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A problem set for students enrolled in ece 313 at the university of illinois, fall 1998. The set includes various problems related to probability theory and random variables, with solutions recommended from ross, chapter 4. Students are required to calculate probabilities using the binomial theorem and poisson approximation, and to analyze the memoryless property of the exponential distribution.
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of Illinois Fall 1998
Assigned : Friday, October 16, 1998 Due : Wednesday, October 21, 1998 Reading : Ross, Chapter 4 Recommended additional problems : 4.1, 4.3, 4.4, 4.7–4.10, 4.12–4.16, 4.19, 4.39, 4.40, 4.42–4.44, 4.47– 4.49, 4.51–4.54, 4.61–4.64, 4.66, 4.69, 4.70, 4.73, 4.76, 4.
(a) What is the probability that, during a 5 -second period, either no call or at least 2 calls arrive at the switchboard? (b) If you observed 12 five-second intervals, would you be surprised if 8 or more of these had either no call in them or at least 2 calls in them? (c) Poorly modeled call traffic into a switchboard can lead to calls being “dropped” once in a while. This is obviously something that service providers try to avoid as much as possible to maximize revenue (can you imagine AT&T going out of their way to help you?!). If the switchboard is designed to not drop more than 5% of the incoming calls in a minute, what should it’s capacity be (that is, how many calls should it be capable of handling a minute)?
fX (u) =
Ae u=^4 ; u 0 0 ; otherwise
(a) Find the value of A that makes the above a valid pdf, and graph the resulting pdf and associated CDF. (b) What is the probability that a given customer is served for (i) longer than 10 minutes, (ii) less than 4 minutes? (c) For any real number b, let E (b) denote the event that a customer is served for more than b minutes. Find P [E (b)]. For a; b > 0 , find P [E (a + b) j E (a)], that is, find the conditional probability that a customer is served for at least b more minutes, given that he/she has already been served for at least a minutes. How are the two probabilities you calculated related? (You should come to a very interesting conclusion. This property of the exponential probability distribution is called the memoryless property.) (d) If you walk into Busey Bank and find one customer being served (assume only one counter, and that you don’t know how long this customer has already been served), what is the probability that you will be served within the next 10 minutes? (e) Extra credit [10 pts]: The next day you and two buddies, Calvin and Hobbes, enter Busey Bank to get some cash, and you find two counters operational. Being the youngest of the trio you let Calvin and Hobbes step up to the two counters first. You can only get served when one of them is finished being served. What is the probability that you are not the last to finish being served (do not take into account Calvin’s obnoxious behavior which would probably hold things up by half an hour at least)?