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Question

Let $X$ and $Y$ be two random variables with joint probability density function $f(x, y) = \begin{cases} \frac{1}{\pi} & \text{if } 0 \leq x^2 + y^2 \leq 1 \\ 0 & \text{otherwise.} \end{cases}$ Which of the following statements are correct?

The joint probability density function (PDF) is given by $f(x, y) = \frac{1}{\pi}$ for $0 \leq x^2 + y^2 \leq 1$, which describes a uniform distribution over the unit disk centered at the origin. The total area of the unit disk is $\pi$. We need to evaluate the given statements.

Analyzing Statement 1: Independence

For $X$ and $Y$ to be independent, their joint PDF must equal the product of their marginal PDFs, i.e., $f(x, y) = f_X(x) f_Y(y)$.

  • Marginal PDF of X: $f_X(x) = \int_{-\sqrt{1-x^2}}^{\sqrt{1-x^2}} \frac{1}{\pi} dy = \frac{1}{\pi} [y]_{-\sqrt{1-x^2}}^{\sqrt{1-x^2}} = \frac{2\sqrt{1-x^2}}{\pi}$ for $-1 \leq x \leq 1$.
  • Marginal PDF of Y: $f_Y(y) = \int_{-\sqrt{1-y^2}}^{\sqrt{1-y^2}} \frac{1}{\pi} dx = \frac{1}{\pi} [x]_{-\sqrt{1-y^2}}^{\sqrt{1-y^2}} = \frac{2\sqrt{1-y^2}}{\pi}$ for $-1 \leq y \leq 1$.
  • Product of marginal PDFs: $f_X(x) f_Y(y) = \left(\frac{2\sqrt{1-x^2}}{\pi}\right) \left(\frac{2\sqrt{1-y^2}}{\pi}\right) = \frac{4\sqrt{(1-x^2)(1-y^2)}}{\pi^2}$.

Since $f_X(x) f_Y(y) \neq f(x, y)$, the random variables $X$ and $Y$ are not independent.

Analyzing Statement 2: $P(X > 0)$

The probability $P(X > 0)$ corresponds to the integral of the PDF over the region where $x > 0$ within the unit disk. Since the PDF is uniform ($1/\pi$) over the unit disk (area $\pi$), the probability is calculated as:

$P(X > 0) = \iint_{x^2+y^2 \leq 1, x > 0} f(x, y) dx dy$

Geometrically, the region $x > 0$ within the unit disk is the right half of the disk. This region has half the area of the unit disk.

Probability = (Area of the region) $\times$ (Density)

$P(X > 0) = (\frac{1}{2} \times \text{Area of Unit Disk}) \times \frac{1}{\pi} = (\frac{1}{2} \times \pi) \times \frac{1}{\pi} = \frac{1}{2}$.

Therefore, the statement $P(X > 0) = 1/2$ is correct.

Analyzing Statement 3: $E(Y)$

The expected value of $Y$ is calculated as:

$E(Y) = \iint_{-\infty}^{\infty} y f(x, y) dx dy = \iint_{x^2+y^2 \leq 1} y \left(\frac{1}{\pi}\right) dx dy$

The region of integration, the unit disk, is symmetric with respect to the x-axis (y=0). The integrand $y \left(\frac{1}{\pi}\right)$ is an odd function of $y$. The integral of an odd function over a symmetric interval is zero.

Explicitly, $E(Y) = \int_{-1}^{1} \left( \int_{-\sqrt{1-x^2}}^{\sqrt{1-x^2}} \frac{y}{\pi} dy \right) dx$. The inner integral is $\frac{1}{\pi} [\frac{y^2}{2}]_{-\sqrt{1-x^2}}^{\sqrt{1-x^2}} = 0$. Thus, $E(Y) = \int_{-1}^{1} 0 dx = 0$.

Therefore, the statement $E(Y) = 0$ is correct.

Analyzing Statement 4: $Cov(X, Y)$

The covariance is defined as $Cov(X, Y) = E(XY) - E(X)E(Y)$.

  • We already found $E(Y) = 0$. By symmetry of the unit disk and the PDF with respect to the y-axis, $E(X)$ must also be 0.
  • Now, calculate $E(XY)$: $E(XY) = \iint_{-\infty}^{\infty} xy f(x, y) dx dy = \iint_{x^2+y^2 \leq 1} xy \left(\frac{1}{\pi}\right) dx dy$.
  • The integrand $xy \left(\frac{1}{\pi}\right)$ is an odd function with respect to $x$ (for fixed $y$) and an odd function with respect to $y$ (for fixed $x$). The region of integration (unit disk) is symmetric about both the x-axis and y-axis.
  • Therefore, the integral $E(XY)$ evaluates to 0. Explicitly, $E(XY) = \int_{-1}^{1} \left( \int_{-\sqrt{1-x^2}}^{\sqrt{1-x^2}} \frac{xy}{\pi} dy \right) dx$. The inner integral is $\frac{x}{\pi} [\frac{y^2}{2}]_{-\sqrt{1-x^2}}^{\sqrt{1-x^2}} = 0$. Thus, $E(XY) = \int_{-1}^{1} 0 dx = 0$.
  • Covariance calculation: $Cov(X, Y) = E(XY) - E(X)E(Y) = 0 - (0)(0) = 0$.

Therefore, the statement $Cov(X, Y) = 0$ is correct.

Conclusion

Statements B ($P(X > 0) = 1/2$), C ($E(Y) = 0$), and D ($Cov(X, Y) = 0$) are correct. Statement A ($X$ and $Y$ are independent) is incorrect.

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Important Questions from Probability (Notes)

  1. A stick of length L is broken into two pieces at random. What is the average length of the smaller piece?
  2. Two students are solving the same problem independently. If the probability that the first one solves the problem is $\frac{3}{5}$ and the probability that the second solves the problem is $\frac{4}{5}$, what is the probability that at least one of them solves the problem?
  3. A fair die was thrown three times and the outcome was repeatedly six. If the die is thrown again what is the probability of getting six?
  4. A canal system is shown in the figure. 

    Water flows from A to B through two channels. Gates $G_1$ and $G_2$ are operated independently to regulate the flow. Probability of $G_1$ to be open is 10% while that of $G_2$ is 20%. The probability that water will flow from A to B is

  5. A standard fair die is rolled until some face other than 5 or 6 turns up. Let $X$ denote the face value of the last roll, and $A = \{X \text{ is even}\}$ and $B = \{X \text{ is at most 2}\}$. Then,
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