Probability and Stochastic Processes (ENCS 6161)

SOLUTIONS – ASSIGNMENT NO. 2

Problem No. 3.17

(a) The output: 𝑌 = 𝑁 + 𝑥, where 𝑥 = 2 𝑉 and 𝑁 ∈ {0, −1, −2, −3}
𝑦 = 0 + 2 = 2 with probability 4/10
𝑦 = −1 + 2 = 1 with probability 3/10
𝑦 = −2 + 2 = 0 with probability 2/10
𝑦 = −3 + 2 = −1 with probability 1/10

(b)
4
𝑃[𝑌 = 2] =
10
(c)
3 4 7
𝑃[𝑌 > 0] = 𝑃[𝑌 = 1 𝑜𝑟 2] = 𝑃[𝑌 = 1] + 𝑃[𝑌 = 2] = + =
10 10 10

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Problem No. 3.46
The number of active components is a binomial random variable with parameters 𝑛 = 8 and 𝑝 =
0.25:
𝑛
𝑃[𝑁 = 𝑘] = ( ) 𝑝𝑘 (1 − 𝑝)𝑛−𝑘
𝑘
(a)
8
𝑃[𝑁 = 0] = ( ) 𝑝0 (1 − 𝑝)8 = (0.75)8 = 0.100
0
(b)
8
𝑃[𝑁 = 1] = ( ) 𝑝1 (1 − 𝑝)7 = 8(0.25)(0.75)7 = 0.267
1
(c)
8
8
𝑃[𝑁 > 4] = ∑ ( ) 𝑝𝑘 (1 − 𝑝)8−𝑘
𝑘
𝑘=5
8 8
= ( ) 𝑝5 (1 − 𝑝)3 + ( ) 𝑝6 (1 − 𝑝)2
5 6
8 8
+ ( ) 𝑝7 (1 − 𝑝)1 + ( ) 𝑝8 (1 − 𝑝)0 = 0.0273
7 8

(d)
5
8
𝑃[2 < 𝑁 < 6] = ∑ ( ) 𝑝𝑘 (1 − 𝑝)8−𝑘
𝑘
𝑘=3
8 8 8
= ( ) 𝑝3 (1 − 𝑝)5 + ( ) 𝑝4 (1 − 𝑝)4 + ( ) 𝑝5 (1 − 𝑝)3
3 4 5
= 0.3172

Page 2 of 8
Problem No. 3.52
𝑝 = 0.01, 𝑁 number of error free character until first error
(a)
𝑃[𝑁 = 𝑘] = (1 − 𝑝)𝑘 𝑝, 𝑘 = 0, 1, 2, …
(b)
∞ ∞

𝐸[𝑁] = ∑ 𝑘 (1 − 𝑝)𝑘 𝑝 = 𝑝(1 − 𝑝) ∑ 𝑘 (1 − 𝑝)𝑘−1

𝑘=0 𝑘=0

Refer to Equation 3.14 in the text

∞
1
∑ 𝑘𝑥 𝑘−1 =
(1 − 𝑥)2
𝑘=0
1 1−𝑝
𝐸[𝑁] = 𝑝(1 − 𝑝) 2 =
(1 − (1 − 𝑝)) 𝑝

(c) 99% sure that at least 1000 characters are correct

∞

0.99 = 𝑃[𝑁 ≥ 𝑘𝑜 ] = ∑ (1 − 𝑝)𝑘 𝑝

𝑘=𝑘0

Let 𝑘 ′ = 𝑘 − 𝑘0 → 𝑘 = 𝑘 ′ + 𝑘0
∞ ∞
𝑘 ′ +𝑘 ′
𝑃[𝑁 ≥ 𝑘𝑜 ] = 𝑝 ∑ (1 − 𝑝) 0 = 𝑝(1 − 𝑝)𝑘0 ∑ (1 − 𝑝)𝑘
𝑘 ′ =0 𝑘 ′ =0

1 1
= 𝑝(1 − 𝑝)𝑘0 = 𝑝(1 − 𝑝)𝑘0
(1 − (1 − 𝑝)) 𝑝
= (1 − 𝑝)𝑘0

k 0 = 1000 → 0.99 = 𝑃[𝑁 ≥ 1000] → 0.99 = (1 − 𝑝)1000 → ln 0.99 = 1000 ln(1 − 𝑝)

𝑙𝑛0.99 𝑙𝑛0.99 𝑙𝑛0.99
𝑙𝑛(1 − 𝑝) = → 1 − 𝑝 = exp ( ) → 𝑝 = 1 − exp ( ) = 1.005 × 10−5
1000 1000 1000

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Problem No. 3.57
The number of sultana raisins 𝑁𝑠 , the number of iridescent red cherry bits 𝑁𝑅 , and the number of
radioactive green cherry bits 𝑁𝐺 in a one-twelfth slice of the cake are independent Poisson
1 1 1
random variables with parameters 𝛼𝑆 = 4, 12 𝛼𝑅 = 2, 12 𝛼𝐺 = 1, respectively.
12

1 𝑘 1 𝑘 1 𝑘
( 𝛼𝑠 ) 1 ( 𝛼𝑅 ) 1 ( 𝛼𝐺 ) 1
− 𝛼 − 𝛼
𝑃[𝑁𝑠 = 𝑘] = 12
𝑒 12 𝑠 , 𝑃[𝑁𝑅 = 𝑘] = 12
𝑒 12 𝑅 , 𝑃[𝑁𝐺 = 𝑘] = 12
𝑒 − 12𝛼𝐺 , 𝑘 = 0, 1, …
𝑘! 𝑘! 𝑘!

(a)
0
1
(12 𝛼𝐺 ) 𝛼𝐺
𝑃[𝑁𝐺 = 0] = 𝑒 − 12 = 𝑒 −1 = 0.368
0!
(b)
𝑃[𝑁𝐺 = 0, 𝑁𝑅 ≤ 2] = 𝑃[𝑁𝐺 = 0]𝑃[𝑁𝑅 ≤ 2]
𝑘
2 1
(12 𝛼𝑅 ) 𝛼𝑅
= [𝑒 −1 ] [∑ 𝑒 − 12 ]
𝑘!
𝑘=0

4
= 𝑒 −1 [𝑒 −2 + 2𝑒 −2 + 𝑒 −2 ] = 5𝑒 −3 = 0.249
2
(c)
𝑃[𝑁𝐺 = 0, 𝑁𝑅 = 0, 𝑁𝑆 > 5] = 𝑃[𝑁𝐺 = 0]𝑃[𝑁𝑅 = 0]𝑃[𝑁𝑆 > 5]
= (𝑒 −1 )(𝑒 −2 )[1 − 𝑃[𝑁𝑆 ≤ 5]]
𝑘
5 1
(12 𝛼𝑆 ) 𝛼𝑆
= (𝑒 −1 )(𝑒 −2 ) [1 − ∑ 𝑒 −12 ]
𝑘!
𝑘=0

40 41 42 43 44 45
= (𝑒 −1 )(𝑒 −2 ) [1 − [ 𝑒 −4 + 𝑒 −4 + 𝑒 −4 + 𝑒 −4 + 𝑒 −4 + 𝑒 −4 ]]
0! 1! 2! 3! 4! 5!
643
= (𝑒 −1 )(𝑒 −2 ) [1 − 𝑒 −4 ( )] = (𝑒 −1 )(𝑒 −2 )[1 − 0.785]
15
= (𝑒 −1 )(𝑒 −2 )(0.214) = 𝑒 −3 (0.214) = 0.0106
It is hard to avoid the green and red bits with more than 5 raisins.

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Problem No. 3.61
𝛼𝑘
Poisson random variable: 𝑃[𝑋 = 𝑘] = 𝑒 −𝛼 , 𝑘 = 0 1 2 …
𝑘!
𝛼𝑘 𝛼𝑘 𝛼𝑘
(a) 𝐸[𝑋] = ∑∞
𝑘=0 𝑘 𝑒 −𝛼 = ∑∞
𝑘=1 𝑘 (𝑘)! 𝑒
−𝛼
= ∑∞
𝑘=1 (𝑘−1)! 𝑒
−𝛼
𝑘!

𝛼𝑘−1
= 𝛼 ∑∞
𝑘=1 (𝑘−1)! 𝑒
−𝛼

Let 𝑘 ′ = 𝑘 − 1

∞ ′
𝛼𝑘
𝐸 [𝑋] = 𝛼 ∑ ′ 𝑒 −𝛼 = 𝛼
𝑘!
⏟′ =0
𝑘
1
∞ ∞ ∞
2] 2
𝛼 𝑘 −𝛼 2
𝛼 𝑘 −𝛼 𝛼 𝑘−1 −𝛼
𝐸[𝑋 = ∑ 𝑘 𝑒 = ∑𝑘 𝑒 = 𝛼∑𝑘 𝑒
𝑘! 𝑘! (𝑘 − 1)!
𝑘=0 𝑘=1 𝑘=1

(b)

Let 𝑘 ′ = 𝑘 − 1
∞ ′
2]
𝛼𝑘
𝐸[𝑋 =𝛼∑ (𝑘 ′ + 1) ′ 𝑒 −𝛼
𝑘!
𝑘 ′ =0

∞ ′ ∞ ′
𝛼 𝑘 −𝛼 𝛼 𝑘 −𝛼
=𝛼 ∑ (𝑘 ′ ) 𝑒 + ∑ 𝑒
𝑘′! 𝑘′!
⏟′ =0
𝑘 ⏟=0
𝑘 ′
[ 𝛼 1 ]
= 𝛼(𝛼 + 1)

𝑉𝑎𝑟[𝑋] = 𝐸[𝑋 2 ] − (𝐸[𝑋])2

= 𝛼 2 + 𝛼 − (𝛼)2 = 𝛼

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Problem No. 3.69
𝑋 uniform in the set {−3, −2, … , 3, 4}
1
𝑃[𝑋 = 𝑗] =
8
(a)

𝐸[𝑋] = ∑ 𝑗𝑃[𝑋 = 𝑗]
𝑗

1 4 1
𝐸[𝑋] = (−3 − 2 − 1 + 0 + 1 + 2 + 3 + 4) = = = 0.5
8 8 2
𝐸[𝑋 2 ] = ∑ 𝑗 2 𝑃[𝑋 = 𝑗]
𝑗

1
𝐸[𝑋 2 ] = ((−3)2 + (−2)2 + (−1)2 + (0)2 + (1)2 + (2)2 + (3)2 + (4)2 )
8
44
= = 5.5
8
𝑉𝐴𝑅[𝑋] = 𝐸[𝑋 2 ] − 𝐸[𝑋]2 = 5.5 − (. 5)2 = 5.25
(b)
𝑌 = −2𝑋 2 + 3
11
𝐸[𝑌] = −2𝐸[𝑋 2 ] + 3 = −2 [ ] + 3 = −8
2
𝐸[𝑌 2 ] = 𝐸[(−2𝑋 2 + 3)2 ] = 𝐸[4𝑋 4 − 12𝑋 + 9]
1 452
𝐸[𝑋 4 ] = [(−3)4 + (−2)4 + (−1)4 + (0)4 + (1)4 + (2)4 + (3)4 + (4)4 ] = = 56.5
8 8
𝐸[𝑋 2 ] = 5.5
𝐸[𝑌 2 ] = 4(56.5) − 12(5.5) + 9 = 169
𝑉𝐴𝑅[𝑌] = 𝐸[𝑌 2 ] − (𝐸[𝑌])2 = 169 − (−8)2 = 105

Page 6 of 8
 (c)
𝜋𝑋
𝑊 = cos ( )
8
𝑋 = −3 → 𝑊 = 0.38
1
𝑋 = −2 → 𝑊 =
√2
𝑋 = −1 → 𝑊 = 0.92
𝑋= 0 →𝑊=1
𝑋 = 1 → 𝑊 = 0.92
1
𝑋= 2 →𝑊=
√2
𝑋 = 3 → 𝑊 = 0.38
𝑋= 4 →𝑊=0
1 1 1 2 2 2
𝑃[𝑊 = 0] = 8, 𝑃[𝑊 = 1] = 8, 𝑃 [𝑊 = ] = 8, 𝑃[𝑊 = 0.92] = 8, 𝑃[𝑊 = 0.38] = 8
√2

1 1 1 2 2 2
𝐸[𝑊] = (0) ( ) + (1) ( ) + ( ) ( ) + (0.92) ( ) + (0.38) ( ) = 0.6267
8 8 √2 8 8 8
1 1 1 2 2 2 2
𝐸[𝑊 2 ] = (0)2 ( ) + (1)2 ( ) + ( ) ( ) + (0.92)2 ( ) + (0.38)2 ( ) = 0.4977
8 8 √2 8 8 8
𝑉𝐴𝑅[𝑊] = 𝐸[𝑊 2 ] − 𝐸[𝑊]2 = 0.497 − (0.6267)2 = 0.104

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 (d)
𝜋𝑋
𝑍 = cos 2 ( )
8
𝑋 = −3 → 𝑍 = 0.146
1
𝑋 = −2 → 𝑍 =
2
𝑋 = −1 → 𝑍 = 0.853
𝑋= 0 →𝑍=1
𝑋 = 1 → 𝑍 = 0.853
1
𝑋= 2 →𝑍=
2
𝑋 = 3 → 𝑍 = 0.146
𝑋= 4 →𝑍=0

1 1 1 2 2 2
𝑃[𝑍 = 0] = 8, 𝑃[𝑊 = 1] = 8, 𝑃 [𝑊 = 2] = 8, 𝑃[𝑊 = 0.146] = 8, 𝑃[𝑊 = 0.8535] = 8
1 1 1 2 2 2
𝐸[𝑍] = (0) ( ) + (1) ( ) + ( ) ( ) + (0.146) ( ) + (0.8535) ( ) = 0.4998
8 8 2 8 8 8
1 1 2 2 2 2
𝐸[𝑍 2 ] = (1)2 ( ) + ( ) ( ) + (0.146)2 ( ) + (0.8535)2 ( ) = 0.3749
8 2 8 8 8
𝑉𝐴𝑅[𝑍] = 𝐸[𝑍 2 ] − 𝐸[𝑍]2 = 0.3749 − (0.4998)2 = 0.125

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