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The solutions to problem set 1 of the probability review quiz for the ece 534 random processes course taught by r. Srikant. The quiz covers topics such as counting principles, poisson distribution, and memoryless property of exponential distribution.
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ECE 534 Random Processes Instructor: R. Srikant
Each problem is worth 20 points. There are five problems.
. There are 4 ways to choose a suit,
and having chosen a suit there are
ways of choosing 5 cards. Therefore there are 4
ways in
which you can be dealt 5 cards from the same suit. The required probability therefore is
Another way to solve this problem is to note that the first card that is dealt can be any suit, the probability that the second card is the same suit as the first card is 12/ 51 , the probability that the third card is also the same suit as the first card is 11/ 50 , and so on. Thus, the required probability is
11 ∗ 10 ∗ 9 ∗ 8 51 ∗ 50 ∗ 49 ∗ 48
2 (a). The z−transform is given by
ΨX (z) =
i=
p(i)zi^ (1)
i=
λie−λ i!
zi^ (2)
= e−λ
i=
(λz)i i!
= exp(λ(z − 1)). (4)
(b). ΨX 1 +X 2 (z) = E(zX^1 +X^2 ) = E(zX^1 )E(zX^2 ) = ΨX 1 (z)ΨX 2 (z) = exp((λ 1 + λ 2 )(z − 1)),
where the second equality above follows from the independence of X 1 and X 2. Thus, X 1 + X 2 is also Poisson with mean λ 1 + λ 2.
2 Probability Review Quiz
x^1
x^2
1
2
x 1
x 2
x {Y ≤ y} 2
x^1
y
x^2
x^1
y
Figure 1: Problem 3.
4 (a). To find c, we note that since fX is a p.d.f.,
0 fX^ (x)dx^ = 1, that is, ∫ (^2)
0
2 cx(2 − x)dx = 1 (5)
therefore, c =
0 2 x(2^ −^ x)dx^
(b). Pr[X ≤ 32 ] =
3 (^2 38) x(2 − x)dx = 2732.
Therefore, E[X|X > 10] = 10 + E[X] = 10 + (^1) λ.