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HW 3

This document provides the homework assignments for the Random Processes course taught by Dr. Richard Gitlin at USF. It lists 15 problems from Chapters 4-6 of Papoulis' probability and random variable textbook for the students to complete. The problems cover topics like the probability mass and density functions of random variables, transformations of random variables, joint and marginal distributions, independence, and statistical properties like variance and covariance. All assignments are due at the next class meeting unless an exception is approved by the instructor.

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182 views3 pages

HW 3

This document provides the homework assignments for the Random Processes course taught by Dr. Richard Gitlin at USF. It lists 15 problems from Chapters 4-6 of Papoulis' probability and random variable textbook for the students to complete. The problems cover topics like the probability mass and density functions of random variables, transformations of random variables, joint and marginal distributions, independence, and statistical properties like variance and covariance. All assignments are due at the next class meeting unless an exception is approved by the instructor.

Uploaded by

jawad_h89
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© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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EEL 6545 Random Processes HW Topic #3

Instructor: Dr. Richard D. Gitlin


Distinguished Professor of Electrical Engineering
Phone: (813) 974-1321; Office: ENB 359
E-mail: [email protected]
All assignments are due at the next class after the Topic is completed. Any exceptions need
the prior approval of the instructor.
Papoulis: Chapter 4 ---problems
1. (Papoulis problem 4.6)
We measure for resistance R of each resistor in a production line and we accept only the units
the resistance of which is between 96 and 104 ohms. Find the percentage of the accepted units
(a) if R is uniform between 95 and 105 ohms; (b) if R is normal with =100 and =2 ohms.
2. (Papoulis problem 4.13)
A fair coin is tossed three times and the random variable x equals the total number of heads.
Find and sketch !! ! !"# !! (!).
3. (Papoulis problem 4.21)
The probability of heads of a random coin is a random variable p uniform in the interval (0,1).
(a) Find P {0.3p0.7}. (b) The coin is tossed 10 times and heads shows 6 times. Find the a
posteriori probability that p is between 0.3 and 0.7.
4. (Papoulis problem 4.23)
A fair coin is tossed 900 times. Find the probability that the number of heads is between 420
and 465.
5. (Papoulis problem 4.25)
If P(A)=0.6 and k is the number of successes of A in n trials (a) show that P {550 k
650}=0.999, for n=1000. (b) Find n such that P {0.59n k 0.61n}=0.95.

Papoulis: Chapter 5 ---problems


6. (Papoulis problem 5.6)
The random variable x is uniform in the interval (0,1). Find the density of the random variable
y=-lnx.
7. (Papoulis problem 5.7)
We place at random 200 points in the interval (0, 100). The distance from 0 to the first random
point is a random variable z. Find !! (!) (a) exactly and (b) using the Poisson approximation.
8. (Papoulis problem 5.12)
The random variable x is uniform in the interval (-2, 2 ). Find !! (y) if (a) y=x3 , (b) y=x4, and
(c) y=2sin(3x+40o).
9. (Papoulis problem 5.15)
A fair coin is tossed 10 times and x equals the number of heads. (a) Find !! (!). (b) Find !! (!)
if y=(x-3)2.
10. (Papoulis problem 5.30)
If x is uniform in the interval (10, 12) and y=x3 , (a) find !! (y); find E{y}: (i) exactly; (ii) using
(5-86).

Papoulis: Chapter 6 ---problems


11. (Papoulis problem 6.1)
x and y are independent, identically distributed (i.i.d.) random variables with common p.d.f.
!! ! = ! !! ! ! !! ! = ! !! ! !
Find the p.d.f of the following random variables (a) x+y, (b)x-y, (c) xy, (d) x/y, (e) min(x,y), (f)
max(x,y), (g) min (x,y)/max(x,y).
12. (Papoulis problem 6.4)
The joint p.d.f of x and y is defined as:
!!" !, ! =

6! ! 0, ! 0, ! + ! 1
0 !"!"#$%!

Define z=x-y. Find the p.d.f of z.


13. (Papoulis problem 6.12)
x and y are independent uniformly distributed random variables on (0,1). Find the joint p.d.f. of
(a) x+y and x-y.
14. (Papoulis problem 6.17)
The random variables x and y are N(0,4) and independent. Find !! ! !"# !! (!) if (a) z=2x+3y,
and (b) z=x/y.
15. (Papoulis problem 6.58)
The random variables x and y are jointly distributed over the region 0<x<y<1 as
!!" !, ! =

!" 0 < ! < ! < 1


0 !"!"#$%!

For some k . Determine k. Find the variances of x and y. What is the covariance between x and
y?

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