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This document outlines Homework 5 for the EEEC10006 Probability course, due on April 18, 2025. It includes a series of problems related to random variables, probability density functions, and expected values, covering topics such as joint PDFs, conditional probabilities, and expectations in various scenarios. The problems require calculations and proofs related to probability theory and statistics.

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5 views

Homework_Problem_Set_5_revision

This document outlines Homework 5 for the EEEC10006 Probability course, due on April 18, 2025. It includes a series of problems related to random variables, probability density functions, and expected values, covering topics such as joint PDFs, conditional probabilities, and expectations in various scenarios. The problems require calculations and proofs related to probability theory and statistics.

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.
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Download as PDF, TXT or read online on Scribd
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EEEC10006: Probability Ming-Chun Lee

515000 Homework 5, Spring 2025


Due on Friday, Apr. 18, 2025, at 11:59 pm. (Sec. 3.5 ~ 3.6)

Problem 1

Let X be a random variable with PDF

x / 4, if 1 x 3,
f X ( x)
0, o.w,

and let A be the event { X 2}.

(a) Find E[ X ] , P( A) , f X | A ( x) , and E[ X | A] . (8 pts)

(b) Let Y X 2 . Find E[Y ] and var(Y ) . (2 pts)

Problem 2
We start with a stick of length L. We break it at a point which is chosen according

to a uniform distribution and keep the piece, of length Y, that contains the left
end of the stick. We then repeat the same process on the piece that we were left
with, and let X be the length of the remaining piece after breaking for the second
time.
(a) Find the joint PDF of Y and X. (3 pts)

(b) Find the marginal PDF of X. (3 pts)

(c) Use the PDF of X to evaluate E[X]. (2 pts)

(d) Evaluate E[X], by exploiting the relation X = Y  (X/Y). (2 pts)

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EEEC10006: Probability Ming-Chun Lee

Problem 3
If

y xy
e e
x 1 , 1 x 2, y 0.
y
y 2y
FX ,Y (x , y ) e e
1 , x 2, y 0.
y

0, otherwise.

(a) Find the marginals FX ( x) and FY ( y ) . (6 pts)

(b) Determine whether X and Y are independent or not. (4 pts)

Problem 4

Let the random variables X and Y have a joint PDF which is uniform over the
triangle with vertices at (0,0), (0,1), and (1,0).
(a) Find the joint PDF of X and Y. (2 pts)

(b) Find the marginal PDF of Y. (2 pts)

(c) Find the conditional PDF of X given Y. (2 pts)

(d) Find E[X|Y=y], and use the total expectation theorem to find E[X] in

terms of E[Y]. (2 pts)

(e) Use the symmetry of the problem to find the value of E[X]. (2 pts)

2
EEEC10006: Probability Ming-Chun Lee

Problem 5
A defective coin minting machine produces coins whose probability of heads is
a random variable X with PDF

xe x , x [0,1],
f X ( x) .
0, o.w,

A coin produced by the machine is selected and tossed repeatedly, with


successive tosses assumed independent.
(a) Find the probability that a coin toss results in heads. (3 pts)
(b) Given that a coin toss resulted in heads, find the conditional PDF of X. (3

pts)
(c) Given that the first coin toss resulted in heads, find the conditional
probability of heads on the next toss. (4 pts)

Problem 6
The coordinates X and Y of a point are independent zero mean normal
2
random variables with common variance . Given that the point is at a distance

of at least c from the origin, find the conditional joint PDF of X and Y. (10 pts)

Problem 7
An absent-minded professor schedules two student appointments for the same
time. The appointment durations are independent and exponentially distributed
with mean thirty minutes. The first student arrives on time, but the second student
arrives five minutes late. What is the expected value of the time between the
arrival of the first student and the departure of the second student? (10 pts)

3
EEEC10006: Probability Ming-Chun Lee

Problem 8
A coin, having probability p of landing heads, is continually flipped until at least
one head and one tail have been flipped.
(a) Find the expected number of flips needed. (3 pts)
(b) Find the expected number of flips that land on heads. (2 pts)
(c) Find the expected number of flips that land on tails. (2 pts)
(d) Repeat part (a) in the case where flipping is continued until a total of at
least two heads and one tail have been flipped. (3 pts)
Problem 9

The joint density of X and Y is given by

y
e
f ( x, y ) , 0 x y, 0 y .
y

Compute E[ X 2 | Y y ]. (10 pts)

Problem 10
Answer the following questions:
(a) Prove that if X and Y are jointly continuous, then

E[ X ] E[ X | Y y ] fY ( y)dy . (5 pts)

(b) A rat is trapped in a maze. Initially it has to choose one of two directions.
If it goes to the right, then it will wander around in the maze for three
minutes and will then return to its initial position. If it goes to the left,
then with probability 1/3 it will depart the maze after two minutes of
traveling, and with probability 2/3 it will return to its initial position after
five minutes of traveling. Assuming that the rat is at all times equally
4
EEEC10006: Probability Ming-Chun Lee

likely to go to the left or the right, what is the expected number of


minutes that it will be trapped in the maze. (5 pts)
Suggested Reading:
Chap. 1:
Problem 3., Problem 11., Problem 12., Problem 13., Problem 28., Problem
29., Problem 43., Problem 44., Problem 45.
Chap. 2:
Problem 27., Problem 30., Problem 34., Problem 36., Problem 46.
Chap. 3:
Problem 28., Problem 33., Problem 35.

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