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Homework_Problem_Set_4_revised

This document is a homework assignment for EEEC10006: Probability, authored by Ming-Chun Lee, due on April 11, 2025. It consists of ten problems covering various topics in probability, including differential entropy, Gaussian random variables, exponential distributions, and Buffon's needle problem. Each problem has specific points assigned, indicating the complexity and effort required to solve them.

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3 views

Homework_Problem_Set_4_revised

This document is a homework assignment for EEEC10006: Probability, authored by Ming-Chun Lee, due on April 11, 2025. It consists of ten problems covering various topics in probability, including differential entropy, Gaussian random variables, exponential distributions, and Buffon's needle problem. Each problem has specific points assigned, indicating the complexity and effort required to solve them.

Uploaded by

雪狼就只是隻普通的草食喵喵喵
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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EEEC10006: Probability Ming-Chun Lee

515000 Homework 4, Spring 2025


Due on Friday, Apr. 11, 2025, at 11:59 pm. (Sec. 3.1 ~ 3.4)

Problem 1

The differential entropy of a continuous random variable X with density f


is
1
h (X ) E[ log f (X )] f (x ) log dx
f (x )

(a) If X uniform[0,2] , find h (X ) . (3 pts)

1
(b) If X uniform[ 0, ] , find h (X ) . (3 pts)
2

2
(c) If X N (m , ) , find h (X ) . (4 pts)

Problem 2
The random variable Z is a Gaussian R.V., its mean and variance are denoted
2
as m and , respectively. Let X Z m . Find the variance of X . (10 pts)

Problem 3
Consider a triangle and a point chosen within the triangle according to the

uniform probability law. Let X be the distance from the point to the base of the

triangle. Given the height h and the base b of the triangle, find the CDF and

the PDF of X. (10 pts)

1
EEEC10006: Probability Ming-Chun Lee

Problem 4
A certain computer is equipped with a hard drive whose lifetime, measured in

months, is X exp( ) . The lifetime of the monitor (also measured in months)

is Y exp( ) . Assume the lifetimes are independent.

(a) Find the probability that the monitor fails during the first 2 months. (5
pts)
(b) Find the probability that both the hard drive and the monitor fail during
the first year. (5 pts)

Problem 5

Let X and Y be two independent Gaussian random variables with the following

statistics: E{X} = 1, var{X} = 7, E{Y } = 1, var{Y } = 9.

Let Z X Y . Find the probability of the event "Z > 10". (10 pts)

Problem 6
Let X have the Pareto density

2 / x 3, x 1,
f ( x)
0, o.w.

(a) The median of X is the number t satisfying P( X t ) =122. Find the

median of X . (3 pts)

(b) Compute E[ X ] . (3 pts)

(c) Find E[ X 2 ] . (4 pts)


2
EEEC10006: Probability Ming-Chun Lee

Problem 7

Let X 1,..., X n be i.i.d. exp( ) random variables.

(a) Find the probability that min( X 1,..., X n ) 2. (5 pts)

(b) Find the probability that max( X 1,..., X n ) 2 . (5 pts)

Problem 8
Let X and Y be normal random variables with means 0 and 1 , respectively,
and variances 1 and 4, respectively.

(a) Find P( X 1.5) and P( X 1) . (3 pts)

(b) Find the PDF of (Y 1) / 2 . (3 pts)

(c) Find P( 1 Y 1) . (4 pts)

Problem 9
The taxi stand and the bus stop near Peter's home are in the same location. Peter
goes there at a given time and if a taxi is waiting (this happens with probability
223) he boards it. Otherwise he waits for a taxi or a bus to come, whichever comes
first . The next taxi will arrive in a time that is uniformly distributed between 0
and 10 minutes, while the next bus will arrive in exactly 5 minutes.
(a) Find the CDF. (5 pts)
(b) Find the expected value of Peter's waiting time. (5 pts)

Problem 10

Consider the following variant of Buffon's needle problem (Example 3. 11),

which was investigated by Laplace. A needle of length I is dropped on a plane


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EEEC10006: Probability Ming-Chun Lee

surface that is partitioned in rectangles by horizontal lines that are a apart and
vertical lines that are b apart. Suppose that the needle's length I satisfies 1 < a and
1 < b. What is the expected number of rectangle sides crossed by the needle?
What is the probability that the needle will cross at least one side of some
rectangle? (10 pts)

Suggested Reading:
Problem 3. 14, Problem 3. 4, Problem 3. 3

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