Carleton University Probability and Random Processes

Department of Systems and SYSC 2510

Computer Engineering A. H. Banihashemi

Problem Set #4

1. An information source produces symbols at random from a five-letter alphabet:

S = {a, b, c, d, e}. The probabilities of the symbols are
p(a) = 21 , p(b) = 14 , p(c) = 81 , and 1
p(d) = p(e) = 16 .
A data compression system encodes the letters into binary strings as follows:
a 1
b 01
c 001
d 0001
e 0000
Let the random variable Y be equal to the length of the binary string output by the system.
Specify the sample space of Y , SY , and the probabilities of its values.

2. A coin is tossed n times. Let the random variable Y be the difference between the number
of heads and the number of tails.

(a) Describe the sample space of Y , SY

(b) Find the equivalent event for the event {Y = 0}.
(c) Find the equivalent event for the event {Y ≤ k} for k a positive integer.

3. Suppose that a point is selected at random from inside the unit circle. Let Y be the distance
of the point from the origin.

(a) Find the sample space of Y , SY .

(b) Find the equivalent event in S for the event {Y ≤ y}.
(c) Find P [Y ≤ y].

4. A dart is thrown onto a square b units wide. Assume that the dart is equally likely to
fall anywhere in the square. Let the random variable Z be given by the sum of the two
coordinates of the point where the dart lands.

(a) Describe the sample space of Z, SZ .

(b) Find the region in the square corresponding to the event {Z ≤ z} for −∞ < z < +∞.
(c) Find P [Z ≤ z].

1
5. Plot the cdf for the random variable Y defined in Problem 1. Specify the type of Y .

6. Plot the cdf for the random variable Z defined in Problem 4. Specify the type of Z.

7. The cdf of a random variable X is shown in Fig.1.

Figure 1: cdf of a random variable X

(a) What type of random variable is X?

(b) Find the following probabilities in terms of the cdf of X:
P [X < −1/2] P [X < 0] P [X ≤ 0]
P [1/4 ≤ X < 1] P [1/4 ≤ X ≤ 1] P [X > 1/2]
P [X ≥ 5] P [X < 5].

8. The Rayleigh random variable has cdf:

(
0, r<0
FR (r) = −r 2 /2σ 2 , (1)
1−e , r≥0

Find P [σ ≤ R ≤ 2σ] and P [R > 3σ].

9. A random variable X has pdf

(
cx(1 − x), 0≤x≤1
fX (x) = , (2)
0, elsewhere

(a) Find c.
(b) Find P [1/2 ≤ X ≤ 3/4].
(c) Find FX (x).

2
10. A random variable X has pdf
(
c(1 − x4 ), −1 ≤ x ≤ 1
fX (x) = , (3)
0, elsewhere

(a) Find c.
(b) Find the cdf of X.
(c) Find P [|X| < 1/2].

11. A random variable x has the pdf shown in Fig.2.

Figure 2: pdf of the random variable X

(a) Find fX (x).

(b) Find the cdf of X.
(c) Find b such that P [|X| < b] = 1/2.

12. Let X be the exponential random variable in Table 4.1.

(a) Find and plot FX (x|X > t). How does FX (x|X > t) differ from FX (x).
(b) Find and plot fX (x|X > t).
(c) Show that P [X > t + x|X > t] = P [X > x]. Explain why this is called the memoryless
property.

13. (a) Find and plot FX (x|a ≤ X ≤ b). Compare FX (x|a ≤ X ≤ b) to FX (x).
(b) Find and plot fX (x|a ≤ X ≤ b).