Probability Theory and Stochastic Processes - Assignment
Probability Theory and Stochastic Processes - Assignment
5. (a) Consider the case in which a battery of 9 volts is applied to the terminals of a
10 resistor, which was selected from a branch of resistors with tolerance of
10%. Let R be the value of resistor, which is a random variable uniformly
distributed between 9 and 11. The current, which we shall call I, is given as
I= 9/R. Find fR(r), fI (i), FR(r), FI(i), FR(r3) and FR(r9).
(b) A chance experiment produces a voltage that is measured at different times.
The voltages are discrete, with three values that are on the meter scale and
one that is off scale on the high side. The PMF for the voltage on scale are
PX(1) = 0.2, PX(3)=0.4, PX(8) = 0.1. Find the CDF and PDF of voltage random
variable.
6. (a) Write short notes on Gaussian distribution and density functions.
(b) Probability density function of a random variable X is given by
fX(x) = a e-bx u(x)
Find the relation between the constants a and b.
Important Note: