

fX x

2 x r2 x2 r4

Note that for x

r, fX x

0. Hence the complete expression for the PDF of X is r x r otherwise

4x r4

r2 x2

2x 2 y r4

r2 x2

2 x r2 r4

# "

fX x

fX Y x y dy

2x r4

# # # "

"

(a) Since xy

x y , for

fX Y x y

fY y

2 dx

r2 x2

y dy

x2

1 y

21 0

0 y 1 otherwise

"

fX x

2 dy

1 x

21 0

0 x 1 otherwise



Using the gure to the left we can nd the marginal PDFs by integrating over the appropriate regions.

fX Y x y

2 x y 1xy 0 otherwise

"

The complete expression for the CDF is 0 w 0 w3 0 w 1 1 otherwise

(c) The PDF of W is found by differentiating the CDF.

Problem 5.5.3 The joint PDF of X and Y and the region of nonzero probability are

(a) The rst moment of X is

1 x2

1 0

u& %

Var X

E X2

"

"

u& %

Since E X

0, the variance of X and the second moment are both

x2

x2

5x2 dy dx 2

5x7 14

1 0

10 14

& %

EX

5x2 dy dx 2

5x5 dx 1 2

5x6 12

"

"

"

fX Y x y

5x2 2 1 x 10 0 otherwise

x2

fY y

dFW w dw

3w2 0 w 1 0 otherwise

FW w

y 0

FW w

y dy dx

xy

dx

y2 2

"

"

Substituting fX Y x y

y yields
y w w

wx

w2 2 dx

w3

" " %

PX
w

wY
w

fX Y x y dy dx

&

& X

FW w

P max X Y

"

"

(b) For 0

1, the CDF of W is

(b) The rst and second moments of Y are

1 1 1 1

Therefore, Y has variance

x2

Problem 5.6.1

So then

Problem 5.7.2 Random variables X and Y have joint PDF

fX Y x y

2 0 y x 0 otherwise

fX Y A x y

2e

6e 1 3e

2x 3y

x y 10 x otherwise

u& %

PA

6e

dy dx

3e

2e

0y

2x 3y

1 x

"

"

(a) Given the event A

1 , we wish to nd fX Y A x y . First we nd
2 3

u& %

& %

r& %

&

Var X

Var X

Var Y

(e) By Theorem 5.10, the variance of X

Y is 2 Cov X Y 5 7 0 0576 0 7719

'& %

& %

u&

EX

(d) The expected value of the sum X

Y is Y EX EY 5 14

u& %

Cov X Y

E XY

xy

5x2 dy dx 2

"

&

'& " " '& % & % & $

'& %

u& %

(c) Since E X

0, Cov X Y

E XY

EXEY

E XY . Thus,
1

'& %

Var Y

5 26

5 14

0576

E Y2

"

# "

'& %

EY

"

"

5 5x2 dy dx 2 14 0 5x2 5 x2 y2 dy dx 2 26 0 y

x2

5x7 dx 1 4

(b) By Theorem 5.13, the conditional PDF of X given Y is

Problem 5.7.6 the joint PDF of X and Y is

(a) The marginal PDF of X is

The conditional PDF of Y given X is

&

EY X

&

r2 x2 r2 (b) Given X x, we observe that over the interval Since the conditional PDF fY X y x is symmetric about y 0,

%$

fY X y x

x2 , Y has a uniform PDF.

fX Y x y fX x

1 2 r2 0

fX x

x2

y2 r2 x2 otherwise

r2 x2

1 dy r2

2 r2 x2 r2

# "

fX Y x y

1 r2 0

0 x2 y2 otherwise

r2

r x r otherwise

In fact, since we know that the conditional PDF of X is uniform over y 1 when Y really necessary to perform the calculation.

& %

'&

EXY

x fX Y x y dx

dx

"

(c) The conditional expectation of X given Y

y can be calculated as
1

& %

"

That is, since Y

1, X is uniform over y 1 when Y

fX Y x y

y.

x2 21 y

fX Y x y fY y

fY y

1 1 y

21 0

Also, for y

0 or y

1, fY y

0. The complete expression for the marginal PDF is y 0 y 1 otherwise

y x 1 otherwise

fY y

fX Y x y dx

2 dx

21

"

"

(a) For 0

1,
1

y 2 y, it wasnt

Problem 5.8.1 X and Y are independent random variables with PDFs 0

x y

(b) Since X and Y are exponential random variables with parameters X 1 3 and Y 1 2, Ap1 X 3 and E Y 1 Y 2. Since X and Y are independent, pendix A tells us that E X the correlation is E XY EX EY 6.

Problem 5.9.2

Proceeding as in Problem 5.9.1 we attempt to nd values for Y , X , E X , E Y and . (a) First, we try to solve the following equations

(b) To nd the correlation coefcient , we observe that

(c) Since

2, now we can solve for X and Y . X 1 2

Using X and Y in the third equation yields

2.

1 2

41

81

'& %

& %

The rst two equations yield E X

EY

81

81

& %

EY 2 Y 2 X Y

2 y2

41

& %

EX X

2 x2

& %

& %

fX Y x y

ce

2x2 4xy 4y2

'& %

(c) Since X and Y are independent, Cov X Y

0.

1 2 1 3y

dy

( ( #

u& %

( #

y 2

y 3

dy 1 2 1 2 2 3 3 7

( #

( #

( #

1 e 0 2 1 e 0 2 1 e 0 2

y 2

"

1 e 3

'& % & % u& ) & %

"

"

"

&

v %

PX

fX x fY y dx dy
x 3

dx dy

" "

&

v %

(a) To calculate P X

Y , we use the joint PDF fX Y x y

fX x fY y .

fX x

fY y

x 0 otherwise

( #

1 x 3 3e

1 y 2 2e

( #

y 0 otherwise

(d) From here we can solve for c. 2X Y 0. 2

(e) X and Y are dependent because