ECE 226 Probability and Stochastic Processes Spring 2014

Problem Set 6 Problems

Yates & Goodman 3e Problems 4.2.2, 4.2.4, 4.3.2, 4.3.3, 4.3.4 4.4.2, 4.4.3,
4.4.6, 4.4.8.

Problem 4.2.2 •
The CDF of the continuous random variable V is

0
 v < −5,
2
FV (v) = c(v + 5) −5 ≤ v < 7,

1 v ≥ 7.


(a) What is c?

(b) What is P[V > 4]?

(c) What is P[−3 < V ≤ 0]?

(d) What is the value of a such that P[V > a] = 2/3?

Problem 4.2.4 •
The CDF of random variable W is


 0 w < −5,

w+5
−5 ≤ w < −3,


 8

FW (w) = 14 −3 ≤ w < 3,
+ 3(w−3)
 1
3 ≤ w < 5,




 4 8
1 w ≥ 5.

(a) What is P[W ≤ 4]?

(b) What is P[−2 < W ≤ 2]?

1
 (c) What is P[W > 0]?

(d) What is the value of a such that P[W ≤ a] = 1/2?

Problem 4.3.2 •
The cumulative distribution function of random variable X is

0
 x < −1,
FX (x) = (x + 1)/2 −1 ≤ x < 1,

1 x ≥ 1.


Find the PDF fX(x) of X.

Problem 4.3.3 •
Find the PDF fU(u) of the random variable U in Problem 4.2.4.

Problem 4.3.4 
For a constant parameter a > 0, a Rayleigh random variable X has PDF
( 2 2
a2 xe−a x /2 x > 0,
fX (x) =
0 otherwise.

What is the CDF of X?

Problem 4.4.2 •
Let X be a continuous random variable with PDF
(
1/8 1 ≤ x ≤ 9,
fX (x) =
0 otherwise.
√
Let Y = h(X) = 1/ X.

(a) Find E[X] and Var[X].

2
 (b) Find h(E[X]) and E[h(X)].

(c) Find E[Y ] and Var[Y ].

Problem 4.4.3 •
Random variable X has CDF

0
 x < 0,
FX (x) = x/2 0 ≤ x ≤ 2,

1 x > 2.


(a) What is E[X]?

(b) What is Var[X]?

Problem 4.4.6 
The cumulative distribution function of random variable V is

0
 v < −5,
2
FV (v) = (v + 5) /144 −5 ≤ v < 7,

1 v ≥ 7.


(a) What are E[V ] and Var[V ]?

(b) What is E[V 3 ]?

Problem 4.4.8 
X is a Pareto (α, µ) random variable, as defined in Appendix A. What is
the largest value of n for which the nth moment E[X n ] exists? For all feasible
values of n, find E[X n ].