Solved Problem Set 7 for Probability with Engineering Application | ECE 313, Assignments of Statistics

Material Type: Assignment; Class: Probability with Engrg Applic; Subject: Electrical and Computer Engr; University: University of Illinois - Urbana-Champaign; Term: Fall 1998;

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University of Illinois Fall 1998
ECE 313: Solutions to Problem Set #7
1. (a) By the properties of a pdf we have
1=
Z
+
1
,1
f
X
(
u
)
du
=
c
Z
3
0
udu
+
c
Z
6
3
(6
,
u
)
du
=9
c
Hence
c
=1
=
9
.
(b) We have a continuous random variable, and therefore
F
X
(
a
)=
R
a
,1
f
X
(
u
)
du
. Thus
a<
0:
F
X
(
a
)=0
0
a<
3:
F
X
(
a
)=
1
9
Z
a
0
udu
=
a
2
18
3
a<
6:
F
X
(
a
)=
1
9
Z
3
0
udu
+
1
9
Z
a
3
(6
,
u
)
du
=
1
2
,
1
18
(6
,
u
)
2
a
3
=1
,
(6
,
a
)
2
18
a
6:
F
X
(
a
)=1
This function
F
X
(
u
)
is sketched below.
−2 0 2 4 6 8
0
0.2
0.4
0.6
0.8
1
u −−>
CDF of random variable X
(c) It is easy to see that
F
X
(
u
)
is nondecreasing and that
0
F
X
(
u
)
1
for all
u
, either from the sketch
above or by analyzingthe functions
u
2
=
18
and
1
,
(6
,
u
)
2
=
18
in the intervals
[0
;
3]
and
[3
;
6]
.Further,in
our case
F
X
(
,1
)=
F
X
(0) = 0
and
F
X
(+
1
)=
F
X
(6) = 1
. Finally, we see that
F
X
(
u
)
is continuous
everywhere, including the points
u
=0
,
u
=3
,and
u
=6
.
(d) We have
P
(
A
)=
P
(
X>
3) = 1
,
F
X
(3) = 0
:
5
. Similarly
P
(
B
)=
P
(1
:
5
X
9) =
P
(
X
9)
,
P
(
X<
1
:
5) =
F
X
(9)
,
F
X
(1
:
5
,
)=1
,
0
:
125 = 0
:
875
.
(e) The intersection of
A
and
B
is the event
f
3
<X
9
g
and
P
(
AB
)=
P
(3
<X
9) =
P
(
X>
3) =
0
:
5=
P
(
A
)
6
=
P
(
A
)
P
(
B
)
. Hence, the two events are not independent.
2. Let
X
denote the chosen number. Then
X
is a continuous RV, uniformly distributed on the interval
(0
;
1)
.We
have
(a)
P
(0
:
1
X<
0
:
2) = 0
:
2
,
0
:
1=0
:
1
.
(b)
P
(second digit = 2) =
P
9
k
=0
P
(0
:k
2
X<
0
:k
3) = 10
0
:
01 = 0
:
1
.
(c)
P
(0
:
3
p
X<
0
:
4) =
P
(0
:
09
X<
0
:
16) = 0
:
07
.
3. (a)
P
(
X>
5) =
1
5
R
1
5
e
,
u=
5
du
=
,
e
,
u=
5
1
5
=
e
,
1
.
(b)
P
(
X<
6) =
1
5
R
6
0
e
,
u=
5
du
=
,
e
,
u=
5
6
0
=1
,
e
,
6
=
5
.
pf2

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Download Solved Problem Set 7 for Probability with Engineering Application | ECE 313 and more Assignments Statistics in PDF only on Docsity!

University of Illinois Fall 1998

ECE 313: Solutions to Problem Set

1. ( a) By the properties of a pdf we have

Z + 1

fX (u) du = c

Z 3

0

u du + c

Z 6

3

(6 u) du = 9 c

Hence c = 1 = 9.

( b) We have a continuous random variable, and therefore FX (a) =

R a

1^ fX^ (u)^ du. Thus

a < 0 : FX (a) = 0

0  a < 3 : FX (a) =

Z a

0

u du =

a^2

3  a < 6 : FX (a) = 1

Z 3

0

u du + 1

Z a

3

(6 u) du = 1

(6 u)^2

a

3

= 1 (6^ ^ a)

2 18

a  6 : FX (a) = 1

This function FX (u) is sketched below.

−2^0 0 2 4 6

1

u −−>

CDF of random variable X

( c) It is easy to see that FX (u) is nondecreasing and that 0  FX (u)  1 for all u, either from the sketch

above or by analyzing the functions u^2 = 18 and 1 (6 u)^2 = 18 in the intervals [0; 3] and [3; 6]. Further, in

our case FX (1) = FX (0) = 0 and FX (+ 1 ) = FX (6) = 1. Finally, we see that FX (u) is continuous

everywhere, including the points u = 0 , u = 3 , and u = 6.

( d) We have P (A) = P (X > 3) = 1 FX (3) = 0 : 5. Similarly P (B ) = P (1: 5  X  9) = P (X 

9) P (X < 1 :5) = FX (9) FX (1: 5 ) = 1 0 : 125 = 0 : 875.

( e) The intersection of A and B is the event f 3 < X  9 g and P (AB ) = P (3 < X  9) = P (X > 3) =

0 : 5 = P (A) 6 = P (A)P (B ). Hence, the two events are not independent.

2. Let X denote the chosen number. Then X is a continuous RV, uniformly distributed on the interval (0; 1). We

have

( a) P (0: 1  X < 0 :2) = 0 : 2 0 : 1 = 0 : 1.

( b) P (second digit = 2) =

P 9

k =0 P^ (0:k^2 ^ X^ <^0 :k^ 3)^ =^10 ^0 :^01 =^0 :^1.

( c) P (0: 3 

p

X < 0 :4) = P (0: 09  X < 0 :16) = 0 : 07.

3. ( a) P (X > 5) = 15

R 1

5 e

u= 5 du = eu= 5 1

5

= e^1.

( b) P (X < 6) = 15

R 6

0 e

u= 5 du = eu= 5 6

0

= 1 e^6 =^5.

( c) P (5  X  6) = 15

R 6

5 eu=^5 du^ =^ eu=^5

6 5

= e^1 e^6 =^5.

( d) P (X < 6 X > 5) = P (5 < X < 6)=P (X > 5) = (e^1 e^6 =^5 )=e^1 = 1 e^1 =^5. Note that

this is also the unconditional probability that the conversation takes less than one minute.

4. The geometric RV X has a pmf pX (k ) = (1=2)k^. X takes on values k = 1 ; 2 ; 3 ; : : : and therefore, Y =

sin( X=2) takes on values f 1 ; 0 ; 1 g for k = 4 m + 3 ; 2 m + 2 , and 4 m + 1 respectively, m = 0 ; 1 ; 2 ; : : :.

Therefore, Y is a discrete RV and its pmf is given by

P fY = 1 g = pY (1) =

X^1

m=

 4 m+

1 1 = 16 =^

P fY = 0 g = pY (0) =

X^1

m=

 2 m+

1 1 = 4 =^

P fY = 1 g = pY (1) =

X^1

m=

 4 m+

= 1 ^1 = 18 = 16 = 152

In other words, Y takes on the values 1 ; 0 ; 1 with probabilities 2 = 15 ; 1 = 3 , and 8 = 15 respectively.