In: Statistics and Probability
9.8 Let X and Y be independent random variables with probability distributions given by
P(X = 0) = P(X = 1) = 1/2 and P(Y = 0) = P(Y = 2) = 1/2 .
a. Compute the distribution of Z = X + Y .
b. Let Y˜ and Z˜ be independent random variables, where Y˜ has the same distribution as Y , and Z˜ the same distribution as Z. Compute the distribution of X˜ = Z˜ − Y
The Probability distribution of X is
P ( X=0) = P (X=1) = 1/2.
and probability distribution of Y is
P(Y=0) = P(Y=1) = 1/2.
Since X and Y are independent.
P(X=x, Y=y) = P(X=x) * P(Y=y)
a) Consider the random variable Z is
Z = X + Y
the random variable Z takes value 0 ,1 ,2
P ( Z =0) = P ( X=0, Y=0) = P(X=0) * P(Y=0) = 1/2 *1/2 = 1/4.
P ( Z =1) = P ( X=0, Y=1) + P ( X=1, Y=0) = P(X=0) * P(Y=1) +P(X=1) * P(Y=0) = 1/2 *1/2 + 1/2 *1/2 = 1/2.
P(Z=2) = P ( X=1, Y=1) = P(X=1) * P(Y=1) = 1/2 *1/2 = 1/4.
Hence Probability distribution of Z = X+Y is
z | 0 | 1 | 2 | Total |
P(Z=z) | 1/4 | 1/2 | 1/4 | 1 |
b) Since Y~ has same distribution as Y
i.e. P(Y~ = 0) = 1/2 and P(Y~ =1) = 1/2
and Z ~ has same distribution as Z
P(Z~ = 0) = 1/4, P(Z~ = 1) = 1/2 and P(Z~ =2) = 1/4.
Y~ and Z~ are independent.
consider the random variable X~ = Z~ - Y
X ~ take values -1,0,1,2.
P(X~ = -1) = P(Z~ = 0, Y=1) = P(Z~ =0) * P(Y=1) = 1/4*1/2=1/8
P(X~ = 0) = P(Z~ = 0, Y=0) + P(Z~ = 1, Y=1) = P(Z~ =0) * P(Y=0) + P(Z~ =1) * P(Y=1)
= 1/4 * 1/2 + 1/2 * 1/2 = 1/8 + 1/4 = 3/8
P(X~ = 1) = P(Z~ = 1, Y=0) + P(Z~ = 2, Y=1) = P(Z~ =1) * P(Y=0) + P(Z~ =2) * P(Y=1)
= 1/2 * 1/2 + 1/4 *1/2 = 1/4 + 1/8 = 3/8
P(X~ = 2) = P(Z~ = 2, Y=0) = P(Z~ =2) * P(Y=2) = 1/4*1/2=1/8
The probability distribution of X~ is
x~ | -1 | 0 | 1 | 2 | Total |
P(X~ =x~) | 1/8 | 3/8 | 3/8 | 1/8 | 1 |