Islamic University of Gaza Probability and Stochastic Processes

Faculty of Engineering EELE 3340

Electrical Engineering Department Fall semester 2011/2012

Problem Set #6 Solution
Problem(1)
For the following Gaussian R.V,


the peak value is 0.4
(a) Find the expected value and standard deviation.
(b) Sketch the

().




















2
2
6 9
2
2
1
( )
2
x x
X
f x e
o
to
+

=
2 2
2 2
6 9 ( 3)
2 2
2 2
2
1 1
( )
2 2
3
1
( 3) 0.4 1
2
x x x
X
X
f x e e
mean
f x
o o
to to
o
to
+

= =
=
= = = =
Solution
Problem(2)
Find the value of the following probabilities:
a ( > 1.26)
b ( < 0.86)
c > 1.37
d 1.25 < < 0.37













































| |
(a) ( 1.26) 1 ( 1.26) 1 (1.26) 1 0.89616 0.10384
(b) 0.86) 1 (0.86) 1 0.8051 0.1949
(c) 1.37) 1 1.37) 1 1 (1.37) (1.37) 0.9147
(d) 1.25 0.37) (0.37) ( 1.25) (0.
P Z P Z
P(Z <
P(Z P(Z
P( Z
> = s = u = =
= u = =
> = < = u = u =
< < = u u = u
Solution
| |
37) 1 (1.25)
(0.37) 1 (1.25) 0.6443 1 0.8944 0.5384
u
= u + u = + =
Problem(3)
Suppose the current in a wire are assumed to follow a normal distribution with a mean of 10 milli-amperes
and a variance of 4 milli-amperes.
(a) What is the probability that a measurement will exceed 13 milli-amperes?
(b) What is the probability that a current is between 9 and 11 milli-amperes?
















































( )
| |
(a)
13 10
13 1.5
4
13) ( 1.5) 1 ( 1.5) 1 (1.5) 1 0.9332 0.0668
(b)
9 10 11 10
(9 11) 0.5 0.5
2 2
(0.5) ( 0.5) (0.5) 1 (0.5)

X
X Z
P(X P Z P Z
P X P Z P Z

o

= = = =
> = > = s = u = =

| |
< < = < < = < <
|
\ .
= u u = u u
Solution
2 (0.5) 1 2*0.6915 1 0.383 = u = =

Problem(4)
Find the value of the following integral:






Exercises











( )
2
2
2
1.2
/ 2
0
/ 2
3.5
2 1
2
2
1
(a) ( )
2
1
(b) ( )
2
1
(c) ( )
2
u
U
u
U
u
U
f u e du
f u e du
f u e du
t
t
t

=
=
=
}
}
}
( )
2
2
2
2
1.2
/ 2
0
1.2
/ 2
0
/ 2 4
3.5
2 1
2
2
1
( ) 0 & =1
2
1
(0 1.2) (1.2) (0) 0.8849 0.5 0.3849
2
1
( 3.5) (3.5) 2.33 10
2

1
( )
2
1
2 1 2
2
2
u
U
u
u
u
U
f u e du
e du P Z
e du P Z Q
f u e du
z u dz du du dz
u
o
t
t
t
t

= =
= s s = u u = =
= > = =
=
= = =
=
}
}
}
}
Solution
(a)
(b)
(c)
2 2
3 3
2 2
3 3
2 1 3
2 1
1 1 1 1 1 1
( ) (3) 1.35 10 0.675 10
2 2 2 2
2 2
z z
Z
z z
z u
u z u
f z e dz e dz Q
t t


= =
= =
= = =
= = = = =
} }
Problem(5)
A production line manufactures 1000-ohm (R) resistors that have 10 percent tolerance. Let X denotes the
resistance of a resistor. Assuming that X is a normal R.V. with mean 1000 and variance
2500, find the probability that a resistor picked at random will be rejected.


























( ) ( )
( )
( ) ( ) ( )
( ) ( 900) ( 1100) ( 900) 1 ( 1100)
= (900) 1 (1100)
900 1000
(900) 2 1 2
50
1100 1000
(1100) 2
50
( ) 1 2 1 2 2 2 2 2 2*0.97725 0.0455
X X
X
X
P R P X P X P X P X
F F
F
F
P R
= < + > = < + s
+

| |
= u = u = u
|
\ .

| |
= u = u
|
\ .
= u + u = u = =
Solution
Problem(6)
Consider the function given by




(a) Sketch

and show that

has the properties of a CDF.

(b) Find
i. [
1
4
]
ii. [0 <
1
4
]
iii. [ = 0]
iv. [0
1
4
]
(c) Specify the type of the R.V X.



















0 0
1 1
0
2 2
1
1
2
X
x
F (x) x x
x

<

= + s <

>

0 ( ) 1
( ) 1
( ) 0
( ) is nondecreasing function.
satisfy
1 1 1 1 3
( )
4 4 4 2 4
1 1
(0 )
4 4
X
X
X
X
X
X X
F x
F
F
F X
P X F
P X F F
+
+
s s
=
=

| |
s = = + =
|
\ .
| |
< s =
|
\ .
So
(a)
(b)
[i]
[ii]
lution
( )
( ) ( )
( )
3 1 1
0
4 2 4
1 1
( 0) ( 0) ( 0) 0 0 0
2 2
1 1 3 3
(0 ) 0 0
4 4 4 4
The R.V is mixed r.v
X X
X X
P X P X P X F F
P X F F
+
+
+

= =
= = s < = = =
| |
s s = = =
|
\ .
[iii]
[iv]
(c)
Problem(7)

A R.V X is defined by the PDF




(a) Find the value of k.
(b) Find the type of X.














0 0
1
0 1
2
1
X
x
F (x) x x
k x
<

= s <

>

1
The R.V is mixed r.v
k =
Solution
(a)
(b)