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Assignment of Electronics Engineering

The document contains 23 questions related to probability theory and stochastic processes. The questions cover topics such as classical and statistical definitions of probability, independent and conditional probability, normal and Poisson distributions, moment generating functions, density functions, and Markov, Chebyshev, and Chernoff inequalities.

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Uttam Kumar
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0% found this document useful (0 votes)
37 views

Assignment of Electronics Engineering

The document contains 23 questions related to probability theory and stochastic processes. The questions cover topics such as classical and statistical definitions of probability, independent and conditional probability, normal and Poisson distributions, moment generating functions, density functions, and Markov, Chebyshev, and Chernoff inequalities.

Uploaded by

Uttam Kumar
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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Government Engineering College, Aurangabad, Bihar

Department of Sciences and Humanities


Subject – Probability Theory and Stochastic Process (ECE), Year – 2023
Faculty: Dr. Ravi Shankar Kumar, Ph.D. (IIT Kharagpur), CSIR-NET, GATE, NBHM Post-Doctoral Fellow

Assignment-I

1. Give the classical and statistical definition of probability. What are the objections raised in these
definitions?
2. A missile can be accidentally launched if two relays A and B both have failed. The probabilities of A and
B failing are known to be 0.01 and 0.03 respectively. It is also known that B is more likely to fail
(probability 0.06) if A failed.
I. What is the probability of an accidental missile launch?
II. What is probability that A will fail if B has failed?
III. Are events “A fails” and “B fails” statistically independent?
3. A simple binary communication channel carries messages by using only two signals, say 0 and 1. We
assume that for a given binary channel, 40% of the time a 1 is transmitted. The probability that a
transmitted 0 is correctly received is 0.90, and the probability that a transmitted 1 is correctly received is
0.95. Determine (i) the probability of a 1 being received and (ii) the probability that 1 was transmitted,
given a 1 is received.
4. A dice is rolled 180 times using normal distribution. Find the probability that face 4 will turn up at least
35 times. Given that area P(0 < Z < 1) = 0.3413.
5. Find the moment generating function of Poisson distribution.
6. In a certain factory turning out razor blades, there is a small chance of 0.002 for any blade to be defective.
The blades are supplied in packets of 10. Calculate the approximate number of packets containing no
defective, one defective and two defective blades respectively in a consignment of 1000 packets.
7. In a normal distribution, 31% of the items are under 45 and 8% are over 64. Find the mean and SD of the
distribution.
8. Is the function defined as follows a density by function?
0, if x  2
3  2x

f ( x)   , if 2  x  4
 18
0, if x  4
9. The diameter of an electric cable, say X, is assumed to be continuous random variable with probability
density function f ( x)  ax(1  x), 0  x  1.
(i) Find the constant a.
(ii) Determine a number b such that P ( X  b)  P( X  b) .
10. The time one has to wait for a bus at a downtown bus stop is observed to be random phenomenon X with
the following probability density function:

1
0, x0
 x 1
 , 0  x 1
 9
4 
  x   ,
1 3
1 x 
9  2 2
4 5
   3
f ( x)     x  , x2
9  2  2
1
 4  x, 2 x3
9
1
9 , 3 x  6

0, x6
Let the events A and B be defined as follows:
A: One waits between 0 to 2 minutes inclusive
B: One waits between 1 to 3 minutes inclusive
2 1
Show that: (i) P ( B / A)  (ii) P ( A  B )  .
3 3
11. What is probability mass function? Discuss in detail.
12. An experiment consists of three independent tosses of a fair coin. Let
X = the number of heads
Y = the number of head runs
Z = the length of head runs.
A head run being defined as consecutive occurrence of at least two heads, its length, then being the
number of heads occurring together. Find the probability function of (i) X (ii) Y (iii) Z (iv) X + Y and (v)
XY. Also construct their probability table.
13. Find the moment generating function of the binomial distribution.
14. Explain joint distribution function. What are its properties?
1  1
15. Let f XY ( x, y )  4 x  2 y , 0  x  , 0  y  1 and zero elsewhere. Find P  X   .
2  4
16. The joint probability distribution of two random variables X and Y is given by
2
p ( x, y )  , x  1, 2,3, , n. y  1, 2,3, , x
n(n  1)
Check whether the random variables X and Y are independent or not.
17. Two discrete random variables X and Y have joint probability density function:
 x e   p y (1  p) x  y
p ( x, y )  , x  0,1, 2,3, , . y  0,1, 2,3, , x
y !( x  y )!
where   0 and 0  p  1 are constants. Find
(i) The marginal probability density functions of X and Y.
(ii) The conditional distribution of Y for a given X, and of X for a given Y.
18. State and prove Markov inequality.
19. State and prove Chebyshev inequality.
20. State and prove Chernoff inequality.

2
21. Give a comparison between Markov, Chebyshev and Chernoff bounds. Let X  Exponential( ) . Using
Markov’s inequality find an upper bound for P ( X  a ) , where a > 0. Compare the upper bound with the
actual value of P ( X  a ) .
22. Let X  Exponential( ) . Using Chebyshev inequality find an upper bound for P( X  EX  b) , where b
> 0.
23. Let X  Exponential( ) . Using Chernoff bounds find an upper bound for P ( X  a ) , where a > EX.
Compare the upper bound with the actual value of P ( X  a ) .

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