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Sur 3

This document contains the solutions to 5 problems related to probability and random processes: 1. It finds the expected value of a discrete random variable Y defined based on a uniformly distributed random variable X on the interval [0,1]. 2. It derives the CDF and PDF of the distance X of a randomly chosen point within a triangle from the base, given the triangle height. 3. It shows the PDF of a random variable X that equals random variables Y and Z with probabilities p and 1-p, and calculates the CDF of a two-sided exponential random variable. 4. It calculates the probability that a city's temperature modeled as a normal random variable is less than or equal to 59 degrees

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DHarishKumar
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974 views5 pages

Sur 3

This document contains the solutions to 5 problems related to probability and random processes: 1. It finds the expected value of a discrete random variable Y defined based on a uniformly distributed random variable X on the interval [0,1]. 2. It derives the CDF and PDF of the distance X of a randomly chosen point within a triangle from the base, given the triangle height. 3. It shows the PDF of a random variable X that equals random variables Y and Z with probabilities p and 1-p, and calculates the CDF of a two-sided exponential random variable. 4. It calculates the probability that a city's temperature modeled as a normal random variable is less than or equal to 59 degrees

Uploaded by

DHarishKumar
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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Department of Electrical Engineering

IIT Hyderabad
Probability and Random Processes (EE5310)

Surprise Quiz: 3
Note: P: probability, pX (x):PDF, FX (x):CDF

18 September 2014

1. Let X be uniformly distributed in the unit interval [0, 1] . Consider the random
variable Y = g(X ) , where

1
g(x) =

if

if

x>

1
3
1
3

Find the expected value of Y by first deriving its PMF. Verify the result using
the expected value rule.
Solution :
The random variable Y = g(X) is discrete and its PMF is given by
pY (2) = 1 p y (1) = 23
pY (1) = P(X 13 ) = 13 ,
Thus E[Y] = 31 .1 + 23 .2 = 35
The same result is obtained using the expected value rule:
R1
E[Y] = 0 g(x)dx
R 1
R1
= 0 3 1.dx + 1 2.dx = 35
3

2. Consider a triangle and a point chosen within the triangle according to the
uniform probability law. Let X be the distance from the point to the base of
the triangle. Given the height of the triangle, find the CDF and the PDF of X.
Solution: Let A = bh/2 be the area of the given triangle, where b is the
length of the base, and h is the height of the triangle. From the randomly
chosen point, draw a line parallel to the base, and let Ax be the area of the
triangle thus formed. The height of this triangle is h x and its base has length
b(h x)/h (Take the co-ordinate geomentry you will get the length of base)
1

Thus Ax = b(h x)2 /(2h).


For x [0, h],
we have
Ax
A
2
( hx
)
h

FX (x) = 1 P(X > x) = 1


=1

b(hx) (2h)
bh2

=1

While FX (x) = 0 for x < 0


and FX (x) = 1 for x > h.
The PDF is obtained by differentiating the CDF.
We have

2(hx)

dFX (x)
h2
pX (x) =
=

0
dx

if

0 x h,

if

otherwise.

3. Consider two continuous random variables Y and Z, and a random variable


X that is equal to Y with probability p and to Z with probability 1 p .
(a) Show that the PDF of X is given by
pX (x) = PpY (x) + (1 P)pZ(x)
(b) Calculate the CDF of the two-sided exponential random variable that has
PDF given by

Pe
pX (x) =

(1 P)ex
where
Solution:

>0

and

x<0

if
if

0<p<1

(a) By the total probability theorem, we have


FX (x) = P(X x) = pP(Y x) + (1 p)P(Z x)
= pFY (x) + (1 p)FZ (x).
By differentiating, we obtain
pX (x) = PpY (x) + (1 P)pZ(x).

x0

(b) Consider the random variable Y that has PDF

e
pY (y) =

0,

if

y<0

otherwise,

and the random variable Z that has PDF

e
pZ (z) =

0,

if

z0

otherwise,

We note that the random variables Y and Z are exponential. Using the
CDF of the exponential random variable, we see that the CDFs of Y and
Z are given by

e
pY (y) =

1,

0,
pZ (z) =

1 ez

if

y<0
y 0,

if

z < 0,

if
if

z0

We have pX (x) = PpY (x) + (1 P)pZ (x),


and consequently FX (x) = PFY (x) + (1 P)FZ (x).
It follows that

if
x<0
Pe
FX (x) =

P + (1 P)(1 ex ), if
x 0,

if
x<0
Pe
FX (x) =

1 (1 P)ex , if
x 0,
4. A citys temperature is modeled as a normal random variable with mean and
standard deviation both equal to 10 degrees Celsius. What is the probability
that the temperature at a randomly chosen time will be less than or equal to
59 degrees Fahrenheit?
Solution :
Let X and Y be the temperature in Celsius and Fahrenheit, respectively, which
5(Y32)
are related by X = 9 . Therefore, 59 degrees Fahrenheit correspond to 15
3

degrees Celsius. So, if Z is a standard normal random variable, we have using


E[X] = X = 10,
P(Y 59) = P(X 15) = P(Z 15E[X]
) = P(Z 0.5) = (0.5)
X
From the normal tables we have (0.5) = 0.6915, so P(Y 59) = 0.6915.
5. Alvin throws darts at a circular target of radius r and is equally likely to hit
any point in the target. Let X be the distance of Alvins hit from the center
(a) Find the PDF, the mean and the variance of X.
(b) The target has an inner circle of radius t. If X t, Alvin gets a score of
S = X1 . Otherwise his score is S = 0. Find the CDF of S. Is S a continuous
random variable?
Solution:
(a) We first calculate the CDF of X. For x [0, r], we have
2
= ( xr )2
FX (x) = P(X x) = x
r2
For x < 0, we have FX (x) = 0, and for x > r, we have FX (x) = 1. By
differentiating, we obtain the PDF

2x

r2
pX (x) =

0
We have
Rr 2
E[X] = 0 2xr2 dx .
Also
Rr 3
E[X2 ] = 0 2xr2 dx .
So
Var(X) = E[X2 ] E[X]2 =

r2
2

if

otherwise.

if

4r2
9

0 x r,

r2
18 .

(b) Alvin gets a positive score in the range [1/t, ) if and only if X t, and
otherwise he gets a score of 0. Thus, for s < 0, the CDF of S is FS (s) = 0.
For 0 s < 1/t, we have
FS (s) = P(S s) = P(Alvins hit is outside the inner circle)
2
= 1 P(X t) = 1 rt 2
For 1/t < s, the CDF of S is given by
FS (s) = P(S s) = P(X t)P(S s | X t) + P(X > t)P(S s | X > t).
2
2
We have
P(X t) = rt 2 ,
P(X > t) = 1 rt2
and since S = 0
when X > t,
4

P(S s | X > t) = 1
Furthermore,
P(S s | X t) = P( X1 s | X t)
=

P(1/sXt)
P(Xt)

t2 (1/s)
r2
t2
r2

=1

1
s2 t2

Combining the above equations, we obtain


2
P(S s) = rt2 (1 s21t2 ) + 1 s21r2
Collecting the results of the preceding calculations, the CDF of S is

FS (s) =
1

t2
r2
1
s2 r2

if

s < 0,

if

0 s < 1/t,

if

1/t s.

Because FS has a discontinuity at s = 0, the random variable S is not


continuous.

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