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PRP2017 Assignment2
PRP2017 Assignment2
Assignment 2)
Prasad
Note: Problems in this are from multiple books, including One Thousand
Exercises in Probability by Grimmett and Stirzaker, the book by Stark and
Woods, and Probability through Problems by Capinski and Zastawniak. You
are free to use your resources to solve these problems.
Note: The last 3 problems in Section 1 and the last problem (containing a
set of problems) in section two involve jointly distributed random variables.
1 Section 1
1. (An example of Discrete RV: Geometric RV) If X is a positive integer
valued random variable satisfying
for all positive integers m and n, then show that X has probability mass
function given by
P (X = m) = p(1 p)m1 , m = 1, 2, 3, . . .
1
(a) Calculate the probability mass function of X and the expected value
of X.
(b) Let Ii denote the indicator function of the event that the result of
ith toss is a head. Obtain the random variable X as a function
of Ii , 1 i n. Use the linearity of expectation to calculate the
expectation of the r.v. X using expectations of r.v. Ii , 1 i n.
4. (Gaussian) In communication systems, noise is modelled as AWGN (ad-
ditive white Gaussian noise). The random variable X corresponding to
noise is continuous and has the probability density function (pdf) fX (x)
given by
1 x2
fX (x) = e 22 , < x <
2 2
Show that fX is a valid pmf. Calculate the mean (expectation) and vari-
ance of r.v. X.
5. The Poisson PMF of a RV X is given as
k
e
k 0,
P (X = k) = k! ,
0, otherwise
Check that the above is a valid PMF and find the mean and variance of
this distribution.
6. Prove that the distributions (both discrete and continuous) shown in the
class are all valid PMFs or pdfs of RVs. Calculate their mean and variance
7. Which of the following are density functions? Find c and the correspond-
ing distribution function F for those that are.
(a)
cxd
if x > 1
f (x) =
0 otherwise
cex
(b) f (x) = (1+ex )2 , x R.
2
10. (Properties of Pdf/PMF) Buses arrive at ten minute intervals starting at
noon. A man arrives at the bus stop a random number X minutes after
noon, where X has distribution function
0 if x < 0
x
P (X x) = if 0 x 60
60
1 if x > 60.
What is the probability that he waits less than five minutes for a bus?
Show that this random variable is a continuous random variable. What is
the pdf fX (x)?
11. (Joint Distributions) The input X and output Y of a system subject
to random perturbations are described probabilistically by the joint pmf
PX,Y (i, j) where i = 1, 2, 3 and j = 1, 2, 3, 4, 5. Let Q denote the matrix
whose (i, j)th entry is PX,Y (i, j), and suppose that
7 2 8 5 4
1
P = 4 2 5 5 9
71
2 4 8 5 1
Is this a valid PMF? Find the marginal PMFs of X and Y . Are the
random variables X and Y independent?
12. (Joint Distribution) Ascertain in the following cases whether or not F is
the joint distribution function of some pair (X, Y ) of random variables. If
your conclusion is affirmative, find the distribution functions of X and Y
separately. Ascertain if X and Y are independent.
(a)
1 ex ey
if x, y 0
FX,Y (x, y) =
0, otherwise
(b)
1 ex xey
if 0 x y
FX,Y (x, y) = 1 ey yey , if 0 y x
0, otherwise
3
2. 7.35 (Event space), 7.40 (Conditional Prob), Definition 7.4 (Defn of In-
dependence of multiple events), Prob 7.43 (Independence, COnditional
Independence, of events)
3. Prob 8.7 (Defn of RV), 8.15 (Defn of RV), 8.33 (Continuous RV ex), 8.34
(RV example), 8.39 (Bernoulli), 8.40 (Binomial), 8.43 (Negative Bino-
mial), 8.47 (Poisson)
4. 8.63(Joint DIstribution - Discrete), 8.64 (Joint dIstribution-discrete), 8.71
(Joint continuous, independent random variables).