Scribd
Upload
4 views1 page

Problem Set 6

The document is a problem set for EE 325: Probability and Random Processes, consisting of various problems related to probability theory and random variables. It includes topics such as the Borel-Cantelli Lemma, convergence in distribution, and the Central Limit Theorem. Each problem requires proofs or counter-examples related to the behavior of sequences of events and random variables.

Uploaded by

fokiwe3682
Copyright
© All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
4 views1 page

Problem Set 6

The document is a problem set for EE 325: Probability and Random Processes, consisting of various problems related to probability theory and random variables. It includes topics such as the Borel-Cantelli Lemma, convergence in distribution, and the Central Limit Theorem. Each problem requires proofs or counter-examples related to the behavior of sequences of events and random variables.

Uploaded by

fokiwe3682
Copyright
© All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd

EE 325: Probability and Random Processes

Problem Set 6

1. Suppose that the events An satisfy the following properties.

(a) lim P (An ) = 0


n→∞
P∞
(b) n=1 P (An+1 \An ) < ∞

Show that P (An i.o) = 0 or An will not occur "infinitely often".

2. Let An be a sequence of independent events with P (An ) < 1 for all n, and P (∪∞
n=1 An ) = 1.
Prove that P ({An infinitely often}) = 1.

3. Provide a counter-example that Borel Cantelli Lemma 2 cannot be applied for dependent
events.

4. A fair coin is tossed repeatedly, each toss being independent. Prove that with probability
1, the sequence “HTT” occurs infinitely often.

5. X is Binomial(n, nλ ) random variable. Prove that X converges in distribution to Poisson(λ)


as n increases.

6. (a) Consider the sequence of random variables {Xn }n≥1 taking values in [0, 1], where
the density function of Xn is given by:

fXn (x) = 1 − cos(2πnx) (x ∈ [0, 1]).

Does the sequence {Xn }n≥1 converge in distribution? If so, to what limit?
p
(b) Let Xn ∼ Exp(n), show that Xn → − 0. That is the sequence X1 , X2 , X3 , · · ·
converges in probability to the zero random variable X.

7. Let {Xn } be a sequence of random variables with


   
1 1 1
P Xn = = = P Xn = − .
n 2 n
Does Xn converge in mean, m.s. (mean square), a.s. (absolute) sense?

8. Consider two random sequences {Xn }n≥1 and {Yn }n≥1 . Suppose that Xn and Yn con-
verge to a and b respectively in probability, where a and b are real numbers. Prove that
Xn + Yn converges to a + b in probability.

9. A machine processes parts, one at a time. The processing times of different parts are
independent random variables, uniformly distributed in [1, 5] time units. Use the Central
Limit Theorem to approximate the probability that at least 100 parts get processed within
320 time units.

You might also like