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ECE 226 Probability Problem Set 6

This document provides the problems from Yates & Goodman 3e chapter 4 for probability and stochastic processes problem set 6. It includes 8 problems involving calculating probabilities and properties of continuous random variables like means, variances, and higher moments. The problems cover finding CDFs and PDFs, expected values, variances, and calculating probabilities.

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مصطفى عبدالرحمن جبار
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19 views3 pages

ECE 226 Probability Problem Set 6

This document provides the problems from Yates & Goodman 3e chapter 4 for probability and stochastic processes problem set 6. It includes 8 problems involving calculating probabilities and properties of continuous random variables like means, variances, and higher moments. The problems cover finding CDFs and PDFs, expected values, variances, and calculating probabilities.

Uploaded by

مصطفى عبدالرحمن جبار
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

ECE 226 Probability and Stochastic Processes Spring 2014

Problem Set 6 Problems

Yates & Goodman 3e Problems 4.2.2, 4.2.4, 4.3.2, 4.3.3, 4.3.4 4.4.2, 4.4.3,
4.4.6, 4.4.8.

Problem 4.2.2 •
The CDF of the continuous random variable V is

0
 v < −5,
2
FV (v) = c(v + 5) −5 ≤ v < 7,

1 v ≥ 7.

(a) What is c?

(b) What is P[V > 4]?

(c) What is P[−3 < V ≤ 0]?

(d) What is the value of a such that P[V > a] = 2/3?

Problem 4.2.4 •
The CDF of random variable W is


 0 w < −5,

w+5
−5 ≤ w < −3,


 8

FW (w) = 14 −3 ≤ w < 3,
+ 3(w−3)
 1
3 ≤ w < 5,




 4 8
1 w ≥ 5.

(a) What is P[W ≤ 4]?

(b) What is P[−2 < W ≤ 2]?

1
(c) What is P[W > 0]?

(d) What is the value of a such that P[W ≤ a] = 1/2?

Problem 4.3.2 •
The cumulative distribution function of random variable X is

0
 x < −1,
FX (x) = (x + 1)/2 −1 ≤ x < 1,

1 x ≥ 1.

Find the PDF fX(x) of X.

Problem 4.3.3 •
Find the PDF fU(u) of the random variable U in Problem 4.2.4.

Problem 4.3.4 
For a constant parameter a > 0, a Rayleigh random variable X has PDF
( 2 2
a2 xe−a x /2 x > 0,
fX (x) =
0 otherwise.

What is the CDF of X?

Problem 4.4.2 •
Let X be a continuous random variable with PDF
(
1/8 1 ≤ x ≤ 9,
fX (x) =
0 otherwise.
√
Let Y = h(X) = 1/ X.

(a) Find E[X] and Var[X].

2
(b) Find h(E[X]) and E[h(X)].

(c) Find E[Y ] and Var[Y ].

Problem 4.4.3 •
Random variable X has CDF

0
 x < 0,
FX (x) = x/2 0 ≤ x ≤ 2,

1 x > 2.

(a) What is E[X]?

(b) What is Var[X]?

Problem 4.4.6 
The cumulative distribution function of random variable V is

0
 v < −5,
2
FV (v) = (v + 5) /144 −5 ≤ v < 7,

1 v ≥ 7.

(a) What are E[V ] and Var[V ]?

(b) What is E[V 3 ]?

Problem 4.4.8 
X is a Pareto (α, µ) random variable, as defined in Appendix A. What is
the largest value of n for which the nth moment E[X n ] exists? For all feasible
values of n, find E[X n ].

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