San Jose State University

EE250 (Section 3) Fall 2017 Prof. Kamali

Solution to Problem Set #4

1. Problem 4.91

a) y  0 , FY ( y )  P[Y  y ]  P[e x  y ]  0

y  0 , FY ( y )  P[Y  y ]  P[e X  y ]  P[ X  Log ( y )]  FX ( Log ( y ))

dFY ( y ) 1
f Y ( y)   f X ( Log ( y )) y0
dy y

 0 y0
 1  1 
b) f Y ( y )   exp  ( Log ( y )  m) 2  y0
 y 2 2  2
2



1  1 
m  0 , f Y ( y)  exp  ( Log ( y )) 2 
y 2 2
 2 2

Pdf of Y is shown for two case in the following.

variance=1/8 variance=8
1.4 8

1.2 7

6
1

5
0.8
4
0.6
3

0.4
2

0.2 1

0 0
0 1 2 3 4 5 0 0.1 0.2 0.3 0.4 0.5
2. Problem 4.100

E[ X ] np
E[Y ]   n
n n

Var [ X ] np(1  p ) p (1  p )
Var [Y ]   
n2 n2 n

 2 p(1  p)
P[| Y  p | a ]  
a2 na 2

p(1  p)
As n   ,  0 and thus P[| Y  p | a]  0 (for fixed a ).
na 2

3. Problem 4.104
Looking at Table 4.1,

 1
 X ( )  
  j 
1 j

n
 
 1 
 nX ( )    which is the characteristic function of the m-Erlang distribution.
  
1 j 
  

4. Problem 4.119

ab ab  1 1 
X  ( s)     
( s  a )( s  b) a  b  s  b s  a 
ab
f X ( x)  L1 ( X  ( s ))  (e bx  e  ax ) x0
ab

V2
5. [Midterm, Fall 2011] The DC power dissipated in a resistor R is P  where V is
R
the voltage across R . Let us assume V  10V and R has a uniform distribution
between 9 and 11 . Find the pdf of the dissipated power P .

Solution:
V 2  100   100 
FP ( p)  Pr P  p   Pr   p   Pr   p   Pr  R 
 R   R   p 

100 100  100 

We note that if  11 or p   9.091 , then Pr  R  0
p 11  p 
 100 100  100 
Also if p  9 or p   11 .111 , then Pr  R  1
9  p 

 100  1 100  50
For 9.091  p  11 .111 , Pr  R   11    5.5 
 p  2  p  p

Therefore

 0 p  9.091

 50
FP ( p )  5.5  0
 p

 1 p  11 .111

 50
 p2 9.091  p  11 .111
d 
f P ( p)  FP ( p )  
dp  0 otherwise



6. [Midterm, Fall 2009] Suppose the input to an Analog to Digital Converter (ADC) X
is a continuous random variable with pdf f X ( x)  1 | x | for  1  x  1 . What
dynamic range A must be chosen for ADC to keep the probability of clipping at 4%
( P[| X | A]  0.04 )?

Solution:

A A A
P[| X | A]  1  P[| X | A]  1  
A
f X ( x )dx  1  2  f X ( x )dx  1  2  (1  x)dx
0 0

 1 
P[| X | A]  1  2 A  A 2   (1  A) 2  0.04  1  A  0.2  A  0.8,1.2
 2 

Since A  1 , the only acceptable solution is A  0.8 .

7. [Midterm, Spring 2009] The pdf of a continuous and non-negative random variable
X satisfies the following equation.
 x 4
 t 1 2 x
f X ( x)   e 3
f X ( x  t )dt  2e  x  e x0
0
2

Find E[ X ] and Var [ X ] .

Hint: First find the Laplace Transform of f X (x ) .

Solution:
4
The integral in the above equation is simply f ( x)  e  3 x . Taking Laplace Transform of
X
both sides of the above equation we have/

4
 x 1 2 x
F ( s )  F ( s ) L[e 3
]  L[2e  x  e ]
2
 
 
F ( s )1 
1    2  1 / 2 
 4   s 1 s  2 
 s 
 3 
4 1 1 4 3 7 4
s
 2s  4  s   s  s s
3 2 2 3 2 2  3 3
F (s) 
7  ( s  1)( s  2)  7 ( s  1)( s  2) 2 ( s  1)( s  2)
s   s
3  3

We can now find E[ X ] and Var [ X ] directly from F [s ] . But we prefer to compute
f X (x) .

1
1
F ( s)  2 
s 1 s  2

1 x
f X ( x)  e  e 2 x x0
2

To find E[ X ] and Var [ X ] , we need the following integrals.

   
1 x 1 1
 xe dx   xd ( e
 x
e  x )   e  x   x
dx 
0 0
  0  0 2
  2   
1 x 1 2 2
x e  x dx   x 2 d ( e  x )   e  x  2 xe  xe
 x  x
2
 dx  dx 
0 0
  0
 0
 0 3
  
1 1 1 3
 xf  xe dx   xe  2 x dx 
x
E[ X ]  X ( x) dx   
0
2 0 0
2 4 4

  
1 1 2 5
 x f X ( x)dx   x e dx   x e dx 
2 x 2 2 x
E[ X 2 ]  2
2 
0
2 0 0
2 8 4
 5 3 11
Var [ X ]  E[ X 2 ]  ( E[ X ]) 2   ( )2 
4 4 16

8. [Midterm, Spring 2014] The Probability Generating Function (PGF) of the discrete
4
1 
1  z
27 3  .
random variable N is G N ( z ) 
40 1
1 z
3

a) Find the probability mass function (pmf) of N .

b) Find E [N ] .

Solution:
4
1 
1  z 2 3
a) G N ( z ) 
27  3   1  1 z   1 z    1 z   27 1  1 z  1 z 2  1 z 3 
     
40 1 3  3  3  40  3 32 33 
1 z
3


27 1
Noting the definition of PGF as G N ( z )   p N ( n) z , we conclude that p N (n) 
n

n0 40 3 n
for n  0,1,2,3 .

3
27  1 1 1  9
b) E[ N ]   np N (n)   0 1  1  2   3   
n0 40  3 9 27  20

9. [Midterm, Fall 2015] Find the pdf of Y  ( X  1) 2 if X is a uniform random

variable between 0 and 2.

Solution:

FY ( y )  P[Y  y ]  P[( X  1) 2  y ]

Clearly if y  0 , FY ( y )  0 . Also from 0  X  2 , we conclude that 0  ( X  1) 2  1 and

thus FY ( y )  1 for y  1 .

For 0  y  1 ,

FY ( y )  P[ y  X  1  y ]  P[ y  1  X  y  1]  FX (1  y )  FX (1  y)

f Y ( y) 
dFY ( y )
dy

1
2 y

f X (1  y )  f X (1  y)  0  y 1
 1
fY ( y)  0  y 1
2 y