Probability Review Quiz: ECE 534 Random Processes, Quizzes of Electrical and Electronics Engineering

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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Pre 2010

Uploaded on 03/11/2009

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ECE 534 Random Processes Instructor: R. Srikant
Probability Review Quiz
Each problem is worth 20 points. There are five problems.
1. The number of ways in which you can be dealt 5 cards is 52
5. There are 4 ways to choose a suit,
and having chosen a suit there are 13
5ways of choosing 5 cards. Therefore there are 4 13
5ways in
which you can be dealt 5 cards from the same suit. The required probability therefore is
413
5
52
5.
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 98
51 50 49 48 .
2 (a). The ztransform is given by
ΨX(z) =
X
i=0
p(i)zi(1)
=
X
i=0
λieλ
i!zi(2)
=eλ
X
i=0
(λz)i
i!(3)
= exp(λ(z1)).(4)
(b).
ΨX1+X2(z) = E(zX1+X2) = E(zX1)E(zX2) = ΨX1(zX2(z) = exp((λ1+λ2)(z1)),
where the second equality above follows from the independence of X1and X2.Thus, X1+X2is also Poisson
with mean λ1+λ2.
3. As shown in Figure 1, Y=X2X1above the line x1=x2, and Y=X1X2below the line x1=x2.
The c.d.f. of Yby definition is FY(y) = Pr[Yy]. The area corresponding to {Yy}in the (X1, X2)
plane is the region between the lines x2=x1+yand x2=x1ycontained in the square [0,1] ×[0,1]. This
is easily computed to be y(2 y). So
FY(y) = y(2 y).
1
pf2

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ECE 534 Random Processes Instructor: R. Srikant

Probability Review Quiz

Each problem is worth 20 points. There are five problems.

  1. The number of ways in which you can be dealt 5 cards is

. 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.

  1. As shown in Figure 1, Y = X 2 − X 1 above the line x 1 = x 2 , and Y = X 1 − X 2 below the line x 1 = x 2. The c.d.f. of Y by definition is FY (y) = Pr[Y ≤ y]. The area corresponding to {Y ≤ y} in the (X 1 , X 2 ) plane is the region between the lines x 2 = x 1 + y and x 2 = x 1 − y contained in the square [0, 1] × [0, 1]. This is easily computed to be y(2 − y). So FY (y) = y(2 − y).

2 Probability Review Quiz

x^1

=^

x^2

Y^

X

X

1

Y^

=^

X^1

X

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.

  1. We know from the memoryless property of the exponential distribution that Pr[X ≥ 10 + t|X > 10] = e−λt, i.e., the p.d.f of X conditioned on {X > 10 } evaluated at 10 + t is the same as the unconditional p.d.f. of X evaluated at t.

Therefore, E[X|X > 10] = 10 + E[X] = 10 + (^1) λ.