Department of Electronics and Communication Engineering

EC 2024 Fundamentals of Communication (Winter Semester 2016-17)

Problem sheet #3 (11.02.2017)
Topics covered in the syllabus:
Random variables: Discrete and continuous random variables - Probability distribution functions
Expectation Higher order moments -moment generating function; characteristic functions,
Random vectors: Joint probability distribution functions, joint probability densities, Correlation
and covariance - independence and un-correlation
1. In each of the following cases, determine whether the events A and B are independent:
a. P(A) = 0:1; P(B) = 09; P(A B) = 0:91
b. P(A) = 0:4; P(B) = 0:6: P(A B) = 0:76
c. P(A) = 0:5; P(B) = 0:7; P(A B) = 0:73
2. For any two events A and B, define the conditional probability: . Show
that defines a probability measure on the measurable space , .
3. Find the CDF of the following random variables:
a. Geometrically distributed random variable X with parameter p.
b. Rayleigh distributed random variable Y with parameter .
4. Find the mean and variance of a Poisson random variable with parameter .
5. Prove that variance of sum of two random variables is equal to sum of their variances.
6. A fair coin is tossed three times and the random variable X equals the total number of
heads. Find and sketch and
7. Suppose a coin having probability 0.7 of coming up heads is tossed three times. Let X
denote the number of heads that appear in the three tosses. Determine the probability
mass function of X .
8. The random variable X is Gaussian with mean=0 and variance=4. Find , P (1 < X 2) and
5 2
9. Find the Z-transform and characteristic function of a Poisson random variable X with
parameter .
x
10. Let X be exponential with pdf f X ( x) = e ; x > 0 . Find P ( X a ) and P ( a X b)
where a, b>0.

11. Given 0 & . Find the constant and ' ( ; (, * 0.

0 otherwise
12. Suppose that random variable X takes on each of the values 1, 2, and 3 with probability
- .,
1/3. What is the moment generating function? Find +, / 1,2,3.
13. Let c be a constant. Show that 3(4 3(4 and 3(4 ' 3(4 .
14. Find the Laplace transform of an exponential random variable X with parameter . From
this, find the mean and variance of X.
15. Let p 6 0,1 and let X be a random variable with probability mass function p(k) =
1 p 7 8
p; k 1, Show that P[X = n + k/X > n] = P[X = k]. The random variable X is
said to possess the memory less property.
16. Two random variables X and Y are distributed according to
k ( x + y ) ; 0 x , y 1
f XY ( x, y) =
0 ; otherwise
(a) Find k
(b) Find the marginal density functions.
17. Show that for a binomial random variable, the mean is given by np and the variance is
given by np(1 p).
18. Prove that uncorrelated Gaussian random variables are independent as well.
19. Let X, Y be two DRVs defined over the same probability space. Prove that the marginal
pmf of either X or Y can be determined from the joint pmf. Derive the relevant equations.
20. Let : be a random variable with PDF ; ,< =, ; * 0.
a. Find the value of C.
b. Find the mean and variance of : .
21. A random variable takes non-negative values and has the probability distribution
1 ; 0&
function given by: >
0 ; otherwise
a. Find the following: 4? 1@, 4? * 2@
b. Find the probability density function .
c. Let A be a random variable defined as follows:
0 ; 2 &
A
1 ; X*2
Find the probability: 4?A 0@.
22. The noise voltage in an electric circuit can be modeled as a Gaussian random variable
with mean equal to zero and variance equal to 10 C.
a. What is the probability that the value of the noise exceeds 10 D?
b. What is the probability that the noise value is between 2 10 D and 10 D

c. Given that the value of the noise is positive, what is the probability that it exceeds
10 D