Probability and Random Processes
Probability and Random Processes
1. The probability density function of a random variable 𝑋 is𝑓(𝑥) = 𝑘𝑥(1 − 𝑥), 0 < 𝑥 <
1. Then find (i) k and (ii) a number ‘b’ such that 𝑃(𝑋 < 𝑏) = 𝑃(𝑋 > 𝑏). (Ans k = 6, b = 1/2)
2. A fair coin is tossed 3 times and let 𝑋 be difference of the number of heads and the number
of tails. Find
(a) the probability mass function. P(X=-3) = 1/8, P(X =-1) = 3/8, P(X=1) = 3/8, P(X=3) = 1/8
(b) the cumulative distribution function of 𝑋. CDF: 0, 1/8, 4/8, 7/8, 1
3. A random variable X has the probability distribution defined as
𝑋 1 2 3 4 5 6
𝑃(𝑋) 0.04 0.15 0.37 0.26 0.11 0.07
Find (i) 𝑃(𝑋 Odd |𝑋 < 5) (ii) 𝑃(𝑋 < 5|𝑋 Odd) (iii) 𝑃(𝑋 = 4|𝑋 is not equal to 3)
Ans: (i): 41/82=1/2 (ii) 41/52 (iii) 26/63
2
4. Consider the function 𝑓(𝑥) = {𝐶(𝑥 − 2𝑥),0 < 𝑥 < 5/2, where C is any constant. Could
0 elsewhere
𝑓(𝑥) be a probability density function? Justify your answer.
Ans: Not possible. No value of C for which f(x) is always positive.
5. The probability density function of a random variable X is given by
𝐴(1 + 𝑥), −1 < 𝑥 ≤ 0
𝑓(𝑥) = { 𝐴(1 − 𝑥),0 < 𝑥 < 1 .
0 elsewhere
Find (a) the value of A and plot 𝑓(𝑥), (b) the distribution function 𝐹(𝑥), (c) the point c such
that P[X > c] =P[X< c]/2
Ans: