Advance Digital Communication (EC61213)

Indian Institute of Technology Kharagpur

Department of Electronics and Electrical Communication Engineering
Instructor: Jithin Ravi

Problem Set 2 Autumn 2022

1. Let A and B two events. Find examples such that

(a) Pr(A|B) > Pr(A)

(b) Pr(A|B) < Pr(A).

2. If two events A and B are independent, then show that Ac and B are also independent.

3. If X is a constant function, i.e., X(ω) = c for all ω ∈ Ω, then show that X is a random
variable irrespective of the σ-algebra.

4. A game in a casino is as follows. You toss an unbiased coin. If it shows heads, you pay Rs.
2. If it shows tails, then you spin a wheel which shows a real value from 0 to 10. The rupees
that you win is the value it shows. Let X denote the random variable of your gain or loss.
Find the cdf of X and compute the probability that your gain or loss will be less than Rs. 3.

5. Ram forgets the password to log into his system. But he remembers it is 4-digit password
and it consists of {5, 6, 8, 9}. If he tries all possible passwords completely at random, what is
the expected number of attempts required to find the correct password?

6. For any two independent random variables X and Y , show that

E(XY ) = E(X)E(Y ).

7. A coin with probability of heads p and tails 1 − p is tossed repeatedly. Let X be the number
of tosses until the first tails appears. Find the expectation of X.

8. For random variable X, show that var(bX + a) = b2 var(X), where var() denotes the variance
and a, b ∈ R.

9. Let X be distributed uniformly on the interval [a, b]. Find the variance of X. Check whether
the variance X depends on the values of a and b.
2
10. Let X and Y be two zero-mean jointly Gaussian random variables with variances σX , σY2 ,
and covariance E(XY ) = k. Find the conditional density fY |X (y|x) which is defined as
fY,X (y, x)
fY |X (y|x) = .
fX (x)