probability practice qns, Exercises of Probability and Stochastic Processes

Probability ma2040 problems solving

Typology: Exercises

2024/2025

Uploaded on 02/22/2026

karthiga-1
karthiga-1 ๐Ÿ‡ฎ๐Ÿ‡ณ

1 document

1 / 2

Toggle sidebar

This page cannot be seen from the preview

Don't miss anything!

bg1
ECE 361 Homework 4 โ€“ Solve any 5 of the 6 problems for FRIDAY FEBRUARY 7
1.) Random variables X and Y have the joint PMF
๐‘๐‘‹,๐‘Œ(๐‘ฅ,๐‘ฆ)= {๐‘(๐‘ฅ2+ ๐‘ฆ2)if ๐‘ฅ โˆˆ {1,2,4} and ๐‘ฆ โˆˆ {1,3}
0 otherwise
a.) What is the value of the constant c?
b.) What is ๐(๐‘Œ < ๐‘‹)?
c.) What is ๐(๐‘Œ > ๐‘‹)?
d.) What is ๐(๐‘Œ = ๐‘‹)?
e.) What is ๐(๐‘Œ = 3)?
f.) Find the marginal PMFs ๐‘๐‘‹(๐‘ฅ) and ๐‘๐‘Œ(๐‘ฆ)
g.) Find the expectations ๐„[๐‘‹], ๐„[๐‘Œ], ๐„[๐‘‹๐‘Œ]
h.) Find the covariances var(๐‘‹), var(๐‘Œ), var(๐‘‹ + ๐‘Œ)
i.) Let A denote the event ๐‘‹ โ‰ฅ ๐‘Œ. Find ๐„[๐‘‹|๐ด] and var(๐‘‹|๐ด)
2.) Suppose that X, Y, and Z are independent random variables such that each is equal to 0 with
probability 0.5 and 1 with probability 0.5
a.) Compute the conditional probability ๐[๐‘‹ + ๐‘Œ+ ๐‘ = 1|๐‘‹ โˆ’ ๐‘Œ = 0]
b.) Are the events {๐‘‹ = ๐‘Œ} and {๐‘Œ = ๐‘} and {๐‘‹ = ๐‘} independent? Are they pairwise
independent? Explain.
3.) Jill sends her resume to 1000 companies she finds on monster.com. Each company responds
with probability 3/1000 (independent of what all other companies do). Let R be the number
of companies that respond
a.) Compute ๐„[๐‘…]
b.) Computer var(๐‘…)
c.) Use a Poisson random variable approximation to estimate the probability ๐[๐‘… = 3]
4.) The number of calls arriving at a Police Station follows a Poisson distribution with rate
4.6/hour.
a.) What is the probability that exactly six calls will come between 8:00 PM and 9:00 PM?
b.) Find the probability that exactly seven calls will come between 9:00 PM and 10:30 PM.
pf2

Partial preview of the text

Download probability practice qns and more Exercises Probability and Stochastic Processes in PDF only on Docsity!

ECE 361 Homework 4 โ€“ Solve any 5 of the 6 problems for FRIDAY FEBRUARY 7

1.) Random variables X and Y have the joint PMF

(^2) + ๐‘ฆ (^2) ) if ๐‘ฅ โˆˆ {1,2,4} and ๐‘ฆ โˆˆ {1,3} 0 otherwise

a.) What is the value of the constant c? b.) What is ๐(๐‘Œ < ๐‘‹)? c.) What is ๐(๐‘Œ > ๐‘‹)? d.) What is ๐(๐‘Œ = ๐‘‹)? e.) What is ๐(๐‘Œ = 3)? f.) Find the marginal PMFs ๐‘๐‘‹(๐‘ฅ) and ๐‘๐‘Œ(๐‘ฆ) g.) Find the expectations ๐„[๐‘‹], ๐„[๐‘Œ], ๐„[๐‘‹๐‘Œ] h.) Find the covariances var(๐‘‹), var(๐‘Œ), var(๐‘‹ + ๐‘Œ) i.) Let A denote the event ๐‘‹ โ‰ฅ ๐‘Œ. Find ๐„[๐‘‹|๐ด] and var(๐‘‹|๐ด)

2.) Suppose that X , Y , and Z are independent random variables such that each is equal to 0 with probability 0.5 and 1 with probability 0.

a.) Compute the conditional probability ๐[๐‘‹ + ๐‘Œ + ๐‘ = 1|๐‘‹ โˆ’ ๐‘Œ = 0] b.) Are the events {๐‘‹ = ๐‘Œ}^ and {๐‘Œ = ๐‘}^ and {๐‘‹ = ๐‘} independent? Are they pairwise independent? Explain.

3.) Jill sends her resume to 1000 companies she finds on monster.com. Each company responds with probability 3/1000 (independent of what all other companies do). Let R be the number of companies that respond

a.) Compute ๐„[๐‘…] b.) Computer var(๐‘…) c.) Use a Poisson random variable approximation to estimate the probability ๐[๐‘… = 3]

4.) The number of calls arriving at a Police Station follows a Poisson distribution with rate 4.6/hour.

a.) What is the probability that exactly six calls will come between 8:00 PM and 9:00 PM? b.) Find the probability that exactly seven calls will come between 9:00 PM and 10:30 PM.

5.) Let ๐‘“(๐‘ฅ) = ๐‘๐‘ฅ^2 for ๐‘ฅ = 1,2,3. Determine the constant c so that function ๐‘“(๐‘ฅ) satisfies the conditions of being a probability mass function.

6.) A stock market trader buys 100 shares of stock A and 200 shares of stock B. Let X and Y be the price changes of stock A and B, respectively, over a certain time period, and assume that the Joint PMF of X and Y is uniform over the set of integers x and y satisfying

โˆ’2 โ‰ค ๐‘ฅ โ‰ค 4 โˆ’1 โ‰ค ๐‘ฆ โˆ’ ๐‘ฅ โ‰ค 1

a.) Find the marginal PMFs and the means of X and Y b.) Find the mean of the traderโ€™s profit