is to use divide and conquer by conditioning on the state of a key link, such as link 4.

P [X = 0] = P [((F1 F3 ) [ (F2 F5 ))F4c ] + P [(F1 [ F2 )(F3 [ F5 )F4 ]

= ((0.2)2 + (0.2)2

(0.2)4 )(0.8) + (0.2 + 0.2

(0.2)2 )2 (0.2) = 0.08864

P [X = 10] = P [F1c F3c (F2 F5 )c F4c ] + P [F1c F2c F3c F5c F4 ]

= (0.8)3 (1
P [X = 5] = 1

P [X = 0]

(0.2)2 ) + (0.8)4 (0.2) = 0.57344

P [X = 10] = 0.33792

1.10 Recognizing cumulative distribution functions

p
p
p
(a) Valid (draw a sketch) P [X 2 5] = P [X
5] + P [X
5] = F1 (
5) + 1
(b) Invalid. F (0) > 1. Another reason is that F is not nondecreasing
(c) Invalid, not right continuous at 0.

p
F1 ( 5) =

e
2

1.11 A CDF of mixed type

(a) FX (0.8) = 0.5.
(b) There is a half unit Rof probability mass at zero and a density of value 0.5 between 1 and 2.
2
Thus, E[X] = 0 0.5 + 1 x(0.5)dx = 3/4 and,
R
2
(c) E[X 2 ] = 02 0.5 + 1 x2 (0.5)dx = 7/6. So V ar(X) = 7/6 (3/4)2 = 29/48 .
1.12 CDF and characteristic function of a mixed type random variable
(a) Range of X is [0, 0.5]. For 0 c 0.5, P [X c] = P [U c + 0.5] = c + 0.5 Thus,
8
0
c<0
<
c + 0.5 0 c 0.5
FX (c) =
:
1
c 0.5
(b)

X (u)

= 0.5 +

R 0.5
0

ejux dx = 0.5 +

eju/2 1
ju

1.13 Poisson and geometric random variables with conditioning

P P1
P
e [(1 p)]i
e i
(a) P [Y < Z] = 1
p)j 1 = 1
= e p
i=0
j=i+1
i=0
i! p(1
i!
Pi 1 e j
(b) P [Y < Z|Z = i] = P [Y < i|Z = i] = P [Y < i] = j=0 j!
i

(c) P [Y = i|Y < Z] = P [Y = i < Z]/P [Y < Z] = e i! (1 p)i /e p =

is the Poisson distribution with mean (1 p)
(d) (1 p)

(1 p) [(1

i!

p)]i

, which

1.14 Conditional expectation for uniform density over a triangular region

(a) The triangle has base and height one, so the area of the triangle is 0.5. Thus the joint pdf is 2
inside the triangle.
(b)
8 R
x/2
>
Z 1
2dy = x
if 0 < x < 1
<
0
R x/2
fX (x) =
fXY (x, y)dy =
2dy
=
2
x
if 1 < x < 2
>
1
: x 1
0
else
320

Dierentiating yields
fX (c) =

ln c 0 < c 1
0
else

1.24 Density of a dierence

(a) Method 1 The joint density is the product of the marginals, and for any c 0, the probability
P {|X Y | c} is the integral of the joint density over the region of the positive quadrant such
that {|x y| c}, which by symmetry is one minusRtwice the integral of the density over the region
1
{y 0 and y y+c}. Thus, P {X Y | c} = 1 2 0 exp( (y+c)) exp( y)dy = 1 exp( c).

exp( c) c 0
Thus, fZ (c) =
That is, Z has the exponential distribution with parameter
0
else
.
(Method 2 The problem can be solved without calculation by the memoryless property of the exponential distribution, as follows. Suppose X and Y are lifetimes of identical lightbulbs which are
turned on at the same time. One of them will burn out first. At that time, the other lightbulb will
be the same as a new light bulb, and |X Y ] is equal to how much longer that lightbulb will last.
1.25 Working with a two dimensional density
(a) The parallelogram has base and height one, and thus area one, so that the density is one on
the region.
8
0.5x
0x1
>
>
<
0.5
1x2
(b) By inspection, fX (x) =
0.5(3 x) 2 x 3
>
>
:
0
else
(c) RSince the Rdensity ofR X is symmetric about 1.5 and the mean exists, E[X] = 1.5. E[X 2 ] =
1
2
3
8
8
5
0.5[ 0 x3 dx + 1 x2 dx + 2 x2 (3 x)dx] = 0.5[ 14 + 73 + 11
( 32 )2 = 12
. A slicker
4 ] = 3 , so Var(X) = 3
way to find the variance is to observe the X has the same distribution as U1 + 2U2 , where U1 and
5
U2 are independent and uniformly distributed over [0, 1], so Var(X) = Var(U1 ) + 4Var(U2 ) = 12
.
(d) If 0 x 1, the conditional density of Y given X = x is the uniform density over the interval
2
x
x 0y 2
[0, x2 ]. That is, for 0 < x 1: fY |X (y|x) =
0 else
(e) By inspection, if 1 x 2, the conditional density of Y given
X = x is the uniform density

x 1
x
2
2 y 2
over the interval [ x 2 1 , x2 ]. That is, for 1 < x 2: fY |X (y|x) =
0 else
(f) E[Y |X = x] is well defined over the support of fX , namely, over the interval [0, 3]. For each X
in this interval, the conditional density of Y give X = x is a uniform
density, so the conditional
8
x/4
0x1
>
>
<
(x 0.5)/2 1 x 2
mean is the midpoint of the interval. Therefore. E[Y |X = x] =
(x + 1)/4 2 x 3
>
>
:
undefined x 62 [0, 3]
1.26 Some characteristic functions
(a) Dierentiation is straight-forward, yielding jEX = 0 (0) = 2j or EX = 2, and j 2 E[X 2 ] =
00 (0) =
14, so Var(x) = 14 22 = 10. In fact, this is the characteristic function of a N (10, 22 )
random variable.
324