K Vasudevan Faculty of EE IIT Kanpur (vasu@iitk.ac.

in) 1

EE320A
Mini Quiz 5
Closed Book
Date: 13th Oct. 2023, 15:00 – 15:20 hrs Max marks: 4
1. Let X be a random variable having pdf

fX (x) = ae−b|x| for a, b > 0, −∞ < x < ∞. (1)

(a) Find the relation between a and b.

(b) Let Y = 2X 2 − c, where c > 0. Compute P (Y < 0). (1 + 3 marks)
- Solution: We have
Z ∞
2 ae−bx = 1
x=0
⇒ 2a = b. (2)

Now

P (Y < 0) = P (2X 2 − c < 0)

= P (X 2 < c/2)
p
= P (|X| < c/2)
Z √c/2
= 2 ae−bx dx
x=0
2a h √ i
= 1 − e−b c/2
hb √ i
= 1 − e−b c/2 . (3)