Probability and Stochastic Processes (EE 591)

Assignment-2
Prof. S. Dandapat

August 17, 2022

Q.1: The event of k successes in n tries regardless of the order is the binomial law b(k, n; p). Let n = 10,
p = 0.3. Define the r.v. (random variable) X by



 1, for 06k 62

 2, for 2<k 65
X(k) = (1)


 3, for 5<k 68

 4, for 8<k 6 10

Compute P [X = j] j = 1, ..., 4. Plot FX (x) = P [X 6 x] for all x. [Ans: 1: 0.383, 2: 0.57, 3: 0.0472, 0:
0]
∆
Q.2: A noisy resistor produces a voltage vn (t). At t = t1 , the noise level X = vn (t1 ) is known to be Gaussian
r.v. with pdf
1 1 x
fX (x) = √ exp[− ( )2 ] (2)
2πσ 2 2 σ
Compute and plot the probability that |X| > kσ for k = 1, 2... [Ans: k=1: 0.3174, k=2: 0.0456, k=3:
0.0026]

Q.3: (a) Examine if the following functions FX (x) of a random variable X are valid CDF:

0 x < 0,
( x
e 
2 x < 0, 1
FX (x) = − FX (x) = x if 0 ≤ x ≤ 2
1 − e 2 x if x ≥ 0 
1 x > 12


0
 x < −1,
2
FX (x) = x if − 1 ≤ x ≤ 1

1 x>1


(b) Given the CDF FX (x) of a random variable X and x1 < x2 , find the following probabilities (i)
P (x1 ≤ X < x2 ) , (ii) P (x1 ≤ X < x2 ) and (iii) P (X = x)

Q.4: The pdf of a r.v. X is shown in Figure1. The numbers in parentheses indicate area. (a) Compute the
value of A; (b) Sketch the PDF; (c) Compute P [2 6 X < 3]; (d) Compute P [2 < X 6 3]; (e) Compute FX (3).

1
 f X(x)

1/4 1/4
Ae−x

0 1 2 3 4 x
Figure 1: Probability density function.

Q.5: (a) The CDF FX (x) of a random variable X is given by

10
X
FX (x) = c i2 u(x − i)
1

where u() is the unit step function and c is a constant. Find (i) the value of c, (ii) the PMF pX (k), k =
1, 2, ..., 10 and (iii) the probability P (4 ≤ X < 9) .

(b) Consider the CDF


0
 x < 0,
FX (x) = 41 + 18 x if 0 ≤ x < 2

1 x≥2


(i) Express FX (x) as the sum of a discrete CDF FD (x) and a continuous CDF FX (x).
(ii) Find the corresponding PMF pD (k) and the corresponding PDF fC (x) .

Q.6: Show that the conditioned distribution of X given the event A = {b < X 6 a} is


 0, x 6 b
FX (x)−FX (b)
FX (x|A) = FX (a)−FX (b) , b < x 6 a (3)

 1, x > a

Q.7: Consider the random variable X with pdf fX (x) given by

 
A(1 + x), −1 < x 6 0
fX (x) = A(1 − x), 0 < x < 1 (4)
0, elsewhere.
 

1
(a) Find A and plot fX (x); (b) Plot FX (x), the pdf; (c) Find point b such that P [X > b] = 2 P [X 6 b].
[Ans: (a) A=1, (c) b= 0.185]

2
Q. 8: The PDF fX (x) of a random variable X is given by

e−|x|
fX (x) = , −∞ < x < ∞
2
(a) Find an expression for the he CDF FX (x)
(b) Find the probabilities (i) P (4 ≤ X < 9) and (ii) P ({X 3 − 4X 2 + X + 6 > 0}) .

Q. 9: A student takes two courses. In each course, the student will earn a B with probability 0.6 or a C
with probability 0.4, independent of the other course. To calculate a grade point average (GPA), a B is
worth 3 points and a C is worth 2 points. The student’s GPA is the sum of the GPA for each course divided
by 2. Make a table of the sample space of the experiment and the corresponding values of the student’s GPA, G.

Q. 10: Each time a modem transmits one bit, the receiving modem analyzes the signal that arrives and decides
whether the transmitted bit is 0 or 1. It makes an error with probability p, independent of whether any other
bit is received correctly.

1. If the transmission continues until the receiving modem makes its first error, what is the PMF of X, the
number of bits transmitted?

2. If p = 0.1, what is the probability that X = 10? What is the probability that X ≥ 10?

3. If the modem transmits 100 bits, what is the PMF of Y , the number of errors?

4. If p = 0.01 and the modem transmits 100 bits, what is the probability of Y = 2 errors at the receiver?
what is the probability that Y ≤ 2?

5. If the transmission continues until the receiving modem makes three errors, what is the PMF of Z, the
number of bits transmitted?

6. If p = 0.25, what is the probability of Z = 12 bits transmitted?

Q. 11: Use the CDF FY (y) to find the following probabilities:

(1) P [Y < 1] [Ans: 0 ] (2) P [Y ≤ 1] [Ans: 0.6] (3) P [Y > 2] [Ans: 0.2]
(4) P [Y ≥ 2] [Ans: 0.4] (5) P [Y = 1] [Ans: 0.6] (6) P [Y = 3] [Ans: 0]

1
0.8
FY(y)

0.6
0.4
0.2
1 2 3 4 5
y

3
Q.12: The random variable X has PMF

c/x x = 2, 4, 8
PX (x) =
0 otherwise
8 2
1. What is the value of the constant c [Ans: 7 ]? 2. What is P [X = 4] [Ans: 7 ]?
4 3
3. What is P [X < 4]? [Ans: 7] 4. What is P [3 ≤ X ≤ 9]? [Ans: 7]

Q. 13: Suppose when a baseball player gets a hit, a single is twice as likely as a double which is twice as likely as
triple which is twice as likely as a home run. Also, the player’s batting average, i.e., the probability the player
gets a hit, is 0.300. Let B denote the number of bases touched safely during an at-bat. For example, B = 0
when the player makes an out, B = 1 on a single, and so on. What is the PMF of B? [Ans: PB (0) = 0.70,
PB (1) = 0.16, PB (2) = 0.08, PB (3) = 0.04, PB (4) : 0.02 ]

Q 14: Random variable X has probability density function

 −x/2
cxe x≥0
fX (x) =
0 otherwise

Sketch the PDF and find the following:

1. the constant c 2. the CDF of FX (x) 3. P [0 ≤ X ≤ 4]
4. P [−2 ≤ X ≤ 2]

Q. 15: X is the Gaussian (0,1) random variable and Y is the Gaussian (0,2) random variable.
1. Sketch the PDFs fX (x) and fY (y) on the same axes.
2. What is P [−1 < X ≤ 1]? 3. What is P [−1 < Y ≤ 1]?
4. What is P [X > 3.5]? 5. What is P [Y > 3.5]?