Solutions to Chapter 3 Exercises

June 14, 2012

Exercise 3.1

To be a CDF of some random variable, the function FX (x) must start at zero
when x = -∞, end at one when x = ∞, and be monotonic increasing in between.

(a) This cannot be the CDF of a random variable since the function is not
monotonic increasing.

(b) FX (x) satises the necessary conditions, and thus could be the CDF of some
random variable.

(c) FX (x) satises the necessary conditions, and thus could be the CDF of some
random variable.

(d) This function cannot be the CDF of some random function. Taking the
limit as x -> ∞ we see the function will grow without bound, so it will not end
at one as required.

Exercise 3.2

22
(a) Pr(X<2) = Fx (2) =
1+22 = 4/5.

42
(b) Pr(X>4) = 1-Pr(X≤4) = 1 - Fx (4) = 1 -
1+42 = 1/17.

(c) Pr(1<X<3) = Pr(X<3) - Pr(X<1) = Pr(X<3) - Pr(X<1) = Fx (3) - Fx (1)

32 12
=
1+32 - 1+12 = 2/5.
 
Pr (X > 2) ∩ (X < 4)
Pr(2< X < 4) Fx (4) − Fx (2)
(d) Pr(X>2 | X<4) = = =
Pr(X < 4) Pr(X < 4) Fx (4)
42 22
1+42 − 1+22
= = 3/20 = 0.15.
42
1+42

1
Exercise 3.3

1 1 −1


(a) Pr(X<2) = Fx (2) =
2 + π tan (2) .

1 1 −1 1 1


(b) Pr(X>4) = 1-Pr(X≤4) = 1 - Fx (4) = 1 -
2 + π tan (4) =
2 - π
−1


tan (4) .

(c) Pr(1<X<3) = Pr(X<3) - Pr(X<1) = Fx (3)

1 1 −1

1 1 −1

- F1 x (1) −1 1 −1
=
2 + π tan (3) -
2 +
π tan (1) =
π tan (3) -
π tan (1)

−1 π
Since tan (1) =
4 , we have

P r(1 < X < 3) = − 14 + 1

π tan−1 (3).

(d)
Pr(X>2 | X<4)

 
Pr (X > 2) ∩ (X < 4)
< X < 4) Fx (4) − Fx (2)
Pr(2
= ==
Pr(X < 4) Pr(X < 4) Fx (4)
1 1 −1 1 1 −1



2 + π tan (4) − 2 + π tan (2) tan (4) − tan−1 (2)
−1
= 1 1 −1

= π −1 .
2 + π tan (4) 2 + tan (4)

Exercise 3.4

(a) Let X be the number of heads in ve coin tosses, so X can be 0, 1, 2, 3, 4, or 5.

1 5 1
Pr(X=0) = ( ) =
2 32 .

5 1 4 1 1 5




Pr(X=1) = =
1 2 2 32 .

5 1 3 1 2 10




Pr(X=2) = =
2 2 2 32 .

5 1 2 1 3 10




Pr(X=3) = =
3 2 2 32 .

5 1 4 1 1 5




Pr(X=4) = =
4 2 2 32 .

5 1 5 1



Pr(X=5) = =
5 2 32 .

k
X
Now Fx (x) = Px (xi ), for xk ≤ x ≤ xk+1
i=1

2
 

 0 for x<0
1/32 for 0≤x<1




 6/32 for 1≤x<2


Fx (x) = 1/2 for 2≤x<3
 26/32 for 3≤x<4



 31/32 for 4≤x<5



1 for 5≤x


FX  x 

3/4

1/2

1/4

x
1 2 3 4 5
1 5 10 10 5 1
(b) Fx (x) =
32 u(t) + 32 u(t-1) + 32 u(t-2) + 32 u(t-3) + 32 u(t-4) + 32 u(t-5)

Exercise 3.5

(a) Let x be the random variable that can take on values in the set {0, 1, 2, 3}.

Pr(X=0) = 1/4.

Pr(X=1) =1/4.

Pr(X=2) = 1/4.

Pr(X=3) = 1/4.

k
X
Now Fx (x) = Px (xi ), for xk ≤ x ≤ xk+1
i=1

3
 

 0 for x<0
 1/4 for 0≤x<1


Fx (x) = 1/2 for 1≤x<2
 3/4 for 2≤x<3



1 for 3≤x


FX  x 

3/4

1/2

1/4

x
1 2 3 4
1 1 1 1
(b) Fx (x) = u(t) + u(t-1) + u(t-2) + u(t-3)
4 4 4 4

Exercise 3.6

(a)

   2  3
1 1 1
Fx (x) = u(t) + u(t − 1) + u(t − 2) + ...
2 2 2
1 k+1
Therefore, Px (x=k) = (
2)
 
1 n−1 1 n−2 1
(b) Pr(X≥n) = 1-Pr(X≤n-1) = 1 - ( ) + ( ) + ... + ( )
2 2 2
Pn−1 1 k
= 1 - k=1 ( 2 )

Using the formula for a geometric series we obtain

1 n
Pr(X≥n) = 2( )
2

(c) Pr(n1 ≤X<n2 ) = Pr(X<n2 ) - Pr(X<n1 )

1 n2
From Part b, we know Pr(X<n2 ) = 1 - 2( ) and similarly Pr(X<n1 ) = 1
2
1 n
- 2( ) 1
2

4
  
1 n2 1 n2
Thus Pr(n1 ≤X<n2 ) = 1 - 2( ) - 1 - 2( )
2 2
!
 1  n1  1 n2  1  n1  1  n2
=2 −2 =2 −
2 2 2 2

Exercise 3.7

(a) Fx (x) = a0 u(t) + a1 u(t-1) + a2 u(t-2) + ...

In order for ak to be a valid CDF,

P∞
k=0 ak = 1 and the ak must be non-negative.

Pn
(b) Pr(X≤n) = a0 + a1 + a2 + a3 + ... + an = k=0 ak

Exercise 3.8

−x
Fx (x) = (1 - e )u(x)

(a) Pr(X>3) = 1 - Pr(X ≤ 3) = 1 - Fx (3) = 1 - (1 - e−3 ) = e−3 ≈ 0.05

 
P r (X < 5) ∩ (X > 3)
P r(3 < X < 5) Fx (5) − Fx (3)
(b) Pr(X<5 | X>3) = = =
P r(X > 3) P r(X > 3) 1 − Fx (3)

(1 − e−5 ) − (1 − e−3 ) e−3 − e−5

= = ≈ 0.86
1 − (1 − e−3 ) e−3
 
P r (X > 6) ∩ (X > 3)
P r(X > 6) 1 − Fx (6) e−6
(c) Pr(X>6 | X>3) = = = = −3 ≈ 0.05
P r(X > 3) P r(X > 3) 1 − Fx (3) e
 
P r |X − 5| < 4 ∩ |X − 6| > 2
P r(8 < X < 9)
(d) Pr(|X-5|<4 | |X-6|>2) =
P r(|x − 6| > 2) P r((X < −2) ∪ (X > 8))

P r(8 < X < 9) F (9) − Fx (8) −e−9 + e−8

= = x = −8 − e2
≈ 2.5 ∗ 10−5
1 − P r(−2 < X < 8) 1 − Fx (8) − Fx (−2) 1 + e

5
Exercise 3.9

(a) Pr(X=0) = 1/2 and Pr(X=1) = 0, because these are the values of the jump
of the function at that point.

−
(b) Pr(X<0) = Fx (0 ) = 0

Pr(X>1/2) = 1 - Pr(X≤1/2) = 1 - Fx (1/2) = 1 - 3/4 = 1/4

 
  P r (X > 21 ) ∩ (X > 0) P r(X > 12 ) 1/4 1
1
(c) Pr X>
2 | X>0 = = = =
P r(X > 0) P r(X > 0) 1 − 1/2 2

Exercise 3.10
1

b−a , a ≤ x ≤ b,
fX (x) =
0, otherwise.

The CDF is given by

ˆ x
FX (x) = fX (x) dx
−∞

Integrating the above function for various regions of x we get the following


 0, x ≤ a,
x−a
FX (x) = b−a , a ≤ x ≤ b,
1, x ≥ b.


A plot of this function is shown in the gure below.

CDF(x)

(c,1)

(a,0) (c,0) x--> (b,0)

6
Exercise 3.11

(a)

ˆ

x  0, x < 0,
FX (x) = fX (x)dx = x, 0 ≤ x < 1,
−∞ 
1, x ≥ 1 .
(b)


0, x < 0,
 ´ x xdx,

´x

0 ≤ x < 1,
FX (x) = −∞
fX (x)dx = ´01 ´x
xdx + 1 (2 − x)dx, 1 ≤ x < 2,
 0


1, x ≥ 2.

 0, x < 0,
 x2

2 ,2 0 ≤ x < 1,
= x
 − 2 + 2x − 1, 1 ≤ x < 2,


1, x ≥ 2.

CDF for part (a) CDF for part (b)

1 1

0.8 0.8

0.6 0.6
FX(x)

FX(x)

0.4 0.4

0.2 0.2

0 0

−1 0 1 2 −1 0 1 2 3
x x

Exercise 3.12

a−bx ,

x ≤ 0,
fX (x) =
0, otherwise.

7
(a) Since this is a pdf, the following integral should evaluate to 1.

ˆ ∞
fX (x) dx = 1
−∞
ˆ 0 ˆ ∞
fX (x) dx + fX (x) dx = 1
−∞ 0
ˆ 0 ˆ ∞
−bx
a dx + 0 dx = 1
−∞ 0
x=0
−a−bx
=1
b ln(a) x=−∞
−bx
−1 −a
+ lim =1
b ln(a) x→−∞ b ln(a)

Here two cases arise a > 1 and 0 < a < 1. The case a < 0 is not possible
because then fX (x) can become negative or imaginary and will no longer be a
valid pdf. First considering the case a > 1. This evaluates to a nite value only
if b < 0. And in the case a<1 the limit will be nite only if b > 0. In both
cases the limit evaluates to 0 and the above eqn reduces to

−1
=1
b ln(a)
−1
a=e b

We can see that this relation satises the requirements we laid on a and b earlier.
Also using this relation the pdf can be written as

fX (x) = a−bx
 1 −bx
= e− b
fX (x) = ex (1)

(b) The CDF is given by

ˆ x
FX (x) = fX (x) dx
−∞
ˆ x
FX (x) = ex dx
−∞

Integrating the above function for various regions of x we get the following

ex ,

x ≤ 0,
FX (x) =
1, 0 ≤ x.

8
Exercise 3.13

(a) Since
ˆ ∞
fX (x)dx = 1 ,
−∞

i.e.,

ˆ ∞
c∗ e−2x dx = 1 ,
0
which gives c=2.
(b)

ˆ ∞
Pr (X > 2) = fX (x)dx ,
2
Hence,
ˆ ∞
Pr (X > 2) = 2e−2x dx = e−4 .
2

(c)
ˆ 3
Pr (X < 3) = 2e−2x dx = 1 − e−6 .
0

(d) Since
Pr (2 < X < 3)
Pr (X < 3 | X > 2) = ,
Pr (X > 2)
and ˆ 3
Pr (2 < X < 3) = 2e−2x dx = e−4 − e−6 ,
2

and from part (b)

Pr (X > 2) = e−4 ,
we have
e−4 − e−6
Pr (X < 3 | X > 2) = = 1 − e−2 .
e−4

Exercise 3.14
c
fX (x) =
x2 +4

9
(a) Since this is a probability function the following integral evaluates to 1.

ˆ ∞
fX (x) dx = 1
−∞
ˆ ∞
c
dx = 1
−∞ x2
+4
c x ∞
arctan( ) = 1
2 2 −∞
c π π
( + ) = 1
2 2 2
2
c =
π
(b) P r(X > 2)
ˆ ∞
2
P r(X > 2) = 2 + 4)
dx
2 π(x
x=∞
2 x
= · arctan
2π 2 x=2
1 π π 1
= ·( − )=
π 2 4 4
(c) P r(X < 3)
ˆ 3
2
P r(X < 3) = dx
−∞ π(x2 + 4)
x=3
2 x
= · arctan
2π 2 x=−∞
1 3 π
= · (arctan + )
π 2 2
1 3 π
= · (arctan + ) = 0.8128.
π 2 2

10
(d)P r(X < 3|X > 2)
P r(X > 2, X < 3) P r(2 < X < 3)
P r(X < 3|X > 2) = =
P r(X > 2) P r(X > 2)
ˆ 3
2
P r(2 < X < 3) = 2
dx
2 π(x + 4)
x=3
2 x
= · arctan
2π 2 x=2
1 3 2
= · (arctan − arctan )
π 2 2
1 3 π
= · (arctan − )
π 2 4
1 3 π
π · (arctan 2 − 4)
P r(X < 3|X > 2) = 1
4
4 3 π
= · (arctan − ) = 0.2513.
π 2 4

Exercise 3.15

(a)
ˆ x ˆ x
1 x π
FX (x) = fX (x)dx = c ∗ √ dx = c ∗ arcsin( ) + c ∗ ,
−∞ −∞ 25 − x 2 5 2
since FX (∞)=1, we have
1
c= .
π
and,
1 x 1
FX (x) = arcsin( ) + .
π 5 2
(b)
1 2 1
Pr (X > 2) = 1 − FX (2) = 1 − arcsin( ) − = 0.369 .
π 5 2
(c)
1 3 1
Pr (X < 3) = FX (3) = arcsin( ) + = 0.7048 .
π 5 2
(d) Since
Pr (2 < X < 3)
Pr (X < 3 | X > 2) = ,
Pr (X > 2)
and
Pr (2 < X < 3) = FX (3) − FX (2) = 0.07384 ,
and from part (b)
Pr (X > 2) = 0.369 ,
we have
0.07384
Pr (X < 3 | X > 2) = = 0.2001 .
0.369

11
Exercise 3.16

ˆ 9.925
P r(|S − 10| > 0.075) = 2 fS (s)ds
9.9
ˆ 9.925
= 2 100 · (s − 9.9)ds
9.9
ˆ 0.025
= 2 100 · u · du
0
2
= 100 · (0.025)
= 0.0625.

Exercise 3.17

In order for a function to be able to be a PDF of some random variable it must

be non-negative and normalized so that the area underneath the function is
equal to unity.

(a) This function will be non-negative.

Now the area under the function will be

ˆ 1 ˆ 0 ˆ 1
1 1
(1 − |x|) dx = (1 + x) dx + (1 − x) dx = + =1
−1 −1 0 2 2
So yes, the function could be a PDF.

(b) This function will be non-negative.

Now the area under the function will be

ˆ 1
1 − x2 dx = 4/3 6= 1


−1

Therefore, this function could not be a PDF.

(c) This function will be non-negative.

Now the area under the function will be

ˆ ∞
4
x3 e−x dx
0
4
Using u-substitution with u=x we get

ˆ ∞
1 1 1
= e−u du = ( )(1) = 6= 1
4 0 4 4

12
 Therefore, this function could not be a PDF.

(d) This function can be negative.

For example for x = -1/2 then fx (-1/2) = -1/2.
Therefore, this function could not be a PDF.

Exercise 3.18

In order for a function to be able to be a PDF of some random variable it must

be non-negative and normalized so that the area underneath the function is
equal to unity.

(a) For c≥0 this function will be non-negative.

Now to normalize the function,

ˆ 2   x 2 
c 1− dx = 1
−2 2
ˆ 2
x2

1− dx = 1/c
−2 4
Therefore c = 3/26.

(b) This function will be non-negative for c≥0.

Now to normalize the function,

ˆ 1
π
cos( x)dx = 1/c
−1 2
4
= 1/c
π
Therefore c = π /4.

(c) This function will be non-negative for c≥0.

Now to normalize the function, we know that

ˆ ∞
2
xn e−x dx = 1/c
0
2
Substitute u=x , du=2x dx:

ˆ ∞  
1 n−1
−u 1 n−1
u 2 e du = !
2 0 2 2
2
Therefore, c= .
( n−1
2 )!
(d) This function will be non-negative for c≥0.

13
 Now to normalize the function,

ˆ ∞
1 1 π
2 2
dx = =
−∞ (1 + x ) c 2
Therefore c = 2/π .

Exercise 3.19

ˆ ∞
x2
I = exp(− ) dx
−∞ 2
ˆ ∞
y2
I = exp(− ) dy
−∞ 2
∞  ˆ ∞
x2 y2
ˆ 
2
I = exp(− ) dx exp(− ) dy
−∞ 2 −∞ 2

Since these are totally independent and the operation is linear we can rewrite
the above equation as
ˆ ∞ ˆ ∞
x2 y2
  
I2 = exp(− ) dx exp(− ) dy
−∞ −∞ 2 2
ˆ ∞ ˆ ∞
x2 + y 2
= exp(− ) dx dy
−∞ −∞ 2
Using polar coordinates to do this integral we make the substitution x = ρ cos θ
and y = ρ sin θ. Then the integral can be written as
ˆ 2π ˆ ∞
ρ2
= exp(− ) ρ dρ dθ
0 0 2
ˆ 2 ∞
2π
exp(− ρ2 )
= − dθ
0 2
0
ˆ 2π
1
= dθ
0 2
2π
= =π
√2
⇒I = π

Exercise 3.20

Since

b2
! !
b 2 c b 2
2
 (x +
2a ) + a − 4a2
 b2 (x + 2a )
exp(−(ax +bx+c)) = exp − 1 = exp( −c) exp − 1 ,
a
4a a

14
then we have

ˆ ∞ ˆ ∞ b 2
!
2 b2 (x + 2a )
exp(−(ax + bx + c))dx = exp( − c) ∗ exp − 1 dx
−∞ −∞ 4a a
ˆ ∞ b 2
!
b2
r
π 1 (x + 2a )
= exp( − c) ∗ pπ exp − 1 dx .
4a a a −∞ a

Since
ˆ ∞ b 2
!
1 (x + 2a )
pπ exp − 1 dx = 1,
a −∞ a

then ˆ ∞
b2
r
2 π
exp(−(ax + bx + c))dx = exp( − c) .
−∞ a 4a

Exercise 3.21
2
fX (x) = ce−2x −3x−1

(a) As usual the integral of the pdf evaluates to 1.

ˆ ∞
fX (x) dx = 1
−∞
ˆ ∞
c exp{(−2x2 − 3x − 1)} dx = 1
−∞
ˆ ∞
3x 1
c exp{(−2(x2 +
+ )} dx = 1
−∞ 2 2
ˆ ∞
3 3 1
c exp{(−2(x + )2 − ( )2 + )} dx = 1
−∞ 4 4 2
ˆ ∞
3 3 1
c exp{(−2(x + )2 − ( )2 + )} dx = 1
−∞ 4 4 2
ˆ ∞
3 1
c exp{(−2(x + )2 − ( )} dx = 1
−∞ 4 16
ˆ ∞
1 3
c e8 exp{(−2(x + )2 } dx = 1
−∞ 4
r
1 π
ce 8 = 1
2
r
2 −1
c= e 8 = 0.7041
π

15
(b) The previous pdf can be rewritten in the form of a standard gaussian pdf
as follows

fX (x) exp{−(2x2 + 3x + 1)}

=c
r
2 −1
= e 8 exp{−(2x2 + 3x + 1)}
π
r
2 −1 3 1
= e 8 exp{−2(x + )2 } e 8
π 4
r
2 3
= exp{−2(x + )2 }
π 4
q
1 (x−µ)2
This is in the form of standard gaussian pdf given by
2πσ 2 exp{− 2σ 2 } and
we can easily identify the mean m and the standard deviation σ as

3 1 1
m = − , 2σ 2 = ⇒ σ =
4 2 2

Exercise3.22

For the given Gaussian pdf, m = 10 and σ = 5. Hence,

(a)
17 − 10 7
P r(X > 17) = Q( ) = Q( ) = 0.0808 .
5 5
(b)
4 − 10 −6 6
P r(X > 4) = Q( ) = Q( ) = 1 − Q( ) = 0.8849 .
5 5 5
(c)
15 − 10
P r(X < 15) = 1 − Q( ) = 1 − Q(1) = 0.8413 .
5
(d)

−2 − 10 −12 12
P r(X < −2) = 1 − Q( ) = 1 − Q( ) = Q( ) = 0.0082 .
5 5 5
(e)

P r(|X − 10| > 7) = P r(X < 3) + P r(X > 17)

3 − 10 17 − 10 7
= 1 − Q( ) + Q( ) = 2Q( ) = 0.1615 .
5 5 5
(f )

P r(|X − 10| < 3) = P r(7 < X < 13)

7 − 10 13 − 10 3
= Q(( ) − Q( ) = 1 − 2Q( ) = 0.4515 .
5 5 5

16
(g)

P r(|X − 7| > 5) = P r(X < 2) + P r(X > 12)

2 − 10 12 − 10 8 2
= 1 − Q( ) + Q( ) = Q( ) + Q( ) = 0.3994 .
5 5 5 5
(h)

P r(|X − 4| < 7) = P r(−3 < X < 11)

−3 − 10 11 − 10 13 1
= Q(( ) − Q( ) = 1 − Q( ) − Q( ) = 0.5746 .
5 5 5 5

Exercise 3.23

2
The given PDF is of a Gaussian random variable with µX = 1, σX = 4.
(a)

ˆ∞ r ˆ∞ r
t2
 
2 
2
 1
P r(X > 0) = exp −2 (x + 1) dx = exp − dt
π 2π 2
0 2

= Q(2) = 0.0228.
(b)

 
2 − (−1)
P r(X > 2) = Q = Q(6) = 9.87 × 10−10 .
1/2
(c)

 
1 − (−1)
P r(X < −3) = P r(X > 1) = Q = Q(4) = 3.17 × 10−5 .
1/2

(d)

P r(X < −4) = P r(X > 2) = Q(6) = 9.87 × 10−10 .

(e)

P r(|X + 1| > 3) = 2 · P r(X > 2) = 2 · Q(6) = 1.97 × 10−9 .

(f )

P r(|X + 1| < 2) = 1 − 2 · P r(X > 1) = 1 − 2Q(4) = 0.9999367.

(g)

17
 P r(|X + 2| > 1) = P r(X < −3) + P r(X > −1) = P r(X > 1) + 1/2

= 1/2 + Q(4) = 0.5000317.

(h)

P r(|X − 1| < 2) = P r(X < −1) + P r(X > 3) = 1/2 + Q(8) ∼

= 0.5.

Exercise 3.24

P r(N > 10µV)= 0.05 = Q ( 10µV

σ )
From Table E.4 (or using MATLAB) it is determined that Q(1.645) = 0.05.
10µV
Thus σ= 1.645 = 6.079µV or σ 2 =3.70·10−11 V2 or 37.0 (µV)
2

Exercise 3.25
10µV −m
Pr(N>10µV)=Q( ) = 0.4
σ
m+10µV
Pr(N<-10µV) = Q( ) = 0.02
σ
Note that Q(0.253) = 0.4 and Q(2.054) = 0.02 so that
10µV −m m+10µV
= 0.253 and = 2.054
σ σ
This leads to
m = 7.8067µV
σ= 8.6693µV →σ 2 = 7.516 ×10−11 V2 = 75.16(µV)
2

Exercise 3.26

If 50% have an IQ above (or below) 100. Then m=100. Furthermore, if 50%
have an IQ between 90-110, then 25% have an IQ above 110.
110−m 10
∴Pr(X>110) = Q(
σ ) = Q(
σ ) = 0.25.
10
Noting that Q(0.6745) = 0.25 we get
σ = 0.6745 ⇒σ = 14.83.
40 40
Finally Pr(X>140) = Q( ) = Q(
σ 14.83 ) = Q(2.698) = 0.003488.
3
⇒ 10 of 1% of population have IQ above 140.

Exercise 3.27

3π
´ 2π 1 5π 1
(a) Pr(Θ>
4 ) = 3π 2π dθ = 4 · 2π‘ = 58 .
4 ´π 1
P r(Θ<π,Θ> 3π P r( 3π 3π 2π dθ 1
3π 4 ) 4‘ <Θ<π) 1
(b) Pr(Θ< π|Θ> = ´ 2π
5.
4 8
4 ) = P r(Θ> 3π
4 )
=
P r(Θ> 3π4 ) 3π
1
2π dθ
= 5
8
=

1 π 5π
´ 5π
1 2
4

(c) Pr(cosΘ< ) = Pr(

3 <Θ< 3 ) = 2π dθ = 3 .
3
π
2 3

18
Exercise 3.28
´ 5
3 −x −x 3
5 5
(a) Pr(3X<5) = Pr(X< ) =
5
e dx = -e |o = 1-e− 3 = 0.8111.
3
y
´ 3 −x
0y
−y
(b) Pr(3X<y) = Pr(X< ) = e dx = 1 -e 3 for y≥0.
3 o
dFY (y) −y −y
d 1 3
(c) fY (y) = =
dy (1-e
3 ) =
dy 3e u(y).

Exercise 3.29
´∞ ´∞ ´∞
(a) f (w)dw = c −∞ e−2|w| dw = 2c o e−2w dw = -ce−2w |∞
−∞ W o = c
This integral must be equal to 1 ⇒c=1.
´ 2 −2|w| ´ o 2w ´ 2 −2w
(b) Pr(-1<W<2) = e dw = e dw + e dw
−1 −1 o
1 2w 0 1 −2w 2
= e
2 |−1 - 2 e |0
1 1 −2 1 −4 1 1 −2 −4
=
2 - 2e - e
2 +
2 = 1 - 2 (e + e ) = 0.9232.
P r((W >0)∩(−1<W <2)) P r(0<W <2)
(c) Pr(W>0|-1<W<2) = =
P r(−1<W <2) P r(−1<W <2)
2 −2w 1 −2w 2
Pr(0<W<2) = |o e dw = - e
2 |o = 21 (1-e−4 )
1 −4 −4
(1−e )
∴Pr(W>0|-1<W<2) = 1− 21 (e−2 −e−4 ) = 2−e1−e −2 −e−4 = 0.5317.
2

Exercise 3.30
´∞ ´ ∞ 2 −z 1
(a) f (z)dz = c z e dz = 2c = 1 ⇒c = .
−∞ Z o
´z ´ z x2 −x2
(b) Fz (z) = Pr(Z≤z) = fZ (x)dx = 0 2 e dx
−x2 e−x z
´ z −x−∞
= |0 + 0 xe dx
2
x2 −x z
´z
= (-
2 - x) e |0 + 0 e−x dx
x2 −x z
= -(
2 + x + 1)e |0
2
z −z
for z≥ 0.
= 1 - (
2 + z + 1 )e
(c) Pr((Z<2) ∪(Z>4)) = Pr(Z<2) + Pr(Z>4)
−2 −4
= Fz (2) + 1-Fz (4) = 1 - 5e + 13e = 0.5614.

Exercise 3.31
´∞ ´ ∞ −r2 ´
c ∞ −u c
(a) f (r)dr =
−∞ R
re dr =
2 o e du =
2 = 1 ⇒c = 2.
´∞ o
´∞ 2 2
−r 2
(b) Pr(R>r) = f (x)dx =
r R r
2xe−x dx =-e−x |∞ r = e for r ≥0.
´2 −r 2
P r(1<R<2) 2r·e dr −1 −4
e −e
(c) Pr(R>1|R<2) = ´1
P r(R<2) = 2 2re−r2 dr = 1−e−4 = 0.356.
0

Exercise 3.32

(a) First, fY (y) must be non-negative for all y. Assuming c>0, this means that
2 2
y +ay+b must be ≥ 0 for all y. Note that the quadratic y +ay+b can be
factored as (y-y1 )(y-y2 ) where y1 & y2 are the roots of the quadratic. If the
roots are real, there will be some range of y for which (y-y1 )(y-y2 ) is negative,

19
 2
namely y1 <y<y2 . Hence we cannot have real roots which means that a -4b<o
´ ∞
must be satised. Next, fY (y) must be properly normalized so that f (y)dy
−∞ Y
= 1
´∞ 1 −1 √2y+a ∞
⇒c· −∞ y2 +ay+b dy = √ 2c + tan ( )|
4b−a2 4b−a2 −∞
2c π π √ 2πc
= √ ( −(- )) = = 1
4b−a2 2
√
2 4b−a2
4b−a2
∴c =
2π
In summary, the constants a, b, c must satisfy
2
(1) a <4b
√
2
(2) 2πc =
´ ∞− a c
4b ´∞ c
´∞
(b) Pr(Y>0) = dy = dy + c a q1 2 du
o y 2 +ay+b o (y+ a )2 +b− a2 2 2
2 4 u2 + b− a4
c −1 q u ∞
= q + tan ( )| a
2 2
b− a4 b− a4 2
2c π −1 √ a 1 1 −1 √ a
= √ ( - tan ( )) = − tan ( )
4b−a2 2 4b−a2 2 π 4b−a2

Exercise 3.33

(a) Γ(n) = (n − 1)!

ˆ ∞
Γ(x) = e−t tx−1 dt
ˆ 0
∞
Γ(x + 1) = e−t tx dt
0

20
Integrating by parts we get

ˆ ∞
∞
Γ(x + 1) = −e−t tx 0 − (−e−t ) x tx−1 dt
ˆ ∞ 0

= e−t x tx−1 dt
0
ˆ ∞
= x e−t tx−1 dt
0
= x Γ(x)
ˆ ∞
Γ(1) = e−t t1−1 dt
ˆ ∞
0

= e−t dt
0
∞
= −e−t 0
= 1
Γ(2) = (2 − 1) Γ(1)
Γ(2) = 1 = 1!
Γ(3) = 2 Γ(2) = 2!
Γ(4) = 3 Γ(3) = 3! · · ·
Γ(n) = (n − 1)!

(b) Γ(n) = nΓ(n − 1)

Refer to (a)

√
(c) Γ( 12 ) = π
ˆ ∞
1 1
Γ( ) = e−t t− 2 dt
2 0

√
Put t = y. Then dt = 2ydy
ˆ ∞
1 2 1
Γ( ) = e−y 2y dy
2 y
ˆ
0
∞
2
= 2 e−y dy
√0
π
= 2
√ 2
= π

21
Exercise3.34

(a) FX|A (−∞) = P r(X < −∞|A) = 0 since it's impossible for anything to be
less than −∞.
P r(X < ∞, A)
FX|A (∞) = P r(X < ∞|A) =
P r(A)

Since {X < ∞} ∩ A = A, then P r(X < ∞|A) = 1.

(b)
P r(X < x, A)
FX|A (x) = P r(X < x|A) = .
P r(A)
Since all probabilities are ≥ 0, the ratio is also ≥ 0.

⇒ P r(X < x|A) ≥ 0.

Since {{X ≤ x} ∩ A} ⊆ A, P r(X ≤ x, A) ≤ P r(A).

⇒ P r(X < x|A) ≤ 1.

(c)
P r(X < x, A)
FX|A (x) = .
P r(A)
For x1 < x2 , {X ≤ x1 } ⊆ {X ≤ x2 }.

⇒ {{X ≤ x1 } ∩ A} ⊆ {{X ≤ x2 } ∩ A}.

⇒ Pr({X ≤ x1 } ∩ A) ≤ P r{X ≤ x2 } ∩ A).

⇒ FX|A (x1 ) ≤ FX|A (x2 .
(d)

P r({x1 < X ≤ x2 } ∩ A)
P r(x1 < X ≤ x2 ) = .
P r(A)
P r(X ≤ x2 , A) − P r(X ≤ x1 , A)
=
P r(A)
= FX|A (x2 ) − FX|A (x1 ).

Exercise 3.35

(a)

22
 (
fX (x)
Pr (X>0) x>0
fX|X>0 (x) =
0 otherwise
(
fX (x)
Q(0) x>0
=
0 otherwise

2fX (x) x > 0
=
( 0 otherwise

√ 2 x2
exp(− 2σ 2 ) x > 0
= 2πσ 2
0 otherwise

(b)

(
fX (x)
Pr (−3<X<3) −3 < x < 3
fX||X|<3 (x) =
0 otherwise
(
fX (x)
3
1−2Q( σ )
−3 < x < 3
=
( 0 otherwise
2
1 √ 1 x
3
1−2Q( σ ) 2πσ 2
exp(− 2σ 2) −3 < x < 3
=
0 otherwise

(c)

(
fX (x)
Pr ((X<−3)∩(X>3)) , |x| > 3,
fX||X|>3 (x) =
0, otherwise.
(
fX (x)
3
2Q( σ )
|x| > 3,
=
( 0 otherwise
2
1 √ 1 x
3
2Q( σ ) 2πσ 2
exp(− 2σ 2) |x| > 3,
=
0 otherwise

23
 PDF for part (a) PDF for part (b) PDF for part (c)

1.6 1.6 1.6

1.4 1.4 1.4

1.2 1.2 1.2

1 1 1

fX||X|<3(x)

fX||X|>3(x)
fX|X>0(x)

0.8 0.8 0.8

0.6 0.6 0.6

0.4 0.4 0.4

0.2 0.2 0.2

0 0 0
−5 0 5 −5 0 5 −5 0 5
x x x

Exercise 3.36

Let P r(M = 0) = p0 and P r(M = 1) = p1

x2
 
1
fX|M =0 (x) = √ exp − 2
2πσ 2 2σ
(x − 1)2
 
1
fX|M =1 (x) = √ exp −
2πσ 2 2σ 2
fX (x) = fX|M =0 (x).P r(M = 0) + fX|M =1 P r(M = 1)
x2 (x − 1)2
   
p0 p1
= √ exp − 2 + √ exp −
2πσ 2 2σ 2πσ 2 2σ 2
fX|M =0 (x)
P r(M = 0|X = x) =
fX (x)
 
x2
p0 exp − 2σ 2
=  2

p0 exp − 2σ2 + p1 exp − (x−1)
x2


2σ 2
1
=  2

1+ p1
p0 exp − (x−1)
2σ 2 +
x2
2σ 2
1
= p1 x 1


1+ p0 exp σ2 − 2σ 2

We have to plot this function for the following combinations

24
(a)
1 1
p0 = 2, p1 = 2, σ2 = 1
1
P r(M = 0|X = x) =
1 + exp x − 12

1 1
p0 = 2, p1 = 2, σ2 = 5
1
P r(M = 0|X = x) = x 1


1 + exp 5 − 10

(b)
1 3
p0 = 4, p1 = 4, σ2 = 1
1
P r(M = 0|X = x) =
1 + 3exp x − 21

1 3
p0 = 4, p1 = 4, σ2 = 5
1
P r(M = 0|X = x) = x 1


1 + 3exp 5 − 10

Plot of all the distributions

1
po=p1=0.5,var=1
po=p1=0.5,var=5
0.9 po=0.25,p1=0.75,var=1
po=0.25,p1=0.75,var=5

0.8

0.7

0.6

0.5

0.4

0.3

0.2

0.1

0
−40 −30 −20 −10 0 10 20 30 40

25
Exercise 3.37

(a) We decide a  0 was sent if

Pr (M = 0|X = x) ≥ 0.9 .

Since

fX|M =0 (x)Pr (M =0)

Pr (M = 0|X = x) = fX|M =0 (x)Pr (M =0)+fX|M =1 (x)Pr (M =1)
fX|M =0 (x)
= fX|M =0 (x)+fX|M =1 (x)
2
− x2
e 2σ
= 2 (x−1)2
,
− x −
e 2σ2 +e 2σ 2

we have

1
x≤ − σ 2 ln 9 . (2)
2
Similarly, we decide a  1 was sent if

1
x≥ + σ 2 ln 9 . (3)
2
Finally, the symbol will be erased if neither (2) nor (3) hold, that is if

1 1
− σ 2 ln 9 < x < + σ 2 ln 9 . (4)
2 2
Hence, we have the following decision rules

 0, x ≤ −1.6972 ,
1, x ≥ 2.6972 ,
erased , −1.6972 < x < 2.6972 .


(b) The probability that the receiver erases a symbol is given by

P (erased) = P (erased|M = 0)P (M = 0) + P (erased|M = 1)P (M = 1)

= P (erased|M = 0)/2 + P (erased|M = 1)/2
= P (−1.6972 < x < 2.6972|M = 0)/2 + P (−1.6972 < x < 2.6972|M = 1)/2
= [Q(−1.6972) − Q(2.6972)] /2 + [Q(−1.6972 − 1) − Q(2.6972 − 1)] /2
= 1 − Q(1.6972) − Q(2.6972)
= 0.95167 .

(c) The probability that the receiver makes an error is given by

P (error) = P (error|M = 0)P (M = 0) + P (error|M = 1)P (M = 1)

= P (error|M = 0)/2 + P (error|M = 1)/2
= P (x ≥ 2.6972|M = 0)/2 + P (x ≤ −1.6972|M = 1)/2
= Q(2.6972)/2 + [1 − Q(−2.6972)] /2
= Q(2.6972)
= 0.0034963 .

26
Exercise 3.38
fX (x|M =m)P r(M =m) P r(M =m)fx|M =m (x)
(a) Pr(M = m|X = x) = =
fX (x) P4
n=1 P r(M =n)fx|M =n (x)
fx/M =m(x)
= P4
n=1 fX/M =n(x)
exp(− 12 (x−m)2 )
= P4 1 2
n=1 exp(− 2 (x−n) )

0.9

0.8
m=0
m=3
0.7

0.6
Pr(M=m|X=x)

0.5

0.4

0.3

m=1 m=2
0.2

0.1

0
−6 −4 −2 0 2 4 6 8
x

(b) Since the denominator is the same for all cases, Pr(M=0|X=x) will be greater
than Pr(M=m|X=x) for all m {1, 2, 3}provided that
2
   
x 1
exp − > exp − (x − m)2 , m = 1, 2, 3,
2 2
or equivalently if

x2 < (x − m)2 , m = 1, 2, 3.
1
This will be true for all x< .
2
(c) Similarly we will choose in favor of m = 1 if
2 2
(x-1) < (x-m) for all m  {0, 2, 3}.
1 3
This will be the case if
2 <x < 2 .
(d) Choose
3 5
M=2 if
2 < x < 2,
5
M=3 if < x.
2

Exercise 3.39
f (v)
(a) fV |{V >1} (v) = V
P r(V >1) for v>1

27
 1
2
= 1 = 1.
2 (
1, 1 < v < 2,
∴fV |{V >1} (v) =
0, otherwise.
(b) Similary,
(
1, 1/2 < v < 3/2,
fV |{ 1 <V < 3 } (v) =
2 2 0, otherwise.
´v ´v 1 1 3
(c) FV | 1 <V < 3 (v) = f 3 (u) du = du =v-
{2 2} 2 for 2 <v< 2 .
−∞ V |{ 2 <V < 2 }
1 1
2
1
0,
 v ≤ 2,
FV |{ 1 <V < 3 } (v) = v − 2 , 12 < v < 32 ,
1
2 2
v > 23 .

1,


Exercise 3.40
vexp(−v 2 /2)
fV (v)
(a) fV |{V >1} (v) =
P r(V >1) = exp(−1/2) for v>1.
1 2
∴fV |{V >1} (v) = v exp(- 2 (v -1)) u(v-1).
1 3
´ 3
−v 2/2 −v 2/2 3/2 1 9
(b) Pr( <V< ) =
2 2 1
2
ve dv = -e |1 = exp(- )-exp(- )
8 8
2 2
fV (v) vexp(−v 2/2 ) 1 3
fV |
{ 12 <V < 32 } (v) =
P r( 12 <V < 32 )
= , <v< .
exp(− 18 )−exp(− 98 ) 2 2
(c)
ˆv
F V |{ 1 <V < 3 } (v) = fV |{ 1 <V < 3 } (u)du
2 2 2 2
−∞
´v
1 uexp(−u2 /2)du exp(− 18 ) − exp(− v2 )
2

2
= =
exp(− 81 ) − exp(− 89 ) exp(− 81 ) − exp(− 89 )

1 − exp(− 12 (v 2 − 14 )), 1 3
= for < v < .
1 − exp(−1) 2 2

0,
 v ≤ 1/2,
1−exp(− 21 (v 2 − 14 ))
F V |{ 1 <V < 3 } (v) = 1−exp(−1) , 1/2 < v < 3/2,
2 2 
v ≥ 3/2.

1,

Exercise 3.41
1 −1
rN (t) = λn = days .
100
The overall failure rate for a serial connection is

10
X 1 −1
r(t) = rn (t) = 10 · λn = days , r.
n=1
10

28
(a) The reliability function is R(t) = exp(−rt) and the probability that the
system functions longer than 10 days is
  
1 −1
R(10 days) = exp −(10 days) days = e−1 = 0.3679.
10
(b)
Rn (t) = exp(−rn · t)
  
1 −1 1
Rn (10 days) = exp −(10 days) days = e− 10 = 0.9048.
100
(c)

1 −1
Rn (t) = exp(−rn t), rn = days (component)
100
1 −1
R(t) = exp(−rt), r= days (system)
10

Exercise3.42

r1 = 1.5 ft = radius of target.

r2 = 0.25 ft = radius of bulls-eye.

σ=2 ft.
r2
 
r
fR (r) = 2 · exp − 2 · u(r)
σ 2σ

(a)
ˆ r1
r12
P r(hit target) = P r(R ≤ r1 ) = fR (r)dr = 1 − exp(− )
0 2σ 2
 2
1 1.5
= 1 − exp(− · ) = 0.2452.
2 2
Maybe Mr. Hood isn't such a good archer after all!!
(b)
ˆ r2
r22
P r(hit bulls-eye) = P r(R ≤ r2 ) = fR (r)dr = 1 − exp(− )
0 2σ 2
 2
1 0.25
= 1 − exp(− · ) = 0.0078.
2 2
(c)

P r({hit bulls-eye} ∩ {hit target}) P r(hit bulls-eye)

P r(hit bulls-eye|hit target) = =
P r(hit target) P r(hit target)
0.25 2
1 − exp(− 12 ·


2 ) 0.0078
= = = 0.0317.
1.5 2 0.2452
exp(− 21


1− · 2 )

29
Exercise 3.43
P r(s)f (200)
fx (200 S)P r(s) X S
(a) Pr(S X = 200) = =
fx (200) P r(s)f (200)+P r(L)f (200)
X S X L
3
400 exp(−2) 30exp(−2)
= 3 1 1 = = 0.8322.
400 exp(−2)+ 4000 exp(− 5 ) 30exp(−2)+exp(− 15 )
1
Since Pr(S X=200)>
2 it is more likely that the bulb was S-type and therefore
we choose in favor of S.
(b) We will be wrong if the bulb is actually L-type which occurs with probability
P r(L|X = 200) = 1 − P r(S|X = 200) = 1 − 0.8327 = 0.1678.

Exercise 3.44
P r(X<63|S)P r(S) P r(S)P r(X<63|S)
(a) Pr(S|X<63) = =
´ 63 P r(X<63) 1
P r(S)P r(X<63|S)+P r(L)P r(X<63|L)
´ 63 x x 63
Pr(X<63|S) = f
0 X|S
(x)dx =
100 0 exp(- 100 )dx = exp(- 100 )|0 = 1-exp(-
63
100 ),
63
Similarly, Pr(X<63|L) = 1-exp(-
1000 ).
3 63
(1−exp(− 100 ))
∴Pr(S|X<63) = 3 (1−exp(− 4
63 1 63 = 0.9583.
4 100 ))+ 4 (1−exp(− 1000 ))
P r(S)P r(X>63|S)
(b) Pr(S|X>63) =
P r(S)P r(X>63|S)+P r(L)P r(X>63|L)
3 63
4 exp(− 100 )
= 3 63 1 63 = 0.6299.
4 exp(− 100 )+ 4 exp(− 1000 )

Exercise 3.45
2
x2n
Pk   
(a) SSE = n=1 F n − 1 − exp − 2σ 2

x2n
 2
Pk  x2n
   
d xn
dσ 2 SSE = 2 n=1 F n − 1 − exp − 2 4 exp − 2
 2σ  2σ2  2σ
x2
 
Pk x
= σ14 n=1 x2n exp − 2σn2 Fn − 1 − exp − 2σn2 = 0.
Pk 2

2
(b) SSE = n=1 log (1 − Fn ) − log(1 − FX (xn ; σ )
 2
 2
Pk x
= n=1 log (1 − Fn ) + 2σn2
x2n x2n
Pk   
d
dσ 2 SSE = n=1 log (1 − F n ) + 2 − 4 =0
Pk  2 4
 2σ 2σ
x
= n=1 xn log (1 − Fn ) + 2σn2 = 0
Pk Pk
⇒ n=1 x2n log(1 − Fn ) = 2σ1 2 n=1 x4n
Pk 4
n=1 xn
⇒ σ 2 = − Pk x 2 log(1−F ) .
n=1 n n

30