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Stochastic Systems

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Problem Solutions — Chapter 2
Problem 2.2.1 Solution
(a) We wish to find the value of ¢ that makes the PMF sum up to one.
e/a"
PM =) 9
Therefore, Y7_) Py(n) =e +e/2 + c/4 = 1, implying c = 4/7.
(b) The probability that NV <1 is
PIN = 1] = P(N =0] + PIN =1]=4/7 42/7 =6/7
Problem 2.2.2 Solution
From Example 2.5, we can write the PMF of X' and the PMF of R as
1/8 x=0
3/8 x=1
Py(x) =) 3/8 x=2 Pa(r)
1/8 x=3 0 otherwise
0 otherwise
From the PMFs Py(x) and Pa(r), we can calculate the requested probabilities
(a) PLX =0] = PO) = 1/8.
(b) P[X <3] = Py(O) + Py(1) + PyQ) = 7/8.
(©) P[R > 1] = Pe) =3/4.
Problem 2.2.3 Solution
(a) We must choose c to make the PMF of sum to one,
Yor ty co 42848 4) 300 =1
Hence ¢= 1/30
(b) Let U = fu2Ju = 1,2, ...} so that
1 eo
PW eU=PO+ Ms +5 =—
(Veu) w+ (4) 30 +30 = 30
37
a
@
a
a
@)(©) The probability that V is even is,
PLY iseven] = Pry 2) } Py (4) == + =? 3)
LV is even] = Py (2) + vA = 35 7 QB)
(€) The probability that 7 > 2is
P[V > 2) = Py (3)+ Py (4) = @)
Problem 2.2.4 Solution
(a) We choose c so that the PMF sums to one.
Ypres a
Thus ¢ = 8/7
©
PIX =4)= Pra) = = 2 @)
Wagers Ap=5 Q)
(©)
Pir <4j=PrQy= a4 °
TINO TF
@
P[3 =X =9] = Py (4) — Py (8) @)
Problem 2.2.5 Solution
Using B (for Bad) to denote a miss and G (for Good) to denote a successful free throw, the sample
tree for the number of points scored in the | and I is
a i
From the tree, the PMF of ¥ is,
lap ys
Py =} PUP) v=) w
P y=2
° therwise
38Problem 2.2.6 Solution
‘The probability that a caller fails to get through in three tries is (1 — p)*. To be sure that at least
95% of all callers get through, we need (1 — p)° = 0.05. This implies p = 0.6316,
Problem 2.2.7 Solution
In Problem 2.2.6, each caller is willing to make 3 attempts to get through. An attempt is a failure
if all m operators are busy, which occurs with probability g = (0.8)". Assuming call attempts are
independent, a caller will suffer three failed attempts with probability g° = (0.8)**. The problem
statement requires that (0.8)"" = 0.05. This implies > 4.48 and so we need 5 operators.
Problem 2.2.8 Solution
From the problem statement, a single is twice as likely as a double, which is twice as likely as a
triple, which is twice as likely as a home-run. If p is the probability of a home run, then
Ps(4) =p Pg) =2p Py Q)=4p — Py (1) = 8p a
Since a hit of any kind occurs with probability of 300, p +2p +4p + 8p =0.300 which implies
p =0.02. Hence, the PMF of B is
0.70 b=0
0.16 b=1
0.08 b=2
Ps) =) oo4 pa 2
0.02 b=4
0 otherwise
Problem 2.2.9 Solution
(a) In the setup of a mobile call, the phone will send the “SETUP” message up to six times.
Each time the setup message is sent, we have a Bernoulli trial with success probability p. OF
course, the phone stops trying as soon as there is a success. Using r to denote a successful
response, and 1” a non-response, the sample tree is,
ee ee ee
(b) We can write the PMF of K’, the number of “SETUP” messages sent as
=p ka12...5
Pc) =) Upp 4p) =p k=6 o
0 otherwise
Note that the expression for Px (6) is different because K = 6 if either there was a success
ora failure on the sixth attempt. In fact, K = 6 whenever there were failures on the first five
attempts which is why Pg (6) simplifies to (1 — p)’.
39

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