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Sur 3
Sur 3
IIT Hyderabad
Probability and Random Processes (EE5310)
Surprise Quiz: 3
Note: P: probability, pX (x):PDF, FX (x):CDF
18 September 2014
1. Let X be uniformly distributed in the unit interval [0, 1] . Consider the random
variable Y = g(X ) , where
1
g(x) =
if
if
x>
1
3
1
3
Find the expected value of Y by first deriving its PMF. Verify the result using
the expected value rule.
Solution :
The random variable Y = g(X) is discrete and its PMF is given by
pY (2) = 1 p y (1) = 23
pY (1) = P(X 13 ) = 13 ,
Thus E[Y] = 31 .1 + 23 .2 = 35
The same result is obtained using the expected value rule:
R1
E[Y] = 0 g(x)dx
R 1
R1
= 0 3 1.dx + 1 2.dx = 35
3
2. Consider a triangle and a point chosen within the triangle according to the
uniform probability law. Let X be the distance from the point to the base of
the triangle. Given the height of the triangle, find the CDF and the PDF of X.
Solution: Let A = bh/2 be the area of the given triangle, where b is the
length of the base, and h is the height of the triangle. From the randomly
chosen point, draw a line parallel to the base, and let Ax be the area of the
triangle thus formed. The height of this triangle is h x and its base has length
b(h x)/h (Take the co-ordinate geomentry you will get the length of base)
1
b(hx) (2h)
bh2
=1
2(hx)
dFX (x)
h2
pX (x) =
=
0
dx
if
0 x h,
if
otherwise.
Pe
pX (x) =
(1 P)ex
where
Solution:
>0
and
x<0
if
if
0<p<1
x0
e
pY (y) =
0,
if
y<0
otherwise,
e
pZ (z) =
0,
if
z0
otherwise,
We note that the random variables Y and Z are exponential. Using the
CDF of the exponential random variable, we see that the CDFs of Y and
Z are given by
e
pY (y) =
1,
0,
pZ (z) =
1 ez
if
y<0
y 0,
if
z < 0,
if
if
z0
if
x<0
Pe
FX (x) =
P + (1 P)(1 ex ), if
x 0,
if
x<0
Pe
FX (x) =
1 (1 P)ex , if
x 0,
4. A citys temperature is modeled as a normal random variable with mean and
standard deviation both equal to 10 degrees Celsius. What is the probability
that the temperature at a randomly chosen time will be less than or equal to
59 degrees Fahrenheit?
Solution :
Let X and Y be the temperature in Celsius and Fahrenheit, respectively, which
5(Y32)
are related by X = 9 . Therefore, 59 degrees Fahrenheit correspond to 15
3
2x
r2
pX (x) =
0
We have
Rr 2
E[X] = 0 2xr2 dx .
Also
Rr 3
E[X2 ] = 0 2xr2 dx .
So
Var(X) = E[X2 ] E[X]2 =
r2
2
if
otherwise.
if
4r2
9
0 x r,
r2
18 .
(b) Alvin gets a positive score in the range [1/t, ) if and only if X t, and
otherwise he gets a score of 0. Thus, for s < 0, the CDF of S is FS (s) = 0.
For 0 s < 1/t, we have
FS (s) = P(S s) = P(Alvins hit is outside the inner circle)
2
= 1 P(X t) = 1 rt 2
For 1/t < s, the CDF of S is given by
FS (s) = P(S s) = P(X t)P(S s | X t) + P(X > t)P(S s | X > t).
2
2
We have
P(X t) = rt 2 ,
P(X > t) = 1 rt2
and since S = 0
when X > t,
4
P(S s | X > t) = 1
Furthermore,
P(S s | X t) = P( X1 s | X t)
=
P(1/sXt)
P(Xt)
t2 (1/s)
r2
t2
r2
=1
1
s2 t2
FS (s) =
1
t2
r2
1
s2 r2
if
s < 0,
if
0 s < 1/t,
if
1/t s.