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Module3 4 HW

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10 views3 pages

Module3 4 HW

Uploaded by

aniketgupta.techfest
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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EE 325: Probability and Random Processes

Homework for Modules 3 and 4

Instructions

• This is the set of homework problems for Module 3 (Expectations) and Module 4 (In-
equalities).

• Much of the material is from Chapter 5 in the text. Hoeffding’s Lemma and Inequality
and its application are not from the text.

Questions

1. There are several solved examples in the textbook in Chapter 5. Make sure you have
studied these problems and the solutions.

2. Solve problems 5.8, 5.10, 5.14, 5.21, 5.28, 5.34, 5.47 from the Papoulis and Pillai text.

3. The mean and variance of Bernoulli, Binomial, Geometric, Poisson, Uniform, Exponential
and Gaussian random variables were derived in class. Redo the calculations and make
sure you know these formulae.

4. Repeat the exercise for the moment generating functions of these random variables.

5. Let X be a random variable described by the following tail distribution with xm > 0 and
a > 0. 
 xm a for x ≥ x
x m
Pr(X > x) =
1 for x ≤ xm
Determine E(X) .

6. Let X be a random variable that has a binomial distribution with parameters N and p.
p is itself a random variable that has a uniform pdf in [0, 1]. Find the pmf of X. Use
conditional probability and total probability formulas.

7. A fair, six-sided die is rolled till all the faces have appeared at least once. Find the
expectation of the number of times that the die is rolled.

8. The probability that a family has n children is pn for n = 0, 1, . . . . You meet a random
person on the street. Let X be the number of siblings that this person has. Let Y be the
number of elder siblings that this person has. Obtain the expectations of X and Y. Make
any reasonable assumptions that you may need.

9. X and Y are independent geometric random variables with, respectively, parameters p and
q. Obtain the following. (i) Pr(X = Y) , (ii) E(max(X, Y)) , (iii) E(X|X > Y) .

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10. Let U be a uniformly distributed random variable in (0, 1). Let F (x) be a valid probability
distribution function. Let Y be a random variable obtained as a function of U using the
relation Y = F −1 (U). Find the distribution of Y. This is a very useful result. Why?

11. Let X be a random variable and σX2 its variance. Find the variance of (X + a) where a is
a constant. Now consider the following for x, a > 0.

Pr(X > x) = Pr(X + a > x + a) = Pr (X + a)2 > (x + a)2 .




Apply Markov inequality and a suitable substition for a to show the following useful
inequality.
σ2
Pr(X > x) ≤ 2 X 2
σX + x
For the second part above assume X is zero mean.

12. Let X be a non negative random variable having a distribution FX (x). Interpret X to
denote the lifespan of an object. Consider an object at age x. Let X1 (x) denote the
random variable corresponding to the remaining life of the object; x + X1 (x) would be the
age of the object at death given that it has lived to the age of x. Determine the probability
distribution and density functions of X1 (x), denoted by FX1 (x1 , x) and fX1 (x1 , x).

13. Let X be a Gaussian random variable with mean µ and variance σ 2 . Find the mean and
variance of Z = X−µσ . Based on this result, express the distribution of X as a function
of the distribution of Z, i.e., if you are given Pr(Z > z) for all z, you should be able to
determine Pr(X > x) for any x, if µ and σ are known. Using the attached table, determine
the probability that Pr(X > 3) and Pr(−1.5 ≤ X ≤ 1.5) for the following cases of µ and σ.
(i) µ = −1.7, σ = 4, (ii) µ = 2, σ = 0.3. For both these

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