ECE 5605: Stochastic Signals and Systems Fall 2017

Homework #1
Due: September 12, 2017 (1:45pm)

Reading: Chapter 2 of the textbook.

Total points: 70

1. (5 pts) A random experiment has sample space S = {a, b, c}. Suppose that P [{a, c}] = 5/8 and
P [{b, c}] = 7/8. Use the axioms of probability to find the probabilities of the elementary events, i.e.,
P [{a}], P [{b}], and P [{c}]. Note that the outcomes a, b, and c are mutually exclusive.

2. (10 pts) Computer programs are classified by their execution time and the length of their source code.
Programs with more than 150 lines of source code are classified as big (B). Programs with 150 lines
are classified as small (S). Fast programs (F ) run in less than 0.1 seconds. Slow programs (W ) require
at least 0.1 seconds. Monitor a program executed by a computer. Observe the length of the source
code and its run time. The probability model for this experiment contains the following information:
P [SF ] = 0.5, P [BF ] = 0.2, and P [BW ] = 0.2. Interpret the events SF , BF , and BW as S \ F , B \ F ,
and B \ W , respectively. Answer the following:

(a) (1 pts) Determine the sample space of this experiment.

(b) (3 pts) What is the probability that a program is slow?
(c) (3 pts) What is the probability that a program is big?
(d) (3 pts) What is the probability that a program is slow or big?

3. (5 pts) A number is chosen from S = {1, 2, 3, . . .} with probability

8
< 4/7 i=1
P [i] = 2/7 i=2 .
:
(1/8)i 2 i 3

For this setup, find P [i 4].

4. (10 pts) In order for a circuit board to work, seven identical chips must be in working order. To improve
reliability, an additional chip is included in the board, and the design allows it to replace any of the
seven other chips when they fail. Assume that chips fail independently with probability 1 p.

(a) Find the probability pb that the board is working in terms of probability p.
(b) Suppose that n circuit boards are operated in parallel, and that we require a 99.9% probability
that at least one board is working. How many boards are needed?

5. (5 pts) Show that if A \ C = ?, then P [A [ C|B] = P [A|B] + P [C|B].

6. (5 pts) Transistors of the same kind are bought from three suppliers, A, B, and C. Let M be the
event that the transistor fails before 1000 hours of operation. The (conditional) probabilities that
the transistors from each of the three suppliers fail before 1000 hours of operation are

P [M |A] = 0.15 P [M |B] = 0.40 P [M |C] = 0.25.

 They are all mixed together in a large bin, from which the assemblers of some equipment pick them
at random without noting who supplied them. Let the probabilities that a randomly picked transistor
came from a particular supplier be
P [A] = 0.45 P [B] = 0.25 P [C] = 0.30.
What is the probability that a transistor chosen at random fails before 1000 hours of operation?
7. (5 pts) It is known that if it rains, there is a 50% chance that a sewer will overflow. Also, if the sewer
overflows, then there is a 30% chance that the road will flood. If there is a 20% chance that it will
rain, what is the probability that the road will flood? Assume that the road floods only if the sewer
overflows, and that the sewer overflows only if it rains.
8. (5 pts) An urn contains 10 numbered black balls (some even, some odd) and 20 numbered white balls
(some even, some odd). Some of the balls of each color are lighter in weight than the others. The
composition of the urn is shown in the diagram below.
Let A denote the event of picking a black ball, B denote the event of picking one of the lighter balls, and
C denote the event of picking an even-numbered ball. Are events A, B, and C independent? Assume
that each ball (regardless of color, weight, and number) is equally likely to be picked.

30 balls

10 black 20 white

5 light 5 heavy 10 light 10 heavy

2 even 3 odd 0 even 5 odd 6 even 4 odd 4 even 6 odd

9. (10 pts) Consider that we have two coins, one fair with P (heads) = 0.5 and the other unfair with
P (heads) = 0.8. We pick a coin at random and toss it twice.
(a) (5 pts) Are the two tosses conditionally independent (conditioned on the fact that you know which
coin was picked)?
(b) (5 pts) Are the two tosses independent?
10. (10 pts) A ternary communication channel is shown below. Suppose that the input symbols 0, 1, and
2 are equally likely (i.e., each occurs with probability 1/3).
(a) (5 pts) Suppose that bit 1 is observed as an output. What is the more probable input symbol?
(b) (5 pts) Is there a choice of for which the input to the channel is independent of the output of
the channel?
Input Output
1
0 0

1
1 1


1
2 2