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A probability quiz for the university of illinois at urbana-champaign's ece 534: random processes course, given in fall 2006. The quiz covers topics such as probability of cancellations for air illini flights, minimum and maximum of independent and identically distributed random variables, and independence of random variables.
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1 A group of Michigan Alumni at GoBlue Airlines just purchased trou- bled Air Illini. Air Illini currently only offers service to Springfield and Decatur. Because they are so unorganized, flights occur in a ran- dom manner and often get cancelled. The probability that a flight to Springfield or Decatur is cancelled is 1/5 and 1/10 respectively. Any particular flight goes to Springfield with probability 2/3 and Decatur with probability 1/3. a) What is the probability that a flight gets cancelled?
b) What is the expected number of flights before the first cancella- tion?
2 Suppose X 1 ,... , Xn are independent and identically distributed (i.i.d.) random variables with distribution FX (x). Define U and L as
L = min (X 1 ,... , Xn) U = max (X 1 ,... , Xn)
a) Find FU (u). Hint: consider equivalence of events.
b) Find FL (l). Hint: consider 1 − FL (l) and equivalence of events.
c) Are they independent? Justify your answer.
c) Find P (X 1 ≤ X 2 ). Note that minimal computation is required.