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Module2 Hw (2)

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EE 325: Probability and Random Processes

Homework for Module 2

1. The material in this module is mostly drawn from Chapter 4 of the Papoulis text
and sections 2.1, 2.3–2.5, 2.7, 3.1–3.4. There are several solved examples in both
the books. Make sure you have studied these problems and the solutions.

2. From the Papoulis text, solve problems 4.2, 4.4, 4.11, 4.16, 4.26, 4.31, and 4.33.

3. From the Hajek book, many of the problems at the end of chapters 2 and 3 provide
insights into using probability models in many real life situations. Of course, these
are significantly simplified to make them solvable in reasonable time. Problems
2.8, 2.9, 2.12–2.14, and 2.18–2.21 are some that provide interesting insights. From
Chapter 3, problems 3.4, 3.7, 3.8, 3.10, and 3.16 are good to try.

Additional problems from here and there

4. Let X and Y be random variables on the probability space (Ω, F, P). Show that
Z1 = X + Y, Z2 = X × Y, and Z3 = max{X, Y} are also random variables.

5. F (x) is a valid distribution. Which of the following functions of F (x) are also valid
distributions. Provide a proof for your claim.

(a) aF (x) + (1 − a)F (x) where 0 ≤ a ≤ 1.


(b) (F (x))r
(c) 1 − (1 − F (x))r
(d) F (x) + (1 − F (x)) log(1 − F (x))

6. Claim: If FX (x) is continuous at x = x0 , then Pr(X = x0 ) = 0. Prove or disprove.

7. X is a strictly positive discrete random variable, i.e., it takes values in the set
x
{1, 2, . . . , } and pX (x) is its pmf. If the pmf has the form pX (x) = C∗2
x!
, find the
C∗2−x α
value of C. Repeat for pX (x) = x , and pX (x) = Cx .

8. For the previous problem, find (i) Pr(X > 2) , (ii) most probable value of X.

1
9. There are two urns—A containing n black balls and B containing n brown balls.
At each step, one ball is chosen at random from both urns and swapped, i.e., the
one from A is put into B and vice versa. Let Xm be the number of black balls in
urn A after m steps. Observe that this determines the state of the system after
m steps, i.e., knowing Xm describes the composition of both the urns. Obtain the
mean of Xm . This is a model for diffusion.

10. There are n coins each of which comes up heads with probability p. In round 1,
each coin is tossed once. In round 2, all those coins that came up heads in round 1
are tossed again and others are left unchanged. Let X be the total number of heads
after round 2. Find the pmf of X.

11. Let X be the random variable denoting the number of tosses of a biased coin to get
the first head. The first head has not occurred in the first k tosses. What is the
probability that you will have to toss the coin n more times.

12. A fair die is rolled 6n times. Let ρn be the probability that there n 6s in the 6n
rolls. Is ρn a monotonic function. Prove your statement.

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