Islamic University of Gaza Probability and Stochastic Processes

Faculty of Engineering EELE 3340

Electrical Engineering Department Fall semester 2011/2012

Problem Set #4 Solution

Problem(1)
The binomial R.V X has PMF
5 5
𝑃𝑋 𝑥 = 1/2
𝑥
a) Find the standard deviation of X.
b) Find the probability that X is within one standard deviation of expected value.
c) Find 𝑃𝑥 /𝐵 𝑥 where the condition: 𝐵 = 𝑋 ≥ 𝜇𝑥
d) What are 𝐸[𝑋/𝐵] and 𝑉𝑎𝑟[𝑋/𝐵]

Solution
(a)
5  5  5   5   5   5   5 
5
E [X]   xPX (x )   0.5  0    1   2    3    4    5   
x 0   0  1   2   3   4   5  
  0.5   0  1*5  2*10  3*10  4*5  5*1  2.5
5

or : E [X ]  np  5*0.5  2.5

5 5  5 5  5 5  5 

5
E [X ]   x 2 PX (x )   0.5  02    12    22    32    42    52   
2

x 0  0 1   2  3  4  5 
  0.5   0  1*5  4*10  9*10  16*5  25*1  7.5
5

Var [X ]  E [X 2 ]   X 2  7.5  (2.52 )  1.25

or :
Var [X ]  np (1  p )  5*0.5*0.5  1.25

  X = Var [X ]  1.25

(b)
P [ x   x  x  x   x ]  P [2.5  1.25  x  2.5  1.25]  P [1.25  x  3.75]
 P [X  2]  P [X  3]
5  5
    0.5      0.5   0.625
5 5

 2  3
(c)
B  {x  2.5}  {x  3, 4,5}
5  5   5   5  
P [B ]  P [X  3]  P [X  4]  P [X  5]   0.5            0.5
 3   4   5  
 5 
 PX (x )   0.5 
5
x B 
  x
PX / B (x )   P [B ]    x  {3, 4,5}
0 otherwise 
0.5
 0 otherwise
 5
2    0.5  =0.625
5
x 3
 3
 5
2    0.5  =0.3125
5
x 4
   4

2  5   0.5 5 =0.0625 x 5
  5 

 0 otherwise

check :  P  1 0.625  0.3125+0.0625  1

(d)
E[X/B]=  3*0.625    4*0.3125  +  5*0.0625   3.4375
    
E[X 2 /B]= 32 *0.625  4 2 *0.3125 + 52 *0.0625  12.1875 
V ar [X / B ]  E[X 2 /B]   E[X/B]  12.1875  (3.43752 )  0.3711
2
Problem(2)
Given the R.V Y with PMF
1/ 4 y 1
1/4 y2

P Y (y )  
1/2 y3
0 otherwise
2
Let 𝑈 = 𝑔(𝑌) = 𝑌 − 2
a) Find 𝑃𝑈 (𝑢)
b) Find 𝐸[𝑈]
c) Find 𝐹𝑈 𝑢

Solution
(a)
y  1  u  (1  2) 2  1
y  2  u  (2  2) 2  0
y  3  u  (2  3) 2  1

1
4 u0

1 1 3
P U (u )   + = u 1
4 2 4
0 otherwise


(b)
3 1 3
E [U ]  1*  0* 
4 4 4
(c)

0 u0
1

F U (u )   0  u<1
4

1 1 u
Problem(3)
On the internet, data is transmitted in packets. In a simple model for the World Wide Web, the number of
packets N needed to transmit a web page depends on whether the page has graphic images. If the page has
Images (I), then N is uniformly distributed between 1 and 24 packets. If it has only text (T), then N is
uniformly distributed 1 and 3 packets. Assuming a page has image with probability 1/3 . Find:

(a ) PN / I (n )
(b) PN /T (n )
(c) PN (n)
(d) PN / N 9 (n)
(e) V ar [N / N  9]
Solution
(a)
1 2
P (I) = , P (T) =
3 3
1
 n  1, 2,3,...., 24
PN / I (n )   24

0 otherwise
(b)
1
 n  1, 2,3
PN /T (n )   3

0 otherwise
(c)
 PN (n )
 n  1, 2,3,...., 24
PN / I (n )   P [I ]
0
 otherwise
 1  1  1
 PN (n )  P (I )PN / I (n )     
 3   24  72
 PN (n )
 n  1, 2,3
PN /T (n )   P [T ]
0
 otherwise
 2  1  2
 PN (n )  P (T )PN / I (n )      
 3  3  9
 1 2 17
 72 + 9 = 72 n  1, 2,3

1
PN (n )   n  4, 7,....., 24
 72
0 otherwise


 17   1 
check :  *3    * 21  1
 72   72 
(d)
PN (n )
PN / N 9 (n ) 
P (N  9)
9
 17   1  19
P (N  9)   P (N )   *3    * 6  
n 1  72   72  24

 17 / 72  = 17 n  1, 2,3

 19 / 24  57
 1/ 72  = 1

PN / N 9 (n )   n  4,5, 6, 7,8,9
 19 / 24  57
 0 otherwise



 17   1 
check :  *3    * 6   1
 57   57 

(e)
17 1 47
E [N / N  9]  1  2  3   4  5  6  7  8  9  
57 57 19
E [N 2 / N  9] 
17 2
57

1  22  32 
1
57
 
4 2  5 2  6 2  7 2  82  9 2 
509
57

2
509  47 
V ar [N / N  9]  E [N / N  9]   E [N / N  9]
2
2
     2.81
57  19 