Probability Theory : Multiple Random Variables

Study concepts, example questions & explanations for Probability Theory

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Example Questions

Example Question #1 : Multiple Random Variables

Let \(\displaystyle \uptext{X}\), and \(\displaystyle \uptext{Y}\) be the lifespans (in hours) of two electronic devices, and their joint probability mass function is given below.

\(\displaystyle \operatorname{f_{X,Y}}{\left (x,y \right )} = \begin{cases} c e^{- x - 2 y} & 0< x< y< \infty \\ 0, & \text{Otherwise} \end{cases}\)

Determine the value of \(\displaystyle \uptext{c}\)

Possible Answers:

\(\displaystyle c = 2\)

\(\displaystyle c = 6\)

\(\displaystyle c = \frac{3}{2}\)

\(\displaystyle c = 12\)

\(\displaystyle c = 1\)

Correct answer:

\(\displaystyle c = 6\)

Explanation:

In order to find the value of \(\displaystyle \uptext{c}\), we need to take find the double integral of the function

Let's find what the bounds are for both \(\displaystyle \uptext{x}\), and \(\displaystyle \uptext{y}\)

We look at the p.d.f to see that the bounds for \(\displaystyle \uptext{x}\) are, \(\displaystyle 0< x< y\), and for \(\displaystyle \uptext{y}\), \(\displaystyle 0< y< \infty\)

Now let's set up the double integral

\(\displaystyle \int_{0}^{\infty}\int_{0}^{y} c e^{- x - 2 y}\, dx\, dy\)

Before we evaluate it, we need to remember to set the double integral equal to one, since we are essentially solving for the c.d.f.

\(\displaystyle \int_{0}^{\infty}\int_{0}^{y} c e^{- x - 2 y}\, dx\, dy = 1\)

Now evaluate the double integral

\(\displaystyle \int_{0}^{\infty} c e^{- 2 y} - c e^{- 3 y}\, dy = 1\)

To evaluate this, we need to use the limit definition

\(\displaystyle \lim_{b \to \infty}\left(- \frac{c}{2} e^{- 2 y} + \frac{c}{3} e^{- 3 y}\right) \Big|_{ 0 }^{ b }\)

\(\displaystyle - \lim_{b \to \infty}\left(- \frac{c}{6}\right) + \lim_{b \to \infty}\left(- \frac{c}{2} e^{- 2 b} + \frac{c}{3} e^{- 3 b}\right)\)

\(\displaystyle \frac{c}{6} = 1\)

Now we simply solve for \(\displaystyle \uptext{c}\)

\(\displaystyle c = 6\)

Example Question #1 : Multiple Random Variables

Let \(\displaystyle \uptext{X}\), and \(\displaystyle \uptext{Y}\) be the lifespans (in hours) of two electronic devices, and their joint probability mass function is given below.

\(\displaystyle \operatorname{f_{X,Y}}{\left (x,y \right )} = \begin{cases} c e^{- x - 19 y} & 0< x< y< \infty \\ 0, & \text{Otherwise} \end{cases}\)

Determine the value of \(\displaystyle \uptext{c}\)

Possible Answers:

\(\displaystyle c = 380\)

\(\displaystyle c = 360\)

\(\displaystyle c = \frac{1}{400}\)

\(\displaystyle c = \frac{1}{380}\)

\(\displaystyle c = 400\)

Correct answer:

\(\displaystyle c = 380\)

Explanation:

In order to find the value of \(\displaystyle \uptext{c}\), we need to take find the double integral of the function.

Let's find what the bounds are for both \(\displaystyle \uptext{x}\), and \(\displaystyle \uptext{y}\).

We look at the p.d.f to see that the bounds for \(\displaystyle \uptext{x}\) are, \(\displaystyle 0< x< y\), and for \(\displaystyle \uptext{y}\), \(\displaystyle 0< y< \infty\).

Now let's set up the double integral.

\(\displaystyle \int_{0}^{\infty}\int_{0}^{y} c e^{- x - 19 y}\, dx\, dy\)


Before we evaluate it, we need to remember to set the double integral equal to one, since we are essentially solving for the c.d.f.

\(\displaystyle \int_{0}^{\infty}\int_{0}^{y} c e^{- x - 19 y}\, dx\, dy = 1\)

 

Now evaluate the double integral

\(\displaystyle \int_{0}^{\infty} c e^{- 19 y} - c e^{- 20 y}\, dy = 1\)
To evaluate this, we need to use the limit definition

\(\displaystyle \lim_{b\to \infty}\left(- \frac{c}{19} e^{- 19 y} + \frac{c}{20} e^{- 20 y}\right) \Big|_{ 0 }^{ 19 }\)

\(\displaystyle - \lim_{b \to \infty}\left(- \frac{c}{380}\right) + \lim_{b\to \infty}\left(- \frac{c}{19 e^{361}} + \frac{c}{20 e^{380}}\right)\)

\(\displaystyle \frac{c}{380} = 1\)

Now we simply solve for \(\displaystyle \uptext{c}\)

\(\displaystyle c = 380\)

 

Example Question #3 : Multiple Random Variables

Let \(\displaystyle \uptext{X}\), and \(\displaystyle \uptext{Y}\) be the lifespans (in hours) of two electronic devices, and their joint probability mass function is given below.

\(\displaystyle \operatorname{f_{X,Y}}{\left (x,y \right )} = \begin{cases} c e^{- 7 x - 14 y} & 0< x< y< \infty \\ 0, & \text{Otherwise} \end{cases}\)

Determine the value of \(\displaystyle \uptext{c}\).

Possible Answers:

\(\displaystyle c = 1\)

\(\displaystyle c = 588\)

\(\displaystyle c = \frac{147}{2}\)

\(\displaystyle c = 98\)

\(\displaystyle c = 294\)

Correct answer:

\(\displaystyle c = 294\)

Explanation:

In order to find the value of \(\displaystyle \uptext{c}\), we need to take find the double integral of the function.

Let's find what the bounds are for both \(\displaystyle \uptext{x}\), and \(\displaystyle \uptext{y}\).

We look at the p.d.f to see that the bounds for \(\displaystyle \uptext{x}\) are, \(\displaystyle 0< x< y\), and for \(\displaystyle \uptext{y}\), \(\displaystyle 0< y< \infty\)

Now let's set up the double integral

\(\displaystyle \int_{0}^{\infty}\int_{0}^{y} c e^{- 7 x - 14 y}\, dx\, dy\)
Before we evaluate it, we need to remember to set the double integral equal to one, since we are essentially solving for the c.d.f.

\(\displaystyle \int_{0}^{\infty}\int_{0}^{y} c e^{- 7 x - 14 y}\, dx\, dy = 1\)


Now evaluate the double integral

\(\displaystyle \int_{0}^{\infty} \frac{c}{7} e^{- 14 y} - \frac{c}{7} e^{- 21 y}\, dy = 1\)


To evaluate this, we need to use the limit definition
\(\displaystyle \lim_{b \to \infty}\left(- \frac{c}{98} e^{- 14 y} + \frac{c}{147} e^{- 21 y}\right) \Big|_{ 0 }^{ b }\)

\(\displaystyle - \lim_{b \to \infty}\left(- \frac{c}{294}\right) + \lim_{b \to \infty}\left(- \frac{c}{98} e^{- 14 b} + \frac{c}{147} e^{- 21 b}\right)\)

\(\displaystyle \frac{c}{294} = 1\)


Now we simply solve for \(\displaystyle \uptext{c}\)

\(\displaystyle c = 294\)

Example Question #2 : Multiple Random Variables

Let \(\displaystyle \uptext{X}\), and \(\displaystyle \uptext{Y}\) be the lifespans (in hours) of two electronic devices, and their joint probability mass function is given below.

\(\displaystyle \operatorname{f_{X,Y}}{\left (x,y \right )} = \begin{cases} c e^{- 5 x - 6 y} & 0< x< y< \infty \\ 0, & \text{Otherwise} \end{cases}\)

Determine the value of \(\displaystyle \uptext{c}\).

Possible Answers:

\(\displaystyle c = 1\)

\(\displaystyle c = 22\)

\(\displaystyle c = 132\)

\(\displaystyle c = 66\)

\(\displaystyle c = \frac{33}{2}\)

Correct answer:

\(\displaystyle c = 66\)

Explanation:

In order to find the value of \(\displaystyle \uptext{c}\), we need to take find the double integral of the function

Let's find what the bounds are for both \(\displaystyle \uptext{x}\), and \(\displaystyle \uptext{y}\)

We look at the p.d.f to see that the bounds for \(\displaystyle \uptext{x}\) are, \(\displaystyle 0< x< y\), and for \(\displaystyle \uptext{y}\), \(\displaystyle 0< y< \infty\)

Now let's set up the double integral

\(\displaystyle \int_{0}^{\infty}\int_{0}^{y} c e^{- 5 x - 6 y}\, dx\, dy\)
Before we evaluate it, we need to remember to set the double integral equal to one, since we are essentially solving for the c.d.f.

\(\displaystyle \int_{0}^{\infty}\int_{0}^{y} c e^{- 5 x - 6 y}\, dx\, dy = 1\)


Now evaluate the double integral

\(\displaystyle \int_{0}^{\infty} \frac{c}{5} e^{- 6 y} - \frac{c}{5} e^{- 11 y}\, dy = 1\)
To evaluate this, we need to use the limit definition

\(\displaystyle \lim_{b \to \infty}\left(- \frac{c}{30} e^{- 6 y} + \frac{c}{55} e^{- 11 y}\right) \Big|_{ 0 }^{ b }\)

\(\displaystyle - \lim_{b \to \infty}\left(- \frac{c}{66}\right) + \lim_{b \to \infty}\left(- \frac{c}{30} e^{- 6 b} + \frac{c}{55} e^{- 11 b}\right)\)

\(\displaystyle \frac{c}{66} = 1\)

Now we simply solve for \(\displaystyle \uptext{c}\)

\(\displaystyle c = 66\)

Example Question #5 : Multiple Random Variables

Let \(\displaystyle \uptext{X}\), and \(\displaystyle \uptext{Y}\) be the lifespans (in hours) of two electronic devices, and their joint probability mass function is given below.


\(\displaystyle \operatorname{f_{X,Y}}{\left (x,y \right )} = \begin{cases} c e^{- 9 x - 12 y} & 0< x< y< \infty \\ 0, & \text{Otherwise} \end{cases}\)

Determine the value of \(\displaystyle \uptext{c}\)

Possible Answers:

\(\displaystyle c = 504\)

\(\displaystyle c = 84\)

\(\displaystyle c = 252\)

\(\displaystyle c = 1\)

\(\displaystyle c = 63\)

Correct answer:

\(\displaystyle c = 252\)

Explanation:

In order to find the value of \(\displaystyle \uptext{c}\), we need to take find the double integral of the function

Let's find what the bounds are for both \(\displaystyle \uptext{x}\), and \(\displaystyle \uptext{y}\)

We look at the p.d.f to see that the bounds for \(\displaystyle \uptext{x}\) are, \(\displaystyle 0< x< y\), and for \(\displaystyle \uptext{y}\), \(\displaystyle 0< y< \infty\)

Now let's set up the double integral

\(\displaystyle \int_{0}^{\infty}\int_{0}^{y} c e^{- 9 x - 12 y}\, dx\, dy\)


Before we evaluate it, we need to remember to set the double integral equal to one, since we are essentially solving for the c.d.f.

\(\displaystyle \int_{0}^{\infty}\int_{0}^{y} c e^{- 9 x - 12 y}\, dx\, dy = 1\)


Now evaluate the double integral

\(\displaystyle \int_{0}^{\infty} \frac{c}{9} e^{- 12 y} - \frac{c}{9} e^{- 21 y}\, dy = 1\)


To evaluate this, we need to use the limit definition

\(\displaystyle \lim_{b \to \infty}\left(- \frac{c}{108} e^{- 12 y} + \frac{c}{189} e^{- 21 y}\right) \Big|_{ 0 }^{ b }\)

\(\displaystyle - \lim_{b \to \infty}\left(- \frac{c}{252}\right) + \lim_{b \to \infty}\left(- \frac{c}{108} e^{- 12 b} + \frac{c}{189} e^{- 21 b}\right)\)

\(\displaystyle \frac{c}{252} = 1\)

Now we simply solve for \(\displaystyle \uptext{c}\)

\(\displaystyle c = 252\)

Example Question #6 : Multiple Random Variables

Let \(\displaystyle \uptext{X}\), and \(\displaystyle \uptext{Y}\) be the lifespans (in hours) of two electronic devices, and their joint probability mass function is given below.

\(\displaystyle \operatorname{f_{X,Y}}{\left (x,y \right )} = \begin{cases} c e^{- 6 x - 10 y} & 0< x< y< \infty \\ 0, & \text{Otherwise} \end{cases}\)


Determine the value of \(\displaystyle \uptext{c}\).

Possible Answers:

\(\displaystyle c = 1\)

\(\displaystyle c = \frac{160}{3}\)

\(\displaystyle c = 160\)

\(\displaystyle c = 40\)

\(\displaystyle c = 320\)

Correct answer:

\(\displaystyle c = 160\)

Explanation:

In order to find the value of \(\displaystyle \uptext{c}\), we need to take find the double integral of the function

Let's find what the bounds are for both \(\displaystyle \uptext{x}\), and \(\displaystyle \uptext{y}\)
We look at the p.d.f to see that the bounds for \(\displaystyle \uptext{x}\) are, \(\displaystyle 0< x< y\), and for \(\displaystyle \uptext{y}\), \(\displaystyle 0< y< \infty\)

Now let's set up the double integral

\(\displaystyle \int_{0}^{\infty}\int_{0}^{y} c e^{- 6 x - 10 y}\, dx\, dy\)


Before we evaluate it, we need to remember to set the double integral equal to one, since we are essentially solving for the c.d.f.


\(\displaystyle \int_{0}^{\infty}\int_{0}^{y} c e^{- 6 x - 10 y}\, dx\, dy = 1\)


Now evaluate the double integral

\(\displaystyle \int_{0}^{\infty} \frac{c}{6} e^{- 10 y} - \frac{c}{6} e^{- 16 y}\, dy = 1\)


To evaluate this, we need to use the limit definition

\(\displaystyle \lim_{b \to \infty}\left(- \frac{c}{60} e^{- 10 y} + \frac{c}{96} e^{- 16 y}\right) \Big|_{ 0 }^{ b }\)

\(\displaystyle - \lim_{b \to \infty}\left(- \frac{c}{160}\right) + \lim_{b \to \infty}\left(- \frac{c}{60} e^{- 10 b} + \frac{c}{96} e^{- 16 b}\right)\)


\(\displaystyle \frac{c}{160} = 1\)


Now we simply solve for \(\displaystyle \uptext{c}\)

\(\displaystyle c = 160\)

Example Question #3 : Multiple Random Variables

Let \(\displaystyle \uptext{X}\), and \(\displaystyle \uptext{Y}\) be the lifespans (in hours) of two electronic devices, and their joint probability mass function is given below.

\(\displaystyle \operatorname{f_{X,Y}}{\left (x,y \right )} = \begin{cases} c e^{- 10 x - 13 y} & 0< x< y< \infty \\ 0, & \text{Otherwise} \end{cases}\)


Determine the value of \(\displaystyle \uptext{c}\)

Possible Answers:

\(\displaystyle c = 1\)

\(\displaystyle c = 299\)

\(\displaystyle c = 598\)

\(\displaystyle c = \frac{299}{3}\)

\(\displaystyle c = \frac{299}{4}\)

Correct answer:

\(\displaystyle c = 299\)

Explanation:

In order to find the value of \(\displaystyle \uptext{c}\), we need to take find the double integral of the function

Let's find what the bounds are for both \(\displaystyle \uptext{x}\), and \(\displaystyle \uptext{y}\)

We look at the p.d.f to see that the bounds for \(\displaystyle \uptext{x}\) are, \(\displaystyle 0< x< y\), and for \(\displaystyle \uptext{y}\), \(\displaystyle 0< y< \infty\)

Now let's set up the double integral

\(\displaystyle \int_{0}^{\infty}\int_{0}^{y} c e^{- 10 x - 13 y}\, dx\, dy\)


Before we evaluate it, we need to remember to set the double integral equal to one, since we are essentially solving for the c.d.f.

\(\displaystyle \int_{0}^{\infty}\int_{0}^{y} c e^{- 10 x - 13 y}\, dx\, dy = 1\)


Now evaluate the double integral


\(\displaystyle \int_{0}^{\infty} \frac{c}{10} e^{- 13 y} - \frac{c}{10} e^{- 23 y}\, dy = 1\)


To evaluate this, we need to use the limit definition

\(\displaystyle \lim_{b \to \infty}\left(- \frac{c}{130} e^{- 13 y} + \frac{c}{230} e^{- 23 y}\right) \Big|_{ 0 }^{ b }\)

\(\displaystyle - \lim_{b \to \infty}\left(- \frac{c}{299}\right) + \lim_{b \to \infty}\left(- \frac{c}{130} e^{- 13 b} + \frac{c}{230} e^{- 23 b}\right)\)


\(\displaystyle \frac{c}{299} = 1\)

Now we simply solve for \(\displaystyle \uptext{c}\)

\(\displaystyle c = 299\)

Example Question #4 : Multiple Random Variables

Let \(\displaystyle \uptext{X}\), and \(\displaystyle \uptext{Y}\) be the lifespans (in hours) of two electronic devices, and their joint probability mass function is given below.

\(\displaystyle \operatorname{f_{X,Y}}{\left (x,y \right )} = \begin{cases} c e^{- 8 x - 9 y} & 0< x< y< \infty \\ 0, & \text{Otherwise} \end{cases}\)


Determine the value of \(\displaystyle \uptext{c}\).

Possible Answers:

\(\displaystyle c = 153\)

\(\displaystyle c = 1\)

\(\displaystyle c = 51\)

\(\displaystyle c = 306\)

\(\displaystyle c = \frac{153}{4}\)

Correct answer:

\(\displaystyle c = 153\)

Explanation:

In order to find the value of \(\displaystyle \uptext{c}\), we need to take find the double integral of the function

Let's find what the bounds are for both \(\displaystyle \uptext{x}\), and \(\displaystyle \uptext{y}\)

We look at the p.d.f to see that the bounds for \(\displaystyle \uptext{x}\) are, \(\displaystyle 0< x< y\), and for \(\displaystyle \uptext{y}\), \(\displaystyle 0< y< \infty\)

Now let's set up the double integral


\(\displaystyle \int_{0}^{\infty}\int_{0}^{y} c e^{- 8 x - 9 y}\, dx\, dy\)
Before we evaluate it, we need to remember to set the double integral equal to one, since we are essentially solving for the c.d.f.

\(\displaystyle \int_{0}^{\infty}\int_{0}^{y} c e^{- 8 x - 9 y}\, dx\, dy = 1\)

Now evaluate the double integral

\(\displaystyle \int_{0}^{\infty} \frac{c}{8} e^{- 9 y} - \frac{c}{8} e^{- 17 y}\, dy = 1\)


To evaluate this, we need to use the limit definition

\(\displaystyle \lim_{b \to \infty}\left(- \frac{c}{72} e^{- 9 y} + \frac{c}{136} e^{- 17 y}\right) \Big|_{ 0 }^{ b }\)

\(\displaystyle - \lim_{b \to \infty}\left(- \frac{c}{153}\right) + \lim_{b \to \infty}\left(- \frac{c}{72} e^{- 9 b} + \frac{c}{136} e^{- 17 b}\right)\)

\(\displaystyle \frac{c}{153} = 1\)


Now we simply solve for \(\displaystyle \uptext{c}\)


\(\displaystyle c = 153\)

Example Question #1 : Probability Theory

Let \(\displaystyle \uptext{X}\), and \(\displaystyle \uptext{Y}\) be the lifespans (in hours) of two electronic devices, and their joint probability mass function is given below.

\(\displaystyle \operatorname{f_{X,Y}}{\left (x,y \right )} = \begin{cases} c e^{- x - y} & 0< x< y< \infty \\ 0, & \text{Otherwise} \end{cases}\)


Determine the value of \(\displaystyle \uptext{c}\).

Possible Answers:

\(\displaystyle c = \frac{2}{3}\)

\(\displaystyle c = \frac{1}{2}\)

\(\displaystyle c = 2\)

\(\displaystyle c = 1\)

\(\displaystyle c = 4\)

Correct answer:

\(\displaystyle c = 2\)

Explanation:

In order to find the value of \(\displaystyle \uptext{c}\), we need to take find the double integral of the function

Let's find what the bounds are for both \(\displaystyle \uptext{x}\), and \(\displaystyle \uptext{y}\)

We look at the p.d.f to see that the bounds for \(\displaystyle \uptext{x}\) are, \(\displaystyle 0< x< y\), and for \(\displaystyle \uptext{y}\), \(\displaystyle 0< y< \infty\)

Now let's set up the double integral

\(\displaystyle \int_{0}^{\infty}\int_{0}^{y} c e^{- x - y}\, dx\, dy\)


Before we evaluate it, we need to remember to set the double integral equal to one, since we are essentially solving for the c.d.f.

\(\displaystyle \int_{0}^{\infty}\int_{0}^{y} c e^{- x - y}\, dx\, dy = 1\)

Now evaluate the double integral

\(\displaystyle \int_{0}^{\infty} c e^{- y} - c e^{- 2 y}\, dy = 1\)


To evaluate this, we need to use the limit definition

\(\displaystyle \lim_{b \to \infty}\left(- c e^{- y} + \frac{c}{2} e^{- 2 y}\right) \Big|_{ 0 }^{ b }\)

\(\displaystyle - \lim_{b \to \infty}\left(- \frac{c}{2}\right) + \lim_{b \to \infty}\left(- c e^{- b} + \frac{c}{2} e^{- 2 b}\right)\)

\(\displaystyle \frac{c}{2} = 1\)

Now we simply solve for \(\displaystyle \uptext{c}\)

\(\displaystyle c = 2\)

Example Question #10 : Multiple Random Variables

Let \(\displaystyle \uptext{X}\), and \(\displaystyle \uptext{Y}\)be the lifespans (in hours) of two electronic devices, and their joint probability mass function is given below.

\(\displaystyle \operatorname{f_{X,Y}}{\left (x,y \right )} = \begin{cases} c e^{- 2 x - 10 y} & 0< x< y< \infty \\ 0, & \text{Otherwise} \end{cases}\)

Determine the value of \(\displaystyle \uptext{c}\).

Possible Answers:

\(\displaystyle c = 40\)

\(\displaystyle c = 120\)

\(\displaystyle c = 30\)

\(\displaystyle c = 1\)

\(\displaystyle c = 240\)

Correct answer:

\(\displaystyle c = 120\)

Explanation:

In order to find the value of \(\displaystyle \uptext{c}\), we need to take find the double integral of the function

Let's find what the bounds are for both \(\displaystyle \uptext{x}\), and \(\displaystyle \uptext{y}\)

We look at the p.d.f to see that the bounds for \(\displaystyle \uptext{x}\) are, \(\displaystyle 0< x< y\), and for \(\displaystyle \uptext{y}\), \(\displaystyle 0< y< \infty\)


Now let's set up the double integral

\(\displaystyle \int_{0}^{\infty}\int_{0}^{y} c e^{- 2 x - 10 y}\, dx\, dy\)


Before we evaluate it, we need to remember to set the double integral equal to one, since we are essentially solving for the c.d.f.

\(\displaystyle \int_{0}^{\infty}\int_{0}^{y} c e^{- 2 x - 10 y}\, dx\, dy = 1\)


Now evaluate the double integral


\(\displaystyle \int_{0}^{\infty} \frac{c}{2} e^{- 10 y} - \frac{c}{2} e^{- 12 y}\, dy = 1\)


To evaluate this, we need to use the limit definition

\(\displaystyle \lim_{b \to \infty}\left(- \frac{c}{20} e^{- 10 y} + \frac{c}{24} e^{- 12 y}\right) \Big|_{ 0 }^{ b }\)

\(\displaystyle - \lim_{b \to \infty}\left(- \frac{c}{120}\right) + \lim_{b \to \infty}\left(- \frac{c}{20} e^{- 10 b} + \frac{c}{24} e^{- 12 b}\right)\)

\(\displaystyle \frac{c}{120} = 1\)

Now we simply solve for \(\displaystyle \uptext{c}\)

\(\displaystyle c = 120\)

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