EED3005

Exercise Problems for MT #1

1. A continuous random variable X is distributed as a standard Gaussian with mean 0 and unity
variance. Another random variable Y is defined in terms of X as

Y  Au( X  x0 )
where A > 0 and x0 > 0 are constants and the unit step function, u ( x) , is defined as
1, x  0;
u( x )   .
0, otherwise.

a) Plot the graph of Y versus X. Label all your axes appropriately. (3 points)
b) What type (continuous, discrete, or mixed) of a random variable Y is? Explain why. (3
points)
c) Sketch the probability distribution function, FY(y) of random variable Y in terms of x0. (5
points)
d) Sketch the probability density function, fY(y) of random variable Y in terms of x0. (5
points)

2. a) Suppose a fair coin is tossed two times. We define three events as

A={Head appears on the first toss}
B={ Head appears on the second toss}
C={Both tosses yield the same outcome}
Are events A, B and C independent?

b) A total of 48 percent of the women and 37 percent of the men that took a certain “quit
smoking” class remained nonsmokers after completing the class. These people then attended a
success party. If 62 percent of the original class were male, what percentage of those attending the
party were women?

3. Suppose X and Y are independent random variables with probability density functions

2 x 0  x  1 3 y 2 0  y 1
f X ( x)   f Y ( y)  
 0 elsewhere  0 elsewhere
a) Find E[XY].
b) Find Cov(X, Y).

4. Assume that in a crowded class, on average 3 students attempt to cheat in any given exam. For
a course which will have 2 midterms and 1 final exam in each semester, what is the probability that
there will be less than 5 cheating attempts in this course’s exams for any given semester?
5. Random variable Y is given as

1, X 1

Y  g( X )   X , 1  X  1
 1, X  1

a) If X:N(3,1), find and sketch the probability distribution function FY(y) and probability density
function fX(x) of the random variable Y.

b) Sketch FY(y) and fX(x) if the random variable X is uniformly distributed between -2 and 2.

6. A private school accepts students based on their IQ scores. Assume that IQ scores of candidates
are approximately normally (Gaussian) distributed and school accepts students with IQ scores of
at least 120. If 20% of the candidates are accepted and half of the candidates score below 105;

a) what is the mean value and standard deviation of IQ scores?

b) If the school decides to increase the acceptance rate from 20% to 30%, what should be the lowest
IQ score that will be accepted?

7. The probability distribution function of the continuous random variable X is given as

0, x  5;

FX ( x )  c.( x  5) 2 ,  5  x  7,
1, x7

(a) What is c?

(b) P[X > 4]=?

(c) P[−3 < X ≤ 0]=?

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

(e) Find and sketch the probability density function fX(x) of random variable X.

8. Probability density function of random variable X is given as:

f X ( x )  0.4 ( x  4)  0.2u ( x  3)  u( x  2)  A.e  x .u( x )

Where u(x) is the unit step function.

a) Find and sketch probability distribution function FX(x).

b) Calculate the following probabilities.

P(X=3)

P(-4 ≤ X < -2)

P(-4 < X < -2)

P(X >-4)

P(X < 0)

9. Given the following PMF of X as

PN(n)=n/10 n=1,2,3,4
PN(n)=0 else

a) Derive the PMF of M where M= 2.N-2.

b) Find the conditional PMF of N, PNlB(n), given the condition B={N is even and less than 3}
c) Evaluate E{N-2.M-5}

10.For 80% of lectures, Professor Zihni Sinir arrives on time and starts lecturing with delay T. When
Professor is late, the starting time delay T is uniformly distributed between 0 and 300 seconds. Find the
probability distiribution and probability density function of random variable T.

11.The peak temperature T , in degrees celcius, on a July day in Antartica is a Gaussian random variable
with variance 100. With probability 0.5 the temperature T exceeds -12 degree. Calculate the following
probabilities ( Express your answers in terms of error function or distiribution function):
a) the probability that the temperature is above freezing
b) P(T<-30)=?
12.Random variables X and Y have joint probability density function
1
𝑓 (𝑥, 𝑦) = − 1 ≤ 𝑥 ≤ 𝑦 ≤ 1,
2
=0, 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒.
a) Find the marginal probability density function fX(x)?
b) Are X and Y independent? Justify your answer.
c) Are X and Y uncorrelated? Justify your answer.
d) P(X>0.Y>0)=?

13.Consider the following probability density function:

𝑓 (𝑥) = 𝑘𝑥 0 ≤ 𝑥 < 2,
= 𝑘(4 − 𝑥), 2 ≤ 𝑥 ≤ 4
= 0, 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
a) Find the value of k for which fX(x) is a valid probability density function.
b) Find the mean of X.
c) Find and skecth the probability distiribution function FX(x).

14.Find and sketch the probability distribution function FY(y) for the following cases:
a) X: N(0,4) b) X is uniformly distributed between -5 and 5.

Y=g(X)

2
-4
X
1

15. The peak temperature T , in degrees celcius, on a July day in Antartica is a Gaussian random
variable with variance 100. With probability 0.5 the temperature T exceeds -12 degree. Calculate
the following probabilities ( Express your answers in terms of error function or distiribution
function):
a) the probability that the temperature is above freezing
b) P(T<-30)=?
 16. Random variables X and Y have joint probability density function
1
𝑓 (𝑥, 𝑦) = { − 1 ≤ 𝑥 ≤ 𝑦 ≤ 1,
2
0 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒.
a) Find the marginal probability density function fX(x)?
b) Are X and Y independent? Justify your answer.
c) Are X and Y uncorrelated? Justify your answer.
d) P(X>0.Y>0)=?

17.Consider the following probability density function:

𝑓 (𝑥) = 𝑘𝑥 0 ≤ 𝑥 < 2,
= 𝑘(4 − 𝑥), 2 ≤ 𝑥 ≤ 4
= 0, 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
a) Find the value of k for which fX(x) is a valid probability density function.
b) Find the mean of X.
c) Find and skecth the probability distiribution function FX(x).

18.Find and sketch the probability distribution function FY(y) for the following cases:
a) X: N(0,4) b) X is uniformly distributed between -5 and 5.

Y=g(X)

2
-4
X
1
19.Random variables X and Y are jointly uniformly distributed over their joint sample space. So, their joint
probability density function is given as

k , x  y  1, 0  x  1, 0  y  1
f XY ( x, y )  
0 otherwise.
a) k=?
b) Find the marginal probability density functions of X and Y.
c) Are they independent?
d) Are they uncorrelated?
e) A={X=0.5} f Y A ( y )  ?

20.Random variables X and Y are jointly uniformly distributed over the joint sample space
defined as 0 ≤ x ≤ 1 and y ≤ 1-x2

a) Find the constant k.

b) Are random variables X and Y independent? Justify your answer.
c) P(0 < Y < 0.5. 0 < X < 1)=?
d) P(0 < Y < 0.5 . 0 < X < 1/ 2 )=?

21.AB and CD are two lines of length 10 cm. and 5 cm. respectively.
We choose point P on line AB and point Q on line CD at random.
Length of CQ=X and length of AP=Y are two independent random variables.

A P B C Q D

a) P(Y > X)=?

b) P( X=2. Y=2)=?