ELEN90054 Probability and Random Models

Questions Plenary Tutorial, for Tuesday 5 April 2016, 4:15 - 6:15pm (week 5)

Note that the first two questions refer back to questions 2 and 5, respectively, of the
Tutorial Workshop of week 4.

1. Define X to be a discrete RV with CDF




 0, x < −2
1
, −2 ≤ x < 0


4




 3
FX (x) =  8 , 0 ≤ x < 1
7
 8, 1 ≤ x < 4






1, x ≥ 4



Find E[X] and Var[X].

2. (reading the question; translating the question into a more familiar ques-
tion) There are three servers, S1 , S2 , S3 , in a computer network. Each computer
that wishes to use the service provided by these servers randomly and independently
selects a server. The probability of choosing a particular server is the same for each
user, namely:

P [S1 ] = 0.2
P [S2 ] = 0.3
P [S3 ] = 0.5

Suppose that number of computers that log on is 5. Count each computer logging
onto a server as ”an arrival”. Assume that initially there are no users in the system,
and that computers keep connecting to one of the three servers and that this keeps
going on forever. What is the expected number of arrivals before at least one of the
five computers connects to S1 ?

3. Let X denote the outcome of throwing a fair die. Find its mean and variance.

4. Consider the following four discrete random variables whose probability mass func-
tions are defined. Find the mean and variance for each and compare.
1
(a) P [W = −1] = P [W = 1] = 2
(b) P [X = −2] = 0.1, P [X = 29 ] = 0.9.
1
(c) P [Y = 0] = P [Y = 2] = 2
(d) P [Z = 79 ] = 0.1, P [Z = 3] = 0.9.

1
5. Let X denote the number of hours of TV that a student watches each night. It is
known that X is a mixed random variable (i.e. discrete and continuous compo-
nents) with cumulative distribution function FX (x) given by:




0, x<0
(1 + x)/8, 0≤x<1




FX (x) =  1/2, 1≤x<2



 1/2 + x/8, 2≤x<4
1, x≥4



a. What is the probability the student watches exactly 2 hours?

b. What is the probability the student watches less than 2 hours?
c. What is the probability the student watches more than 2 hours?
d. What is the probability the student watches exactly 3 hours?
e. What is the probability the student watches more than 1 hour, but less than
three hours.
f. Draw the probability density function fX (x).
g. What is the expected value of X?

6. Define X to be a random variable with probability density function fX (x) given by:
(
x
2
,0<x≤2
fX (x) =
0, elsewhere

a. Find the cumulative distribution function FX (x). Approximately plot it.

b. Compute P [X > 0.4].
c. Compute P [− 12 < X ≤ 1].
d. Compute P [X > 1 | X < 12 ].
e. Find E[X] and Var[X].

7. Define X to be a random variable with probability density function fX (x) given by:
(
|x|, |x| ≤ 1
fX (x) =
0, else

a. Find and draw the cumulative distribution function FX (x).

b. Compute P [X > −0.3].
c. Compute P [−0.5 < X ≤ 0.3].
d. Compute P [(X − 0.5)(X + 0.5) < 0].
e. Compute P [ |X| ≤ 0.5]
f. What do you suppose E[X] is in this case?

8. Derive the variances for a Uniform(a, b) and an Exponential(λ) random variable.

What happens to the variance as the number a − b gets smaller/larger or λ gets
smaller/larger?

2
 9. Referring back to the previous question, consider a U (3, 5) and a U (2, 6). Compare
the means and variances for these two RV’s.

10. Suppose that X is a uniform random variable on [−1, 3]. Now consider the random
variable Y = X 2 .

a. What are the mean and variance of X?

b. What are the mean and variance of Y ?
c. Find and plot the CDF and PDF of Y .

11. Let X denote a random variable uniformly distributed on the interval [0, 4], i.e.,
X ∼ U (0, 4). Let Y = |X − 2|. Find the CDF and PDF of Y .

12. Repeat the previous question for Z = |X − 1|. Find the CDF and PDF of Z.

13. Define X to be an RV with PDF

(
1/2 − |x|/4, |x| ≤ 2
fX (x) =
0, else

a. Find the CDF and plot it.

b. Compute P [X > 0.4].
c. Compute P [− 21 < X ≤ 14 ].
d. Compute P [|X| > 31 ].
e. What do you suppose E[X] is in this case? Now compute it.

14. Define X to be an RV with CDF





0, x < −4
x/4 + 1, −4 ≤ x < −2




FX (x) = 1/2, −2 ≤ x < 2
2≤x<4




 x/4,
1, x≥4



a. What type of random variable is X, continuous, discrete or mixed? Compute

and plot its PDF.
b. Compute E[X].
c. Compute the variance of X.
d. Compute P [ |X| ≤ 3 ].

3
15. Let X have CDF 

 0, x<0
1/8 + x2 ,

0 ≤ x < 1/2




FX (x) = 3/8, 1/2 ≤ x < 1
1≤x<4




 1/2 + x/8,
1, x≥4



a. What is P [X ≤ 15 ]?
b. What is P [X > 3|X ≥ 1] ?
c. What is P [X = 21 ]?
d. What is P [X = 1]?
e. What is P [0 < X ≤ 3] ?
f. Is X a continuous, mixed or discrete rv? Find and draw its PDF.
g. What is E[X]?
(
u2 , u≥0
16. Let X be a uniform RV on [−2, 2] and let Z = g(X) where g(u) =
−u2 , u < 0

a. Find the mean and variance of Z.

b. Find and plot the CDF and PDF of Z.

17. Define X to be an RV with PDF (this is called a Laplacian rv):

1
fX (x) = e−|x|/2 , −∞ < x < ∞.
4
Define Y = round(X), where round(·) converts a real number to its closest integer
value.

a. Find the cdf FY (y) and then the pmf pY (y).

b. (Advanced) Now suppose that we are interested in the error from rounding.
Define
Z = X − round(X)
Find FZ (z) and fZ (z).

End of Questions