Random Variable Part 1-Probability-Assignment Solution, Exercises of Probability and Statistics

Sir Tanika Mukopadhyay taught us Probability at Homi Bhabha National Institute. He gave us assignments so that we can practice what we learned in form of problems. Here is solution to those problems. Its main emphasis is on following points: Analysis, Stochastic, Systems, Point, Inside, Radius, Discrete, Random, Variable, Continuous, Mixed

Typology: Exercises

2011/2012

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ECE 863 1
ECE 863 – Analysis of Stochastic Systems
Fall 2001
Solutions for Homework Set #2
Problem 1
3.2 S 1,2,3,4
Y=lq
PY 1 P a 1
2
== =
lq
PY 2 1
4
==
PY 3 1
8
==
PY 4 1
8
==
Problem 2
3.4 (a) SY:0Y1
Y£
lq
(b)
Y y point is inside circle of radius y£=
lql q
(c) PY y y
1y
2
2
2
£= =
p
p
docsity.com
pf3
pf4
pf5
pf8
pf9
pfa

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ECE 863 (^1)

ECE 863 – Analysis of Stochastic Systems

Fall 2001

Solutions for Homework Set

Problem 1

3.2 S Y = l1, 2, 3, 4 q

P Y 1 P a 1 2

= = l q =

P Y 2 1

P Y 3 1

P Y 4 1

Problem 2

3.4 (a) S Y = lY : 0 £ Y £ 1 q

(b) lY £ y q =lpoint is inside circle of radius y q

(c) P Y y y 1

y

2 2 £ = p =^2 p

ECE 863 (^2)

3.7 F X b gx

1 2 3 4 x

X is a discrete random variable.

Problem 4

3.9 F Y b gy = P Y £y

from problem (3.4), P Y £ y = y 2 , " y £ 1

1 y

Y is a continuous random variable.

FY (y)

ECE 863 (^4)

3.14 (b) – Continued:

P X < 0 = FX d i 0 - = 0

P X 0 F 0 1

X 4

£ = b g =

  ^  

 ≤^ <^  =^ ^ ^ =^ −^ =

P 1 X 1 FX 1 - - FX^1 1 5 4 4 2 16 16

P 1

X 1 F 1 F 1

X X 16

L £ £

NM^

O

QP^

= - FHG IKJ

F

HG^

I

KJ^

b g

P X 1

1 P X 1

1 F 1

X 8

L >

NM^

O

QP^

= - L £

NM^

O

QP^

= - FHG IKJ =

P X ≥ 5 = 1 - P X < 5 = 1 - FX d i 5 - = 0

P X < 5 = F X d i 5 - = 1

Problem 7

3.16 We have F 2

1 C 1 sin X 2

F^ p^ p

HG

I

KJ^ =^ =^ +^

F

HG

I

KJ

F

HG^

I

KJ

fi C =^1 2

Problem 8

P R 2 F 2 F

e e

R R 1 2 2

s £ £ s = s - s

= -

  • (^) -

b g b g

P R 3 1 P R 3 1 F 3

e

R

s s b sg

ECE 863 (^5)

3.19 (a)

1 1 x 0 0

f x dx 1 C x 1 x dx 1

C 6

(b) ( )

3 4 1 2

P 1 X 3 6 x 1 x dx 0. 2 4

(c) ( ) ( ) ( )

x 2 3 x x X

0 X 0

F x f s ds F x 3x 2x 0 X 1 1 X 1

− ∞

Problem 10

x FX x fx s ds − ∞

x 2 2

/ (^) ds − ∞s

= α^ π

x 2

1/ (^) d s − ∞ 1 s

= π^ ^   (^) α

  • ^   α

= - FHG IKJ

(^1) tan 1 s x p a

fi F x 1 tan x X 2

b g =^1 F

HG

I

KJ^ +

L

NM^

O

QP

p a

p

ECE 863 (^7)

3.34 Since S N = l0, 1, 2 q fi P N = k = b 1 - p gkp

In other words, since a value “zero” is one of the possible values that N can have, we need to use the above form of the Geometric R.V. probability mass function

(a) P N k p 1 p j k 1

> = - j = +

 b^ g

=

p 1 p  1 p

p 1 p 1 1 1 p

1 p

k 1 i 0

i

k 1 k 1

b g b g

b g

b g

b g

(b) F (^) N x P N x p 1 p x 0 j 0

x (^) j

b g =^ £^ =^ b -^ g "^ ≥

=

Â

where x is the largest integer £ x

fi =

F x p^1 1 p + 1 1 p N^1 1 p^ x^0

x 1

b g b^ g x^1

b g

b g

(c) P N is an even numbered p 1 p j 0

= - 2j

 b^ g

2 p

(d) P N k / N m

P N k N m P N k

P N k P N m

for 1 k m

fi =

P N k 1 P N m

1 p p 1 1 p

k k 1

b g

b g

ECE 863 (^8)

P M k j/ M j

P M k j M j P M j P M k j P M j

l q l q

In general, for a geometric random variable

P M n 1 p p i n

≥ = - i^1

  • (^) -

 b^ g

i n

ai 1 an 1 a n^ an^1 =^1 a

  • (^) - - -

 =^ +^ +^ =^ -

fi ≥ =

P M n 1 p - p

p 1 p

n 1

b g b gn 1

fi

P M k j - P M j

1 p 1 p

1 p

k j 1 j

b g k 1

b g

b g

Also, P M ≥ k = b 1 - p gk^ -^1

Therefore, P M ≥ k + j/ M > j = P M ≥k

Problem 14

3.36 We have to show that the memory-less property:

P M ≥ k = P M ≥ k + j/ M >j

for a random variable M, leads to:

P M = k = b 1 - p gk^ -^1 p

ECE 863 (^10)

3.37 (a) p O! o e^ e

(^0 ) = l^ -^ l = -

P N 10 1 P N 9

k!

e 0. k 0

9 k 15

=

 b g -

Problem 16

3.40 P X > 4 < 0.9 ¤ P X £ 4 >0.

fi £ = =

  • =

P X 4 Â Â -

k!

e

3 / n k!

e k 0

4 k k 0

a a 4 b gk 3/n

If n = 1 fi P X £ 4 @0.

fi One employee is sufficient

P X = 0 = e -^ a = e -^3 = 0.

Problem 17

( )

P error/ 1 P Y 0 / 1}

P 1 N 0 P N 1

Q 1 0.

 υ = −^  =^  ≥^ υ = − 

= (^) − + ≥ (^)  = (^)  ≥ 

= =

( ) ( )

P error/ 1 P Y 0 / 1

2P 1 N 0 2P N 1

1 Q 1 Q 1 0.

 υ =  =  < υ = 

=  + <  =  < − 

= − − = =