Probability and Random Process

Homework Number .4
Necati AKSOY
TU ID: 915115611
nanecatiaksoy@gmail.com
necati.aksoy@temple.edu
October 9, 2014
1
Question 4.2
Compute E[X] when X is Bernoulli RV, that is,
X =

1 P
X
(1) = p > 0
0 P
X
(0) = 1 p > 0
Solution 4.2
Bernoulli RV for discrete time domain is,
=E[X]=

i
x
i
P
X
(x
i
)
For X=1, the probability will be, P
X
(1) = p
For X=0, the probability will be, P
X
(0) = 1 p
E[X]=x
1
P
X
(x
1
) + x
0
P
X
(x
0
)
E[X]=1*p+0*(1-p)
E[X]=p
Question 4.5
Let X be a uniform RV, that is,
f
X
(x) =

(b a)
1
, 0 < a < x < b
0, otherwise
Compute E[X].
Solution 4.5
As we know that,
2
E[X]=

xf
X
(x)dx
Then we can write,
E[X]=

b
a
x(b a)
1
dx
E[X]=x
2
2(ba)
1b
a
E[X]=b
2
a
2
2(ba)
1
=b
2
a
2
2(ba)
=(b-a)(b+a)
2(ba)
E[X]=(b+a)
2
Question 4.6
Let the pdf of X be,
f
X
(x) =

2x, 0 < x < 1,

0, else
(i) Compute F
X
(x);
(ii) Compute E[X];
(iii) Compute
2
x.
Solution 4.6
Answer of (i).
As we know that,
F
X
(x)=

f
X
(x)dx
F
X
(x) =

1
0
2xdx =2x
2
2
1
0
=2(1
2
0
2
)
2
Then result is:
F
X
(x) = 1
And result is, [ F
X
(x) =

1, 0 < x < 1,
0, else
3
Answer of (ii).
For Computing E[X]:
As we know that,
E[X] =

xf
X
(x)dx
E[X]=

1
0
xf
X
(x)dx =

1
0
x 2xdx =

1
0
2x
2
dx
Then
E[X]=2x
3
3
1
0
=2(1
3
0
3
)
3
Result is
E[X]=2
3
Answer of (iii)
For Computing
2
x
:
As we know that,

2
x
=

(x )
2
f
X
(x)dx
=

1
0
(x
2
3
)
2
f
X
(x)dx =

1
0
(x
2
3
)
2
2xdx =

1
0
(2x
3

8x
2
3
+
8x
9
)dx
=2x
4
4
8x
3
9
+
8x
2
18
1
0
=2(1
4
0
4
)
4
8(1
3
0
3
)
9
+
8(1
2
0
2
)
18
=2
4
8
9
+
8
18
Then result is :
=9-16+8
18
As a result, I found that
4

2
x
=
1
18
Question 4.9
Let Y = X
2
+ 1.
Compute E[Y ] and
2
Y
if,
f
X
(x) =

2x, 0 < x < 1,

0, else
Solution 4.9
For computing E[Y ]:
As we know,
E[X] =

xf
X
(x)dx
Then,
E[Y] = E[X
2
+ 1]
E[X
2
+ 1] =

(x
2
+ 1)f
X
(x)dx =

(x
2
+ 1)2xdx =

(2x
3
+ 2x)dx
= (2x
4
4+
2x
2
2
)
1
0
E[X
2
+ 1] =
2(1
4
0
4
)
4
+
2(1
2
0
2
)
2
= 1
2+1
E[X
2
+ 1] =
3
2
As a result,
E[Y ] =
3
2
5
And For Computing
2
Y
:
As we know,

2
x
=

(x )
2
f
X
(x)dx
And,

2
y
=

(y )
2
f
X
(x)dx
Y = X
2
+ 1
Then,

2
y
=

{(x
2
+ 1) }
2
f
X
(x)dx
=

1
0
{(x
2
+ 1) }
2
2xdx
=

1
0
{(x
2
+ 1) +
2
2(x
2
+ 1)}2xdx
=

1
0
[x
4
+ 2x
3
+ 1 +
2
2x
2
2]2xdx
=

1
0
[2x
5
+ 4x
3
+ 2x + 2x
2
4x
3
4x]dx
= ( 2x
6
6+
4x
4
4
+
2x
2
2
+
2x
2

2
2

4x
4

4

4x
2

2
)
1
0

2
y
=
2(1
6
0
6
)
6
+
4(1
4
0
4
)
4
+
2(1
2
0
2
)
2
+
2(1
2
0
2
)
2
2

4(1
4
0
4
)
4

4(1
2
0
2
)
2
we have that,
=
3
2
Putting the value we have,
6

2
y
=
2
6
+ 1 + 1 +
9
4

3
2

6
2
= 4 + 24 + 27 - 18 - 36
12
The conlusion is,

2
y
=
1
12
7