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Assignment 1

1. The document provides 9 practice problems for an engineering stochastic processes course. The problems cover topics like conditional probability, Poisson processes, moment generating functions, dependence of random variables, and conditional expectations. 2. Students are asked to calculate probabilities related to coin tosses and satellite system failures, properties of Poisson distributions, expectations and variances of random variables, independence of random variables with given joint distributions, and conditional expectations. 3. The problems provide mathematical exercises for key concepts in probability and stochastic processes.

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279 views1 page

Assignment 1

1. The document provides 9 practice problems for an engineering stochastic processes course. The problems cover topics like conditional probability, Poisson processes, moment generating functions, dependence of random variables, and conditional expectations. 2. Students are asked to calculate probabilities related to coin tosses and satellite system failures, properties of Poisson distributions, expectations and variances of random variables, independence of random variables with given joint distributions, and conditional expectations. 3. The problems provide mathematical exercises for key concepts in probability and stochastic processes.

Uploaded by

sjbladen
Copyright
© Attribution Non-Commercial (BY-NC)
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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ORIE 3510/5510 Introduction to Engineering Stochastic Processes I Spring 2013

ASSIGNMENT 1. Given: Monday, January 21, 2012. Due: Monday, January 28, 2012 at 10am. 1. If it is known that in a series of coin tosses, the 4th head occurred on the 12th trial, what is the probability that the 3rd head occurred on the 9th trial? 2. A satellite system consists of n components and functions on any given day if at least k of the n components function on that day. On a rainy day each of the components independently functions with probability p1 , whereas on a dry day they each independently function with probability p2 . If the probability of rain tomorrow is , what is the probability that the satellite system will function? 3. Suppose it is known that the number of accidents occurring per day on Meadow Street is a Poisson random variable with parameter = 4 per day. (a) What is the probability that the number of accidents on any day is 4 or more? (b) Given that the number of accidents today is at least one, what is the conditional probability of 4 or more accidents today? 4. If E[X ] = 1 and Var(X ) = 5, nd (a) E[(2 + X )2 ] (b) Var(4 + 3X ) 5. Suppose the time between independent incoming calls to a call center is well-modeled by an exponential distribution having = 0.025. Let Ti be the time between the ith and the (i 1)st call, and dene k Sk = i=1 Ti . What are: (a) The moment generating function (mgf) of T4 ? (b) The moment generating function of S6 ? (c) E [S6 ]? 6. The random pair (X, Y ) has the distribution given below. X 2 1/6 0 1/3

Y (a) Show that X and Y are dependent.

2 3 4

1 1/12 1/6 0

3 1/12 1/6 0

(b) Give a probability table for the random variables U and V that have the same marginals as X and Y , but are independent. 7. Show that E[XY ]=E[Y E[X |Y ] ]. 8. If the random variables X and Y have joint distribution fX,Y (x, y ) = xex(y+1) where 0 < x < , 0 < y < , for what value of a is P {Y a | X = 2} = 0.4? 9. Let X be uniform over (0, 1). Find E [X |X < 1 2 ].

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