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EE3110 Jul 2024 Tutorial4

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23 views3 pages

EE3110 Jul 2024 Tutorial4

Uploaded by

Shriram A ep23b019
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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EE3110 - Probability Foundations for Electrical Engineers

Tutorial - Week 4

Please submit solutions to the 2 starred questions in moodle for assignment submission by
Sept 22, 11:59 PM.

1. Let X be a random variable with probability density


(
c(1 − x2 ) −1 < x < 1,
f (x) =
0 otherwise.

(a) What is the value of c?


(b) What is the cumulative distribution function of X?
2. Let X and Y be identical and independent exponential random variables with parameter
λ. Define U = X + Y , V = X − Y . Find the joint pdf of U, V and the marginal pdfs of
U and of V .
3. Let X and Y be independent geometric random variables with X ∼ Geo (1/2) and
Y ∼ Geo (1/3). Evaluate the following:
(a) P(X > Y )
(b) P(X = Y )
4. Let N be a geometric random variable with parameter p and Xi , Pi = 1, 2, . . ., be i.i.d
Poisson random variables with mean λ. Find the p.m.f of Y = N i=1 Xi , i.e. Y is a
random variable obtained by taking a sum of geometric number of independent Poisson
random variables.
5.∗ Let X be a Poisson random variable with mean λ > 0. Given X = x, the random
variable Y is Binomial with parameters (x, p). Define Z = X − Y . (a) What are the
(marginal) distributions of Y and Z? (b) Are Y and Z independent?
6. Let X1 and X2 be independent Poisson random variables with parameters λ1 > 0 and
λ2 > 0, respectively. Define X = X1 + X2 . Find the p.m.f. of X.
1/4 1/8 1/8 1/2
7. Let X be a discrete random variable with distribution {−1, 0 , 1 , 2 }.
(a) Let the random variable Y be defined by Y = X 2 . Calculate the probability mass
function of Y .
(b) Find a function f such that f (X) is uniformly distributed.
8. Let X be a random variable that takes values from 0 to 9 with equal probability 1/10.
(a) Find the p.m.f of the random variable Y = X mod 3. [7 mod 4 = 3 (remainder)]
(b) Find the p.m.f of the random variable Y = 5 mod (X + 1).
9. We measure the resistance R of each resistor in a production line and accept only the
resistors whose resistance is between 96 and 104 ohms. Find the percentage of the
accepted units, if
(a) R is uniform between 95 and 105 ohms.
(b) R is normal with µ = 100 and σ = 2 ohms.
10.∗ Let X and Y be independent exponential random variables with parameters λ = 1 and
µ = 3. Then, if Z = min(X, Y ) is a random variable
(a) the value of P[X = Z] is?
(b) is it true that the random variable Z = min(X, Y ) is independent of the event
X <Y?
11. Suppose that the joint distribution of X and Y is uniform over a set A in the xy-plane.
For which of the following sets A are X and Y independent?
(a) A circle with a radius of 1 and with its center at the origin
(b) A square with vertices at the four points (0, 0), (1, 1), (0, 2), and (-1, 1)
(c) A rectangle with vertices at the four points (0, 0), (0, 3), (1, 3), and (1, 0)
12. Let X and Y have the joint pmf
C
pXY (x, y) = , x, y ∈ {1, 2, 3, ..}.
(x + y − 1)(x + y)(x + y + 1)
Determine the following:
(a) The value of C
(b) The (marginal) pmfs of X and Y
(c) The pmf of Z = X + Y
(d) P(X = Y ) (express the answer in summation form)
13. Let X be Geometric(p). Let Xi = I(X > i) for i ∈ {1, 2, . . .}, i.e. Xi = 1 if X > i,
and 0 otherwise. Find the joint PMF of (Xi , Xj ) for i, j ∈ {1, 2, . . .}. Are Xi and Xj
independent?
14. Consider a triangle with height h. Let X be the distance from a point randomly chosen
within the triangle to the base of the triangle. What is the CDF and the PDF of X?
15. 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
fX (x) = pfY (x) + (1 − p)fZ (x)
(b) Calculate the CDF of the two-sided exponential random variable that has PDF given
by (
pλeλx , if x < 0
fX (x) = −λx
(1 − p)λe , if x ≥ 0
where λ > 0 and 0 < p < 1.

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16. A defective coin minting machine produces coins whose probability of heads is a random
variable P with PDF (
pep , p ∈ [0, 1]
fP (p) =
0, otherwise

A coin produced by this machine is selected and tossed repeatedly, with successive tosses
assumed independent. (a) Find the probability that a coin toss results in heads. (b)
Given that a coin toss resulted in heads, find the conditional PDF of P . (c) Given that
the first coin toss resulted in heads, find the conditional probability of heads on the next
toss.
17. Athletes compete one at a time at the high jump. Let Xj be how high the j th jumper
jumped, with X1 , X2 , ... i.i.d. with a continuous distribution. We say that the j th jumper
set a record if Xj is greater than all of Xj−1 , ..., X1 . Is the event “the 110th jumper sets
a record” independent of the event “the 111th jumper sets a record”? Justify your
answer by finding the relevant probabilities in the definition of independence and with
an intuitive explanation.
18. Let U ∼ Unif(0, 1). Using U , construct a r.v. X whose PDF is λe−λx for x > 0 (and 0
otherwise), where λ > 0 is a constant, then X is said to have a Exponential distribution;
this distribution is of great importance in engineering, chemistry, survival analysis, and
elsewhere.

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