ECE 673852- Random Signal Analysis I

Week 2 examples
Week Examples

Example 1 A box contains 3 balls labeled 1, 2 and 3. 2 balls are randomly drawn from the box
without replacement. Let X be the number on the first ball and Y the number on the second ball. `
Then the joint mass function of X and Y is given by p(1, 2) = p(1, 3) = p(2, 1) = p(2, 3) = p(3, 1) =
p(3, 2) = 16 and p(x, y) = 0 elsewhere.
This joint mass function can be expressed by the following table
y
1 2 3
x
1 0 1/6 1/6
2 1/6 0 1/6
3 1/6 1/6 1/6

Example 2 Suppose that X and Y are two discrete random variables with joint mass function
given by the following table
y
1 2 3 4
x
1 1/4 1/8 1/16 1/16
2 1/16 1/16 1/4 1/8

Then pX (1) = 14 + 18 + 16
1 1
+ 16 = 12 , and pX (2) = 1 − pX (1) = 12 . Similarly, pY (1) = 1
4
1
+ 16 = 5
16 ,
3 5 3
pY (2) = 16 , pY (3) = 16 , pY (4) = 16 .

Example 3 Suppose that X and Y are two discrete random variables with joint mass function
given by the following table
x
-1 0 2 6
y
-2 1/9 1/27 1/27 1/9
1 2/9 0 1/9 1/9
3 0 0 1/9 4/27
Find (a) P(Y is even); (b) P(XY is odd).
8
Solution (a) P(Y is even) = P(Y = −2) = 27 . (b) P(XY is odd) = P(X = −1, Y = 1) +
P(X = −1, Y = 3) = 29 .

Example 4 Let X be the outcome when a fair die is rolled. Find Var(X). We can easily find
E[X] = 72 . Also
1 1 1 1 1 1 91
E[X 2 ] = 12 ( ) + 22 ( ) + 32 ( ) + 42 ( ) + 52 ( ) + 62 ( ) = .
6 6 6 6 6 6 6
91
Hence Var(X) = 6 = ( 72 )2 = 35
12 .