1. Problems (3.1-7), (3.1-8), (3.1-10), (3.1-11), (3.1-14), (3.1-15), (3.2-2), (3.2-9), (3.

2-13),
(3.2-16), (3.2-23), (3.2-26), (3.2-33), (3.2-34), (3.3-5), (3.4-1), (3.4-2), (3.4-3), (3.4-4), (3.4-
5), (3.4-8), (3.4-10), (3.4-13), (3.4-15)

3.1-7

 1 3 − x /2
E[ g ( x)] = E[ X 3 ] =  x e dx use (c − 48)
0 2
1 6 
=   = 48.
2  (1/ 2) 4 

3.1-8. (a) fx (x) = 0.35 δ(x-1) + 0.25 δ(x–5) + 0.20 δ (x–10) + 0.15 δ(x–25) + 0.05 δ(x-50). (b) E[x] = X =
1(0.35) + 5(0.25) + 10(0.20) + 25(0.15) + 50(0.05) = 9.85

15 15 e− p /10
*3.1-10. (a) Use (3.1-10).  −
f p ( p) dp = 
0 10
dp = 1 − e −15/10  0.777 mW .

Thus,

e − p /10
f p ( P | P  15 mW ) = [u ( p ) − u ( p − 15)]
1 − e −1.5
15

(b) E[ P | P  15] =
 0
p e − p /10 dp
=
10(1 − 2.5 e −1.5 )
 5.692 mW .
10[1 − e −1.5 ] 1 − e −1.5

  /2 x2
3.1-11. E[ g ( X )] = E[4 X 2 ] =  4 x 2 f X ( x)dx = 4  cos ( x) dx =  2 − 8  1.8696.
− − /2 2

3.1-14. Here

Y = g ( X ) = e − X /5 so E[Y ] = E[ g ( X )]
1 
−5e − x /5  
 15 1 15
=  g ( x) f X ( x) dx =  e − x /5 dx =
− −5 15 − ( −5) 20  −5 

1 1 −3
= (e − e )  0.667.
4

3.1-15. Here
 Y = g (x) = 5x 2 . Thus, E[Y ] = E[ g (x)]
/2 x 2
e− x
2

=  5x 2
dx. Let  = x / x , d  = dx / x .
−
2 x
e −
2
/2

E[Y ] = 5x   d , where X2 = 9.
2 2
−
2
Varianceof zero - mean gaussion r .v . with variance =1 so E [Y ]= 45.

3.2-2. (a) Since fX(x) is symmetrical about x = x0 its mean value is E[X] = x0 .

(b) We calculate


 X2 = E ( X − X )2  =  ( x − x0 )2 f x ( x)dx.
−

But

f X ( x) = 0, x  x0 −  and x  x0 + 
1
= ( x − x0 + ), x0 −   x  x0
2
1 1
= − 2 ( x − x0 ), x0  x  x0 + .
 
so

( x − x0 ) 2
x0
 = 2
( x − x0 + )dx
2
X
x0 −

x0 + ( x − x )  
2
1
+ 0
1 − ( x − x0 )  dx =  2 / 6.
x0    

3.2-9.

  2( x − a ) x − ( x − a )2 / b
E[ X ] =  x f X ( x)dx =  e dx
− a b
 ( x − a ) 2 − ( x − a )2 / b  dx
= 2 dx + 2a  ( x − a ) e − ( x − a ) / b .
2
e
a b a b

Let  = ( x − a) / b , d = dx / b in the first right-side integral and

 = ( x − a) / b, d = 2( x − a)dx / b
2
in the second.

 
E[ X ] = 2 b   2e− d + a  e − d.
2

0 0

On using (c - 52) and (c - 45):

 
E[ X ] = 2 b + a = a +  b / 4.
4
 2
E[ X 2 ] =  x 2 ( x − a )e − ( x − a ) / b dx
2

a b
 2
=  ( x − a + a ) 2 ( x − a ) e − ( x − a ) / b dx
2

a b

2  2( x − a )dx
=  ( x − a )3 e − ( x − a ) / b dx Let  = ( x − a ) 2 /b, d  =
2

b a b
4a  x−a dx
+  ( x − a ) 2 e − ( x − a ) / b dx Let  = , d =
2

b a
b b
2a 2
( x − a) 2
2( x − a )dx
 dx Let  = , d =
− ( x − a )2 / b
+ ( x − a ) e
b a b b
  
= b   e − d  + 4a b   2 e − d  + a 2  e − d 
2

0 0 0

 use (c − 46)? use (c − 52)? use (c − 45)

= a2 + a  b + b

Finally,

 X2 = E[ X 2 ] − X 2 = a 2 + b + a  b − [a +  b / 4]2
b
=b− = b(4 −  ) / 4.
4

*3.2-13. (a) From (3.1-4):


bk e−b k 
b k −1e − b
E[ X ] =  = b . Let j = k − 1.
k =0 k! k =1 ( k − 1)!

b j e−b
E[ X ] = b  .
j =0 j!


bk e−b
From the distribution function, which is FX ( x) =  u ( x − k ),
k =0 k!


bk e−b
we have FX () =  = 1.
k =0 k!

Thus, E[X] = b.

bk e−b k 2

(b) E[ X ] = 
2
from (3.1-7). Expanding:
k =0 k!
 
bk e−b k 
b k −1e − b
E[ X 2 ] =  = b (k − 1 + 1)
k =1 ( k − 1)! k =1 ( k − 1)!

  b k −1e − b (k − 1)  b k −1e − b 
= b  + 
 k =1 (k − 1)! k =1 ( k − 1)! 

  b k −2e −b  b j e −b 
= b b + 
 k = 2 (k − 2)! j =0 j ! 


b j e−b 
b j e−b
= b2  + b = b(b + 1)
j =0 j! j =0 j!
Finally,
 X2 = E  X 2  − ( E[ X ]) 2 = b 2 + b − b 2 = b.

3.2-16.
 x0
E[ g ( x)] =  g ( x ) f X ( x )dx =  0  f x ( x )dy
− −
 x0
+  1  f x ( x)dx = 1 −  f X ( x)dx = 1 − FX ( x0 ).
x0 −

3.2-23.(a)
4  x 
X = x cos   dx Let  =  x / 8 d =  dy / 8
−4 16
 8 
4  /2
=
 
− /2
 cos( ) d = 0 from (c − 40).

4  x 32  /2  8 
(b) X2 =  x 2 cos  dx = 2  cos( )d = 16 1 − 2  .
−4 16
 8   − /2   
(c)  x2 = X 2 − X 2 = X 2 = 16[1 − (8 /  2 )].

3.2-26. In general
 3
( − x 2 + 8 x − 12 ) dx
6
mn =  x n
2 32
3  −6n +3 + 2n +3 6n + 2 − 2n + 2 6n +1 − 2n +1 
=  +8 − 12 .
32  n + 3 n+2 n +1 
(a) m0 = 1, (b) m 1 = 4, (c) m2 = 28(3)/5 = 16.8.
(d) 2 = m2 − m = 16.8 − 16 = 0.8.
2
1

3.2-33.
(a) E[Y] = E[2X-3] = 2 X -3 = 2(-3) - 3 = -9.
(b) E[Y2 ] = E[(2X-3)2 ] = 4 X 2 − 12 X − 9 = 4(11) − 12(−3) − 9 = 89.
(c)  Y2 = Y 2 − Y 2 = 89 − 81 = 8.
1
5 1 5  x2 x6 
3.2-34.(a) E[ X ] =  x (1 − x 4 )dx =  −  = 5 /12.
0 4 4 2 6 0

(b) E[4 X + 2] = 4 X + 2 = 4(5 /12) + 2 = 11/ 3.

1
5 1 5  x3 x 7 
(c) E[ X ] =  x (1 − x 4 ) dx =  −  = 5 / 21.
2 2
0 4 4 3 7 0

*3.3-5.

d  X ( ) [1 + (b ) 2 ]e j m − ei m 2(b )b

m1 = E[ X ] = − j = (− j )
d  =0 [1 + (b ) 2 ]2  =0

d 2  X ( ) −[1 + (b ) 2 ]e j m ( jm) 2 + ei m 2(b )b( jm)

= m. m2 = (− j ) 2
=
d 2  =0 [1 + (b ) 2 ]2  =0

[1 + (b ) 2 ]2 [2b 2 e j m ( jm) + e j m (2b 2 )] − b 2 2e j m 2[1 + (b ) 2 ]2(b )b

+
[1 + (b ) 2 ]4  =0

= 2b 2 + m 2 .  X2 = m2 − m12 = 2b 2 + m 2 − m 2 = 2b 2 .

3.4-1. T(X) is monotonically increasing in X as (3.4-6) applies. X = T-1 (Y) = tan-1 (Y/a)
d T −1 ( y ) d tan −1 ( y / a ) 1/ a
= = .
dy dy 1 + ( y / a)2
Since f X ( x) = 1/  , −  / 2  x   / 2 and is zero of all other x, we have f X [T −1 ( y )] = 1/ 
and
1 1/ a a /
fY ( y ) = = 2 , −  y  .
 1 + ( y / a) 2
a + y2
3.4-2. a sketch is helpful. Here Y = T(X) is not monotonic.

We use (3.4-11).
When y < 0:
− / 2  x  tan −1 ( y / a)
and  / 2  x   + tan −1 ( y / a) so
tan −1 ( y / a ) dx  + tan −1 ( y / a ) dx
FY ( y ) =  +
− /2 2  /2 2
(1)
1 1
= + tan −1 ( y / a ), y  0.
2 
When y ≥ 0:
−  x  − + tan −1 ( y / a)
and − / 2  x  tan −1 ( y / a)
and π/2 < x < π so
− + tan −1 ( y / a ) dx tan −1 ( y / a ) dx  dx
FY ( y ) =  + +
− 2 − /2 2  /2 2
(2)
1 1
= + tan −1 ( y / a), y  0.
2 
Combining (1) and (2)
1 1  y
FY ( y ) = + tan −1   , −  y  .
2  a
By differentiation
dF ( y ) a /
fY ( y ) = Y = 2 , −  y  .
dy a + y2

3.4-3. Y = a/x, X = a/y. We use (3.4-11).

For a > 0: y < 0 corresponds to a/y < x < 0.
0
FY ( y ) =  f X ( x)dx = FX (0) − FX (a / y ), y  0 (1)
a/ y

y ≥ 0 corresponds to -∞ < x < 0 and a/y < x < ∞.

0 
FY ( y ) =  f X ( x)dy +  f X ( x)dy = FX (0) − FX ( −) + FX () − FX (a / y )
− a/ y (2)
= 1 + FX (0) − FX ( a / y ), y  0.
 By differentiation of (1) and (2):
a
fY ( y ) = 2 f X (a / y ), −   y   and a  0. (3)
y
For a < 0: y < 0 corresponds to 0 < x < a/y.
a/ y
FY ( y ) =  f X ( x)dx = FX (a / y ) − FX (0), y  0. (4)
0

y ≥ 0 corresponds to 0 < x < ∞ and -∞ < x < a/y.

 a/ y
FY ( y ) =  f X ( x)dx +  f X ( x)dx = FX () − FX (0) + FX ( a / y ) − FX ( −)
0 − (5)
= 1 + FX (0) + FX ( a / y ), y  0.
By differentiation of (4) and (5):
−a
fY ( y ) = 2 f X (a / y ), −   y   and a  0. (6)
y
By combining (3) and (6):
|a|
fY ( y ) = 2 f X (a / y ), −   y  .
y

3.4-4. Here fX(x) = 1/2a, -a < x < a and is zero for other x. From Example 3.4-2:

fY ( y ) =
fX ( ) (
y / c + fX − y / c ), y  0.
2 cy
Therefore, since 0 < y < ca2 when –a < x < a, we have
fY ( y ) = 1 2a cy , 0  y  ca 2 .

3.4-5. Use (3.4-11). These are no values of X that correspond to {Y < 0} so FY(y) = 0, y < 0.
The event {Y = 0} corresponds to {X ≤ 0} so FY(0) = 0.5 since fX(x) has half its area to the left
of the origin for a zero-mean Gaussian random variable.
For y ≥ 0 we have -∞ < x < y/c and
y/c
FY ( y ) =  f X ( x)dx = FX ( y / c), y  0.
−

after differentiation:
1 1
fY ( y ) =  ( y ) + u ( x ) f X ( y / c )
2 c
 where
1 /2 X 2
f X ( x) = e− x
2
.
2 X

3.4-8. Y is a discrete random variable. Its values are y1 = 3(-4)3 = -192, y2 = 3(-1)3 = -3, y3 =
3(2)3 = 24, y4 = 3(3)3 = 81, and y5 = 3(4)3 = 192. All values occur with probability 1/5
because mapping from X to Y is one-to-one.
(a) Use (2.3-5):
1 1 1 1
fY ( y ) =  ( y + 192) +  ( y + 3) +  ( y − 24) +  ( y − 81)
5 5 5 5
1
+  ( y − 192).
5
(b) Use (3.1-4):
1
E[Y ] = [−192 − 3 + 24 + 81 + 192] = 20.4.
5
(c) Use (3.1-7) with g(X) = X to first final E[Y2 ].
1
E[Y 2 ] = [(−192) 2 + ( −3) 2 + (24) 2 + ( −81) 2 + (192) 2 ]
5
= 16174.8.
Thus,
 Y 2 = E[Y 2 ] − ( E[Y ]) 2 = 16174.8 − (20.8) 2
= 15758.64
 Y  125.53.

 −1 − 0.6 
3.4-10.(a) Y is discrete. P{Y = -4} = P{X < -1} = FX(-1) = F   = F(-2) = 1 - F(2)
 0.8 
= 1 - 0.9772 = 0.0228.
  0 − 0.6   −1 − 0.6 
P{Y = -2} = P{-1 ≤ X < 0} = F  −F  = -F(0.75) + F(2.0) = 0.9772 -
 0.8   0.8 
0.7734 = 0.2038.
 1 − 0.6   0 − 0.6 
P{Y = 2} = P{0 ≤ X < 1} = F  −F  = 0.7734 - 1.0 + 0.6915 = 0.4649.
 0.8   0.8 
 1 − 0.6 
P{Y = 4} = P{1 ≤ X < ∞} = 1 - F   = 1 - 0.6915 = 0.3085.
 0.8 
Finally fY(y) = 0.0228 δ(y + 4) + 0.2038 δ(y + 2) + 0.4649 δ(y - 2) + 0.3085 δ(y - 4).
(b) Y = E[Y ] = -4(0.0228) - 2(0.2038) + 2(0.4649) + 4(0.3085) = 1.6650. Here we used
(3.1-4). Similarly, Y 2 = E[Y 2 ] = (-4)2 0.0228 + (-2)2 0.2038 + (2)2 0.4649 + (4)2 0.3085 =
2
7.9756, so  Y 2 = Y 2 − Y = 7.9756 − (1.6650)2 = 5.2034.

3.4-13.From a sketch of Y versus X we find that Y varies from -4 to 14. On using

X = 3  (Y + 4) / 2 with (3.4-12) we have
d 3+ ( y + 4)/2 d  1 y + 4  1
dy 3− ( y + 4)/2
fY ( y ) = dx / 6 =  = , −4  y  14
dy  3 2  6 2 y + 4
1 14 ydy
and fY(y) = 0, elsewhere. (b) Y =
6 2

−4
y+4
= 2.

1 14 y 2 dy
(c) Y =  = 32.8 so  Y 2 = Y 2 − Y 2 = 32.8 − 4 = 28.8.
2

6 2 −4
y+4

3.4-15.This function is monotonic but is best handled in two regions of X. For X ≥ 0 where 0
≤ Y < v:
 v   1 
y = v(1 − e − x / a ), x = a ln   = a ln  
v− y 1 − ( y / v ) 
dx / dy = a / (v − y )
  1  a
fY ( y ) = f X a ln   , 0  y  v.
 1 − ( y / v )   (v − y )
For X ≤ 0 where –V < Y ≤ 0:
 v + y  dx a
y = −v(1 − e x / a ), x = a ln  , = .
 v  dy v + y
  v + y  a   1  a
fY ( y ) = f X a ln   = f X  −a ln   , −v  y  0.
  v   (v + y )  1 + ( y / v )   (v + y )