Documenti di Didattica
Documenti di Professioni
Documenti di Cultura
Probability
Instructor: Professor Roychowdhury
Homework Set 7
Wednesday, November 26, 2014
Wednesday, December 3, 2014
ln 43
x2 =
ln2
x3 =
ln4
.
Solution:
(a) For exponential random variable, r percentiles are computed as follows:
P [X x] = 1 ex =
r
100
1
r
x = ln(1
)
100
then
(90)
2.3
(95)
1
(99)
4.6
100
r
1
)
x = Q (1
100
then
(90) = 1.3
(95) 1.6
(99) 2.3
(y1)2
1
e 22
2
(y+1)2
1
e 22
fY (y|X = 1) = fN (1 + n y) = fN (y + 1) =
2
(b) The receiver decides 0 was transmitted if the observed value of y satisfies:
fY (y|X = 1)P [X = 1] > fY (y|X = +1)P [X = +1]
=
1 e
2
(y+1)2
2 2
1 e
2
(y1)2
(y+1)2
2 +
2
3
4
>
(y1)2
2 2
1
4
2
= 3 > e 2
2y
= ln 3 > 2
= y < ln23 2
ln 3 2
.
2
T 1
) = 5.6076 105
T +1
) = 1.7569 105
= 2.7196 105
Note: the error probability is close to zero.
4. Problem 4.69 Passengers arrive at a taxi stand at an airport at a rate of one passenger
per minutes. The taxi driver will not leave until seven passengers arrive to fill his van.
Suppose that passenger interarrival times are exponential random variable, and let X
be the time to fill a van. Find the probability that more than 10 minutes elapse until
the van is full.
Solution: As we know the time elapsed between two successive occurrences of the
event has an exponential distribution and it is independent of previous occurrences,
then the total number of occurrences of the event has a Possion distribution. Then the
probability less than 7 people in 10 minutes is given by:
P [X] = 1 P [X 10]
6
X
(t)k t
e
=
k!
k=0
6
X
10k
k=0
k!
e10
= 0.1301
5. Problem 4.74
(a) Find the cdf of the m-Erlang random variable by integration of the pdf. Hint:
Use integration by parts.
(b) Show that the derivative of the cdf given by
FSm (t) = 1
m1
X
k=0
(t)k t
e
k!
y m1 ey dy
x
=
e
+
y m2 ey dy
(m 1)!
(m 2)! 0
The integral on the right hand side is identical to the equation for FX (x) with m 1
replaced by m 2 . We can therefore repeatly perform integration by parts to obtain
the cdf of X:
(x)m1 x (x)m2 x
e
e
... +
FX (x) =
(m 1)!
(m 2)!
m1
X (x)k
= 1
ex
k!
k=0
ey dy
FX (x) = 1
m1
X
k=0
therefore:
m1
(x)k x
e
=
k!
(m 1)!
y m1 ey dy
dFX (x)
m1 m1 y
=
y
e
fX (x) =
dx
(m 1)!
6. Problem 4.90 A voltage X is a Gaussian random variable with mean 1 and variance 2.
Find the pdf of the power
resistor P = RX 2
p dissipateddXby an R-ohm
1 1
Solution: Note X = P/R and dP = 2 RP
dX
fP (p) = [fX (x) + fX (x)]|
|
dP
p
p
1
= [fX ( P/R) + fX ( P/R)]
2 RP
P 2
P 2
1
1
= [e( R 1) /4 + e( R 1) /4 ]
2
2 RP
P 2
P 2
1
=
[e( R 1) /4 + e( R +1) /4 ]
4 P R
4
7. Let Y = eX , find the pdf of Y when X is Gaussian random variable. In this case Y is
said to be a lognormal random variable.
Solution: For y > 0, P [Y y] = P [eX y] = P [X ln y] = FX (ln y)
(
0
y0
FY (y) =
FX (ln y) y 0
Therefore, for y > 0 we have
fY (y) =
d
1
FY (y) = fx (ln y)
dy
y
y 2
y0
y0