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NTU Homework

This document contains solutions to 3 problems: 1. Calculates the probability distribution and probability of events for a random variable X. 2. Proves an equation for the joint probability distribution of random variables X and Y using Bayesian formulas. 3. Calculates the expected value of a random variable X, where X is a sum of other random variables depending on the outcomes of events A and B.

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RAN FENGYU
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15 views4 pages

NTU Homework

This document contains solutions to 3 problems: 1. Calculates the probability distribution and probability of events for a random variable X. 2. Proves an equation for the joint probability distribution of random variables X and Y using Bayesian formulas. 3. Calculates the expected value of a random variable X, where X is a sum of other random variables depending on the outcomes of events A and B.

Uploaded by

RAN FENGYU
Copyright
© © All Rights Reserved
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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HW2

RAN FENGYU
G2301208G

School of Electrical and


Electronic Engineering

2023.9.4
ii
Contents

1. Solution for problem 1


According to the equation of F X (x), the value range of x is x ≤ 0. We can get the
equation of f X (s) based on the formula below:

f X (x) = dF X (x)/dx = 4/3 ∗ (x + 1) (1)

Only for −1 ≤ x ≤ 0.
We assume the event X > 0 is event A and |X| ≥1 is B. For event A, the probability can
be derived by
P{x > 0} = 1 − P{x ≤ 0} = 1 − F X (0) (2)
According to the the equation of F X (x), F X (0) = 1. So P{x > 0} = 0.
For event B, the probability can be derived by
Z 0
P{|X| ≥ 1} = P{−1 < x < 1} = f X (x)dx = 2/3 (3)
−1

So P{|X| ≥ 1} is 2/3.
2. Solution for problem 2
According to Bayesian formula, pX,Y (x, y) can be expressed as

P X,Y (x, y) = PY |X (y|x)P X (x) (4)

According to the formula given in the question, we should prove that


1
P X (x) = R pY |X (z|x)
(5)
pX|Y (x|z)
dz

Let us focus on
R
pY |X (z|x)pY (z)dz
Z Z
pY |X (z|x) pY |X (z|x)pY (z)
dz = dz = (6)
pX|Y (x|z) pX|Y (x|z)pY (z) pX (x)
Z Z
pXY (xz)pY (z) pX (x) ∗ 1
pY |X (z|x)pY (z)dz = dz = =1 (7)
pX (x) pX (x)

1
CONTENTS

So based on equation (7), we can get


Z
pY |X (z|x) 1
dz = (8)
pX|Y (x|z) pX (x)

Which means equation (5) is proved, the equation (8) is correct


PY |X (y|x)
P X,Y (x, y) = R pY |X (z|x)
(9)
pX|Y (x|z)
dz

3. Solution for problem 3


We set event A is θ = 3 and event B is θ = 8. There are P A = 0.4 and P B = 0.6. When
A happens, X1 = Y1 + Y2 + Y3 while for B, X2 = Y1 + Y2 + Y3 + Y4 + Y5 + Y6 + Y7 + Y8 .
For Yi (i = 1, 2, 3, 4, 5, 6, 7, 8), mean of Yi is 10.

E(X) = p A E(X1 ) + P B E(X2 )


= 0.4(E(Y1 ) + E(Y2 ) + E(Y3 )) + 0.6(E(Y1 ) + E(Y2 ) + E(Y3 ) + E(Y4 ) + E(Y5 ) + E(Y6 ) + E(Y7 ) + E(Y8 ))
= 0.4 ∗ 30 + 0.6 ∗ 80 = 60

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