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Proba Assignment

The document outlines an assignment on Probability and Random Processes with various problems related to probability calculations, random variables, and their properties. It includes tasks such as finding probabilities of events, calculating expected values, variances, and analyzing joint distributions. The assignment also covers concepts related to continuous random variables and random processes, requiring the application of definitions and theorems in probability theory.

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0 views3 pages

Proba Assignment

The document outlines an assignment on Probability and Random Processes with various problems related to probability calculations, random variables, and their properties. It includes tasks such as finding probabilities of events, calculating expected values, variances, and analyzing joint distributions. The assignment also covers concepts related to continuous random variables and random processes, requiring the application of definitions and theorems in probability theory.

Uploaded by

faaruumulatu
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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Probability & Random Process Assignment I

1. Show that the probability that exactly one of the events A or B occurs is given by:
P ( A)  P ( B )  2 P ( A  B )

2. Let A and B be two events. Suppose the probability that neither A or B occurs is 2/3.
What is the probability that one or both occur?
3. Let X be a continuous random variable with pdf
4𝑥 3 , 0 < 𝑥 ≤ 1
𝑓(𝑥) = {
0, 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
2 1
Then, find 𝑃(𝑋 ≤ /𝑋 > )
3 3

4. Two dice are rolled. Let the events:


A = ‘sum of two dice equals 3’
B = ‘sum of two dice equals 7’
C = ‘at least one of the dice shows a 1’
(a) What is P (A|C)?
(b) What is P (B|C)?
(c) Are A and C independent? What about B and C?

0.1, 30 ≤ 𝑥 ≤ 40
5. The PDF of a random variable X is given by 𝑓(𝑥) = {
0, 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
Find the conditional expected value of X, given that X = 35.
6. Find the mean and variance of the random variable whose triangular PDF is given in Figure.

𝜋
7. Let X ~ uniform ( 2 , 𝜋) and Y = sin (X), then find 𝑓𝑌 (𝑦).
8. Directly from the definitions of expected value and variance, compute E(X) and
Var(X) when X has probability mass function given by the following table:

9. Compute the expectation and variance of a Bernoulli(p) random variable.


10. Let X and Y be two continuous random variables with joint pdf
𝑓𝑋𝑌 (𝑥, 𝑦) = 𝑐𝑥 2 𝑦(1 + 𝑦) for 0 ≤ x ≤ 3 and 0 ≤ y ≤ 3,

and fXY(x, y) = 0 otherwise.


a. Find the value of c.
b. Find the probability P(1 ≤ X ≤ 2, 0 ≤ Y ≤ 1).
c. Determine the joint cdf of X and Y for a and b between 0 and 3.
Probability & Random Process Assignment I

Find marginal cdf FX(a) for a between 0 and 1.


d. Find the marginal pdf fX(x) directly from f(x, y) and check that it is the derivative of FX(x).
e. (f) Are X and Y independent?
11. (a) Suppose that X has probability density function 𝑓𝑋 (𝑥) =λe−λx for x ≥ 0.
Compute the cdf, FX (x). (b) If Y = X2, compute the pdf and cdf of Y.
12. Consider a random process X(t) defined by: 𝑋(𝑡) = 𝐴𝑠𝑖𝑛(𝜔0 𝑡 + 𝜑) where A and 𝜑 are
−𝜋 𝜋
independent random variables which are uniformly distributed over the intervals [0,1] and [ 2 , 2 ]

Respectively and 𝜔0 is a constant.


a. Find the mean  X (t ).
b. Find the autocorrelation function RXX (t1 , t 2 ).
c. Find the autocovariance function C XX (t1 , t 2 ).
d . Determine whether X (t ) is WSS random process or not.
e. Find the power spectral density of X (t ).

13. Two random processes X(t) and Y(t) are given by:
X (t )  A cos(0t   ) and Y (t )  A sin(0t   )
where A and 0 are constants and  is a uniform random
variable over the interval (0, 2 ).
a. Find the cross correlation function of X (t ) and Y (t ).
b. Verify that RXY (- )  RXY ( )
Probability & Random Process Assignment I

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