Homework 4

SS-1. The sample space for a random experiment is shown as the shaded area in the figure below.
All outcomes in S are equally likely. A random variable Y is set equal to the y-coordinate of
an outcome s = (x, y).
(a) Find the distribution function of Y .
(b) Determine the type (discrete, continuous, mixed) of the random variable Y .
y
1

1 x

SS-2. A random variable X has the distribution function shown in the figure:
1
FX (x)
0.5
0.25

x 4
1

(a) What type of random variable is X? [Mixed type]

(b) Find the density function for X.

Answer:

0,

x + 1 (x 1),
fX (x) = 21 4
4,

0,

x<0
0x1
1<x3
x>3

(c) Give an equation for the probability P(0.5 < X 2) in terms of the distribution function
for X. [ FX (2) FX (0.5)]
(d) Give an equation for the probability P(0.5 < X 2) in terms of the density function
for X.
Answer:
Z 2
0.5

fX (x)dx

(e) Give the numerical value of the probability P(1 < X 2). [1/4]
(f) Give the numerical value of the probability P(1 X 2). [1/2]
SS-3. Problem 2.2 from Stark and Woods:
In a restaurant known for its unusual service, the time X, in minutes, that a customer has
to wait before he captures the attention of a waiter is specified by the following distribution
function:

2
x

2 ,

4,
FX (x) = 21 ,

,
20

1,

0x1
1x2
2 x 10
10 x 20
x 20

(a) Sketch FX (x)

(b) Compute and sketch the pdf fX (x).
(c) Verify that the area under the pdf is indeed unity.
(d) What is the probability that the customer will have to wait:
(1) at least 10 minutes? [Ans: 1/2]
(2) less than 5 minutes? [Ans: 1/2]
(3) between 5 and 10 minutes? [Ans:0]
(4) exactly 1 minute? [Ans: 0]
SS-4. A random variable has the density function shown in Figure 1, where c is some constant
value that should be determined in terms of a.

fX (x)
c

Figure 1: Probability density of X.

(a) Find fX (x).
Answer:
(
fX (x) =

|x|
, |x| a
a2
0,
otherwise
1
a

(b) Find FX (x).

Answer:

FX (x) =

0,

(x+a)2 ,

a x < 0

1,

0x<a
xa

2a2
2

1 (ax)

2 ,

2a

x < a



(c) Find b such that P [|X| < b] = 1/2. [Ans:] b = 1 22 a
SS-5. Let fX (x) = A(x + 1)k u(x), where k > 1 is some parameter of the density.
(a) Determine the value of A (in terms of k) that makes fX (x) a valid density function.
[A = k 1]
(b) Determine the distribution function for X.
Answer:
(
1 (x + 1)k+1 , x 0
FX (x) =
0,
otherwise
1. A student is randomly selected from EEL 5544. The student has previously taken a probability
course with probability 0.35, has previously taken only a statistics course with probability
0.4, and has taken neither a probability nor a statistics course with probability 0.25.

 If a student has previously taken a probability course, then he has a 0.55 probability of
getting an A in EEL 5544 and a 0.45 probability of getting a B.
If a student has previously taken only a statistics course, then he has a 0.3 probability
of getting an A in EEL 5544 and a 0.7 probability of getting a B.
If a student has previously taken neither a probability nor a statistics course, then he
has a 0.8 probability of getting an A in EEL 5544 and a 0.2 probability of getting a B.
(a) Find the probability that a randomly selected student from EEL 5544 gets an A in the
course.
(b) Find the probability that a randomly selected student from EEL 5544 gets a B in the
course.
(c) Given that a student got an A in EEL 5544, what is the probability that the student had
previously had a probability class?
(d) Given that a student got an B in EEL 5544, what is the probability that the student had
previously had a statistics class?
(e) Find the MAP decision rules for which class a student is most likely to have taken (i.e.,
probability, only statistics, or neither) given the letter grade in EEL 5544.
2. Consider the function

(
cx2 , 1 x 1
fX (x) =
0,
otherwise

(a) Find c for fX (x) to be a valid density function.

(b) Let X be a random variable with density function fX (x). Find the distribution function
of X.
(c) Find P[(X + 0.5)2 > 1].
SS-6. Let X be a binomial random variable that results from the performance of n Bernoulli trials
with probability of success p.
(a) Suppose that X = 1. Find the probability that the single event occurred in the kth
Bernoulli trial.
(b) Suppose that X = 2. Find the probability that the two events occurred in the jth and
kth Bernoulli trials, where j < k.
(c) In light of your answers to parts (a) and (b), in what sense are successes distributed
completely at random over the n Bernoulli trials?
SS-7. Maximum-likelihood estimation is slightly different from ML detection. In ML estimation,
we estimate a parameter of a distribution based on an instantiation of that random variable
(i.e., a value of the random variable). The idea is to choose the parameter of the random
variable that maximizes the likelihood of the observed value. Here, the likelihood generally
means 1 of 2 things:

 For a discrete random variable, it is the probability mass function, treated as a function
of the parameter.
For a continuous random variable, it is the probability density function, treated as a
function of the parameter.
For example, suppose that conduct N Bernoulli trials and observe k successes. What is
the ML estimate of the probability of success p? Let X be the resulting Binomial random
variable with parameters N and p with probability mass function given by
(

n x
nx , x = 0, 1, . . . , n
x p (1 p)
PX (x; p) =
0,
otherwise
Here, I am showing p in the arguments of PX (x; p) because it is an unknown that we wish to
estimate from an observation of X.
Then given k successes, the ML estimate of p is the value of p that maximizes PX (k; p). Let
p be the ML estimate of p. Then we can find p by differentiating PX (k; p) with respect to p
and setting the result equal to zero.
 

n k
d
nk
p (1 p)
= 0
dp k
kpk1 (1 p)nk pk (n k)(1 p)nk1 = 0
k(1 p) p(n k) = 0
p = k/n
So, p = k/n.
Using this technique, find the following ML estimates:
(a) The number of arrivals at a telephone switch during a one minute period is modeled
as Poisson with parameter . You monitor a one minute period and observe 20 calls.
What is the ML estimate for ? [Ans: 20]
(b) If it takes 10 transmissions to send a packet through a noisy channel in a system that
uses ARQ, what is the ML estimate for the probability of packet success? [Ans: p=
0.1]
(c) The received amplitude of an RF signal is modeled as a Rayleigh random variable with
parameter 2 . If the observed amplitude is 0.5, what is the ML estimate for 2 ? [Ans
2 = 0.125]
3. Problem 3.90 from Leon-Garcia:
An inspector selects every nth item in a production line for a detailed inspection. Suppose
that the time between item arrivals is an exponential random variable with mean 1 minute,
and suppose that it takes 2 minutes to inspect an item. Find the smallest value of n that with
a probability of 90% or more, the inspection is completed before the arrival of the next item
that requires inspection.

(Note that if the time between arrival is an exponential random variable with mean 1 minute,
then the number of arrivals in a time period T minutes is a Poisson random variable with
parameter (mean) T .)
4. X is a random variable with density given by

1 < x < 0
cx ,
2
fX (x) = c(1 x ), 0 x < 1

0,
otherwise,
where c is a constant to be determined.
(a) Find the value of c to make fX (x) a valid density function.
(b) Is X a continuous, discrete, or mixed-type random variable?
(c) Find the distribution function of X. Be sure to specify its value for all real x.
(d) Find P(X 2 > 1/4).
5. A Gaussian random variable Y has mean zero and variance 2 . Find 2 and k such that
P(Y k) = P(Y > k) = 0.05 and the following three events have equal probability:
k < Y 1
1 < Y 1
1<Y k
6. A professor makes an exam for which he anticipates the grades will be Gaussian random
variables with mean 80 and variance 100.
(a) Suppose the professor want the probability of a student getting an A, B, or C to be
given by
A: 0.3
B: 0.6
C: 0.1
Let X denote an exam grade. Assume the grading scheme is of the standard form:
A: X A
B: B X < A
C: X < B
Find the thresholds A and B .
(b) If the true mean and variance of the grades are 82 and 81, respectively, find the probability
that a randomly selected student got an A on the exam (based on the grading scale
developed in part (a)).

(c) If a student is confident that he made at least an 80 on the exam, what is the probability
that the student made an A on the exam? (Use the grading scale from part (a), but the
mean and variance given in part (b).)
(d) Suppose a student feels confident that his exam score is at least . For what value of
should the student be 90% confident that she got an A? (Again, use the grading scale
from part (a), but the mean and variance given in part (b).)