Probability and Stochastic Processes (EE 591)

Assignment-4
Prof. S. Dandapat

September 5, 2022

Q.1: It has been found that the number of people Y waiting in a queue in the bank on payday obeys the
Poisson law as
k
P [Y = k/X = x] = e−x xk! , k ≥ 0, x > 0

given that the normalized serving time of the teller x ( that is, the time it takes the teller to deal with a
customer) is constant. However, the serving time is more accurately modeled as an random variable X. For
simplicity let X be a uniform random variable with
fX (x) = 15 [u(x) − u(x − 5)]
Then P[Y=k X=x] is still Poisson but P[Y=k] is something else. Compute P[Y=k] for k = 0, 1, 2..... [Ans:
k = 0, 15 (1 − e−5 ), k = 1, 15 (1 − e−5 − 5e−5 )]

Q.2: The arrival time of a professor to his office is a continuous random variable uniformly distributed over
the hour between 8 AM and 9 AM. Define the events:
A = {T he prof essor has not arrived by 8.30 AM },
B = {T he prof essor will arrive by 8.31 AM },
1 1
Find (a) P [B/A]. (b) P [A/B]. [Ans: P (A/B) = 31 , P (B/A) = 30 ]

Q.3: A US defense radar scans the skies for unidentified flying objects (UFOs). Let M be the event that a UFO
is present and M c the event that a UFO is absent. Let fx/M = √12π exp(−0.5[x − r]2 ) be the conditional pdf of
the radar return signal X when a UFO is actually there and fx/M c = √12π exp(−0.5[x]2 ) be the conditional pdf
of the radar return signal when there is no UFO. To be specific, let r = 1 and let the alert level be xA = 0.5.
Let A denote the event of an alert, that is, {X > xA }. Compute P[A/M], P [Ac /M ], P [A/M c ], P [Ac /M c ].
[Ans: P (A/M ) = 0.69, P (A/M c ) = 0.31, P (Ac /M c ) = 0.69, P (Ac /M ) = 0.31]

Q.4: A source wishes to transmit data packets to a receiver over a radio link. The receiver uses error detec-
tion to identify packets that have been corrupted by radio noise. When a packet is received error-free, the
receiver sends an acknowledgement (ACK) back to the source. When the receiver gets a packet with errors, a
negative acknowledgement (ACK), the packet is re-transmitted. We assume that each packet transmission is
independently corrupted by errors with probability q.
(a) Find the PMF of X, the number of times that a packet is transmitted by the source.
(b) Suppose each packet takes 1 millisecond to transmit and that the source waits an additional millisecond
to receive the acknowledgment message (ACK or NAK) before transmitting). Let T equal the time required
until the packet is successfully received. What is the relationship between T and X? What is the PMF of T ?

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Q.5: Suppose that a cellular phone costs 20 dollar per month with 30 minutes of use included and that each
additional minute of use costs 0.50 dollar. If the number of minutes you use in a month is a geometric random
variable M with expected value of E[M ] = p1 = 30 minutes, what is the PMF of C, the cost of the phone for
one month? [Ans: 1 − (1 − p)30 if c = 20, (1 − p)2c−11 pf orc = 20., 21, 21, 5..]

Q.6: X is the Gaussian (0, 1) random variable and Y is the Gaussian (0, 2) random variable.
(1) Sketch the PDFs fX (x) and fY (y) on same axes. (2) What is P [−1 < X ≤ 1]? (3) What is P [−1 < Y ≤ 1]?
(4) What is P [X > 3.5]? (4) What is P [Y > 3.5]?

Q.7: For a constant parameter a > 0, a Rayleigh random variable X has PDF
 2 −a2 x2 /2
a xe x>0
fX (x) = (1)
0 otherwise

What is the CDF of X?

Q.8: Radars detect flying objects by measuring the power reflected from them. The reflected power of an
aircraft can be modeled as a random variable Y with PDF
 1 −y/P
e 0 y≥0
fY (y) = P0 (2)
0 otherwise

where P0 > 0 is some constant. The aircraft is correctly identified by the radar if the reflected power of the
aircraft is larger than its average value. What is the probability P [C] that an aircraft is correctly identified?
[Ans: e−1 ]

Q.9: Consider a probability space = = (Ω, f, P ). Let Ω = {ζ1 , ...., ζ5 } = −1, − 12 , 0, 21 , 1 with P [{ζi }] = 15 ,


i = 1, ..., 5. Define two random variables on = as follows

X(ζ) = ζ and Y (ζ) = ζ 2

(a) Show that X and Y are dependent random variables. (b) Show that X and Y are uncorrelated.

Q.10: Let X be uniform over (−a, a). Let Y be independent of X and uniform over ([n − 2]a, na), n = 1, 2, ....
Compute the expected value of Z = X + Y for each n. From this result sketch the pdf of Z. What is the only
effect of n?

Q.11: Random variable X has probability density function


1 − x/2 0 ≤ x ≤ 2
fX (x) = (3)
0 otherwise

A hard limiter produces 

X X≤1
Y = (4)
1 X>1
(1) What is the CDF FX (x)? (2) What is P [Y = 2]? (3) What is FY (y)? (4) What is fY (y)?

Q.12: A professor pays 25 cents for each blackboard error made in lecture to the student who point out the er-
ror. In a career on n years filled with blackboard errors, the total amount in dollars paid can be approximately
by a Gaussian random variable Yn with expected value of 40n and variance 100n. What is the probabilty that
Y20 exceeds 1000? How many years n must the professor teach in order that P [Yn > 1000] > 0.99?

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Q.13: The voltage X across 1 ohm resistor is a uniform random variable with parameters 0 and 1. The
instantaneous power is Y = X 2 . Find the CDF FY (y) and the PDF fY (y) of Y ?
√
Q.14: Let X have an exponential (λ) PDF. Find the CDF and PDF of Y = X. Show that Y is Rayleigh
random variable. Express the Rayleigh parameter a in terms of the exponential parameter λ.

Q. 15: Let X and Y denote the arrival times of the first two calls at a telephone switch. The joint PDF of X
and Y is
 2 −λy 
λ e 0 ≤ x < y,
fX,Y (x, y) = (5)
0 otherwise
(a) What is the PDF of W = Y − X?

Q.16: Consider a communication channel corrupted by noise. Let X be the value of the transmitted signal
and Y be the value of the received signal. assume that the conditional density of Y given X = x is Gaussian,
that is,
(y−x)2
fY /X (y/x) = √ 1 exp(− )
2×πσ 2 2σ 2

and X is uniformly distributed on [-1, 1]. What is the conditional probability density of X given Y (i.e
(y−x)2
√ 1 exp[− ]rect( x2 )
2πσ 2σ 2
fX/Y (x/y))? [Ans: ]
erf ( 1+y
σ
)−erf ( y−1
σ
)