hwk6 Sol
hwk6 Sol
hwk6 Sol
Probability
Instructor: Professor Roychowdhury
Homework Set 6
Thursday, November 8 , 2012
Due: Wednesday, November 14, 2012
0
x < 1
0.5
1 x 0
Fx (x) =
(1 + x)/2
0x1
1
x>1
(a) Plot the cdf and identify the type of random variable.
(b) Find P [X 1],P [X = 1],P [X < 0.5],P [0.5 < X < 0.5],P [x > 1],P [x
2],P [x > 3].
Solution:
(a)
(b) From the cdf plot, we can see,
P [X 1] = 0.5
P [X = 1] = 0.5
1.5
1.0
0.5
-1
-0.5
-1.0
Figure 1: 4.12
1
1.5
1.0
0.5
-1
-0.5
-1.0
Figure 2: 4.13
2
1
P [X = 0] = 1 e20 = 0.75
4
P [X < 0] = 0
1
1
P [2 < X < 6] = 1 e26 1 + e22 = 0.0046
4
4
1
P [x > 10] = 1 1 + e210 = 5.15 1010
4
3. Problem 4.16 A random variable X has cdf,
x<0
0
0.5 + c sin2 (x/2) 0 x 1
Fx (x) =
1
x>1
(a) What values can c assume?
(b) Plot the cdf.
(c) Find P [X > 0].
Solution:
(a)
c = 0.5
(b)
(c) We can see,
Fx (0) =
1
2
as a result,
P [x > 0] = 1 0.5 = 0.5
1.0
0.8
0.6
0.4
0.2
-1.0
-0.5
0.5
Figure 3: 4.16
1.0
1.5
2.0
(1 x2 )dx c =
1=c
1
3
4
(b)
(c)
P [X = 0] = 0
11
32
1 9
3 3
P [| X 0.5 |< 0.25] = P [0.25 < X < 0.75] = [( + 1) (( )3 + 1)] = 0.2734
4 4
3 4
P [0 < X < 0.5] =
5. Problem 4.38 A binary transmission system sends a 0 bit using a 1 voltage signal
and a 1 bit by transmitting a +1, The received signal is corrupted by noise N that
has a Laplacian distribution with parameter . Assume that 0 bits and 1 bits are
equiprobable.
(a) Find the pdf of the received signal Y = X + N , where X is the transmitted
signal, given that a 0 was transmitted; that a 1 was transmitted.
0.7
0.6
0.5
0.4
0.3
0.2
0.1
-1.0
-0.5
0.5
1.0
1.5
2.0
(b) Suppose that the receiver decides a 0 was sent if Y < 0, and a 1 was sent if
Y 0. What is the probability that the receiver makes an error given that a +1 was
transmitted? a 1 was transmitted?
(c) What is the overall probability of error?
Solution:
(a)
fy (x|B0 ) =
FN (x + 1)
1 |x+1|
e
2
FN (x 1)
1 |x1|
e
2
=
fy (x|B1 ) =
=
1
(FN (x + 1) + FN (x 1))
2
1 |x+1|
[e
+ e|x1| ]
4
fy (x) =
=
(b)
1
P [y < 0|B1 ] = P [N < 1] = e
2
1
P [y 0|B0 ] = P [N 1] = e
2
(c)
1
Perr = 0.5 P [y < 0|B1 ] + 0.5 P [y 0|B0 ] = e
2
1.0
0.8
0.6
0.4
0.2
-1.0
-0.5
0.5
1.0
1.5
2.0