VASAVI COLLEGE OF ENGINEERING(A), Ibrahimbagh, Hyderabad

Department of ECE

Assignment – 2

Course: PTSP Class: 2/4 B.E ECE IV Semester A &C

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Q.No Question CO PO BT
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1 Let X and Y be random variables that take on values from the 3 1,2 2
set {−1, 0, 1}.
(a) Find a joint probability mass assignment for which X and Y
are independent, and confirm that X2 and Y2
are then also independent.
(b) Find a joint pmf assignment for which X and Y are not
independent, but for which X2 and Y2 are independent.
2 Suppose the random variables X and Y have the joint density 3 1,2 2
function defined by

(a) Find the marginal cdf for X and Y

(b) Find the marginal pdf for X and Y
(c) P(X > 3, Y > 2)
(d) P(X > 3)
(e) P(X + Y < 4)
(f) Joint CDF

3 (a) The joint density of X and Y is given by 3 1,2 2

Compute the condition density of X, given that Y = y, where 0 <

y < 1.
(b) If X and Y have the joint density function

4 Let X and Y be independent exponential random variables with 3 1,2 3

parameter α and β, respectively. Consider the square with
corners (0, 0),(0, a),(a, a) and (a, 0), that is, the length of each
side is a.
 (a) Find the value of a for which the probability that (X, Y ) falls
inside a square of side a is 1/2.
(b) Find the conditional pdf of (X, Y ) given that X ≥ a and Y ≥ a
5 A point is chosen uniformly at random from the triangle that is 3 1,2 3
formed by joining the three points (0, 0),(0, 1) and (1, 0) (units
measured in centimetre). Let X and
Y be the co-ordinates of a randomly chosen point.
(i) What is the joint density of X and Y?
(ii) Calculate the expected value of X and Y, i.e., expected co-
ordinates of a randomly chosen point.
(iii) Find the correlation between X and Y . Would the correlation
change if the units are measured in inches
6 (a) Let X, Y, Z be independent and uniformly distributed over 3 1,2 2
(0, 1). Compute P{X ≥ Y Z}
(b) The joint density of X and Y is given by

Find the density function of the random variable X/Y .

7 Let X and Y be a pair of independent random variables, where 3 1,2 3
X is uniformly distributed in the interval (−1, 1) and Y is
uniformly distributed in the interval
(−4, −1). Find the pdf of Z = XY
8 Suppose two persons A and B come to two separate counters 3 1,2 3
for service. Let their service times be independent exponential
r random variables with parameters λA and λB, respectively.
Find the probability that B leaves before A
9 Four independent random variables X1, X2, X3, X4 each 3 1,2 3
gaussian distributed with mean 0 and standard deviation 4 are
combined to form a new random variable Y=X12+X22+X32+X42.
(a) What is the expected value of Y?
(b) What is the variance of Y?
(c) What is the probability of the event 50<Y<80
10 Random variable X has variance of 20 and Y has a variance of 3 1,2 2
5. Their correlation coefficient is 0.7. Find the variance of their
sum. Find the variance of their difference.
 11 Two independent random variables X has variance of 12 and Y 3 1,2 2
has a variance of 18. If W and Z are W=-4X+2Y and Z=3X-6Y.
Find the variances of W and Z. Find the correlation coefficient
of W and Z.
12 A rural electric cooperative has a base load which is constant 3 1,2 3
at 25% of its nominal power capability and three large industrial
customers who operate independently and whose power
demand and probability of demanding that power are listed
below
Industrial Power Probability of
consumer demand demanding power
1 30% 0.3
2 25% 0.4
3 35% 0.25
(a) What is the average power demanded by the system and
the standard deviation of the average power demanded
by the system?
(b) What is the probability that the power demand on the
system will exceed its nominal power capability?

13 Two random variables have a joint pdf. Find E[XY] 3 1,2 2

14 For each of the joint pdf, check whether the random variables 3 1,2 3
are uncorrelated.

(a)

(b)

(c)
15 Write short notes on jointly gaussian random variables 3 1,2 2
16 List any four properties of jointly gaussian random variables 3 1,2 2

Instructions:
1. All even numbered questions: 2/4 B.E ECE A
2. All Odd numbered questions: 2/4 B.E ECE C