Math 483, HW10, Due Thursday, October 19

1) Suppose that the joint distribution of Y1 and Y2 is given by the table below.
y1
p(y1 , y2 ) 0 1 2
0 1/9 2/9 1/9
y2 1 2/9 2/9 0
2 1/9 0 0
a) Are Y1 and Y2 independent? Why? b) Find E(Y1 ). c) Find V (Y1 ).
d) Find Cov(Y1 , Y2 ). e) Find E(Y1 Y2 ).

2) In exercise 1) on HW9, you were given the following joint probability function.
y1
p(y1 , y2 ) 0 1 total
0 0.38 0.17 0.55
y2 1 0.14 0.02 0.16
2 0.24 0.05 0.29
total 0.76 0.24 1.00
a) Are Y1 and Y2 independent? Why?
b) Find E[Y2 |Y1 = 0].
c) Find V ar[Y2 |Y1 = 1]
3) Let Y1 and Y2 have joint pdf
(
4y1 y2 , if 0 y1 1, 0 y2 1
f (y1 , y2 ) =
0, otherwise.

a) Are Y1 and Y2 independent? Why? b) Find Cov(Y1 , Y2 ).

c) Find V (Y1 Y2 ).
4) Let Y1 and Y2 have joint pdf
(
6(1 y2 ), if 0 y1 y2 1
f (y1 , y2 ) =
0, otherwise.

a) Are Y1 and Y2 independent? Why? b) Find Cov(Y1 , Y2 ).

c) Find V (Y1 Y2 ). d) Find V ar(Y1 |Y2 = y2 ).

1
 5) Let Y1 and Y2 have joint pdf
(
1
y e(y1 +y2 )/2 ,
8 1
if y1 > 0, y2 > 0
f (y1 , y2 ) =
0, otherwise.

Are Y1 and Y2 independent? Why?

6) Suppose that for 1 1, Y1 and Y2 have joint pdf
(
[1 {(1 2ey1 )(1 2ey2 )}]ey1 y2 , if y1 0, y2 0
f (y1 , y2 ) =
0, otherwise.

b) Suppose that the marginal distribution of Y1 is exponential with mean 1. Find the
marginal distribution of Y2 .
comment: The marginal distribution of Y1 is given. Use the symmetry of the problem
to get the marginal distribution of Y2 .