Probability Assignment

1. A collection of letters, a–z, is mixed in a jar. Two letters are drawn at random, one after
the other. What is the probability of drawing a vowel (a, e, i, o, u) and a consonant in
either order? What is the sample space?

2. A number x is selected at random in the interval [−1, 2]. Let the events

A = {x | x < 0}, B = {x | |x − 0.5| < 0.5}, C = {x | x > 0.75}.

Find:

(a) P[A | B]
(b) P[B | C]
(c) P[A | C c ]
(d) P[B | C c ]

3. Let the events A and B have P[A] = x, P[B] = y, and P[A ∪ B] = z. Find:

(a) P[A ∩ B]
(b) P[Ac ∩ B c ]
(c) P[Ac ∪ B c ]
(d) P[A ∩ B c ]
(e) P[Ac ∪ B]

4. Let A, B, C be events with probabilities P[A] = 0.5, P[B] = 0.2, P[C] = 0.4. Find:

(a) P[A ∪ B] if A and B are independent

(b) P[A ∪ B] if A and B are disjoint
(c) P[A ∪ B ∪ C] if A, B, and C are independent
(d) P[A ∪ B ∪ C] if A, B, and C are pairwise disjoint; can this happen?

5. A block of information is transmitted repeatedly over a noisy channel until an error-free

block is received. Let M ≥ 1 be the number of blocks required for a transmission. Define:

(i) A = {M is even}
(ii) B = {M is a multiple of 3}
(iii) C = {M is less than or equal to 6}

Assume that the probability of requiring one additional block is half of the probability
without the additional block, i.e.,
 k
1
P[M = k] = , k = 1, 2, . . .
2

Determine:

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 (a) P[A], P[B], P[C], P[C c ]
(b) P[A ∩ B], P[A \ B], P[A ∩ B ∩ C]
(c) P[A | B], P[B | A]
(d) P[A | B ∩ C], P[A ∩ B | C]

6. A binary communication system transmits a signal X that is either +2 or −2. A malicious

channel reduces the magnitude of the received signal by the number of heads in two tosses
of a coin. Let Y be the resulting signal. Possible values of Y are:

2 Heads 1 Head No Head

X = −2 Y =0 Y = −1 Y = −2
X = +2 Y =0 Y = +1 Y = +2

Assume P[X = +2] = P[X = −2] = 0.5.

(a) Find the sample space of Y , and hence the probability of each value of Y .
(b) Find P[X = +2 | Y = 1] and P[Y = 1 | X = −2].

7. A block of 100 bits is transmitted over a binary channel with bit error probability p = 10−2 .

(a) If the block has 1 or fewer errors, the receiver accepts it. Find the probability that
the block is accepted.
(b) If the block has more than 1 error, it is retransmitted. What is the probability that
4 blocks are transmitted?

8. A machine makes errors in a certain operation with probability p. There are two types
of errors. The fraction of errors that are type A is α, and type B is 1 − α.

(a) What is the probability of k errors in n operations?

(b) What is the probability of k1 type A errors in n operations?
(c) What is the probability of k2 type B errors in n operations?
(d) What is the joint probability

n−k1
of k1 type A errors and k2 type B errors in n operations?
n
Hint: There are k1 k2 possibilities of having k1 type A errors and k2 type B
errors in n operations.

9. A computer manufacturer uses chips from three sources. Chips from A, B, and C are
defective with probabilities 0.005, 0.001, and 0.01, respectively. The proportions from
A, B, C are 0.5, 0.1, 0.4. If a chip is found defective, find:

(a) P[chip from A | defective]

(b) P[chip from B | defective]
(c) P[chip from C | defective]

Hint: Use the law of total probability.

10. In a lot of 100 items, 50 are defective. Suppose m items are selected for testing. The
process is said to malfunction if one or more items tested are defective. Let this failure
probability be p. Find the minimum m such that p ≥ 0.99.

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11. One of two coins is selected at random and tossed three times. The first coin comes up
heads with probability p1 = 1/3 and the second coin with probability p2 = 2/3.

(a) What is the probability that the number of heads is k = 3?

(b) Repeat (a) for k = 0, 1, 2.
(c) Find the probability that coin 1 was tossed given that k heads were observed, for
k = 0, 1, 2, 3.
(d) In part (c), which coin is more probably when 2 heads have been observed?

12. Consider the following communication channel. A source transmits a string of binary
symbols through a noisy communication channel. Each symbol is 0 or 1 with probability
p and 1 − p, respectively, and is received incorrectly with probability ε0 and ε1 , respec-
tively. Errors in different symbol transmissions are independent.

Denote S as the source and R as the receiver.

(a) What is the probability that a symbol is correctly received? Hint: Find P[R =
1 ∩ S = 1] and P[R = 0 ∩ S = 0].
(b) Find the probability of receiving 1011 conditioned on that 1011 was sent, i.e., P[R =
1011 | S = 1011].
(c) In an effort to improve reliability, each symbol is transmitted three times and the
received string is decoded by majority rule. In other words, a 0 (or 1) is transmitted
as 000 (or 111, respectively), and it is decoded at the receiver as a 0 (or 1) if and
only if the received three-symbol string contains at least two 0s (or 1s, respectively).
What is the probability that the symbol is correctly decoded, given that we send a
0?
(d) Suppose that the scheme of part (c) is used. What is the probability that a 0 was
sent conditioned on that the string 101 was received?
(e) Suppose the scheme of part (c) is used, and given that a 0 was sent. For what value
of ε0 is there an improvement in the probability of correct decoding? Assume that
ε0 ̸= 0.

13. A modem transmits a +2 voltage signal into a channel. The channel adds to this signal
a noise term that is drawn from the set {0, −1, −2, −3} with respective probabilities
4 3 2 1
{ 10 , 10 , 10 , 10 }.

(a) Find the PMF of the output Y of the channel.

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 (b) What is the probability that the output of the channel is equal to the input of the
channel?
(c) What is the probability that the output of the channel is positive?
(d) Find the expected value E[Y ] and variance Var(Y ) of Y .

14. A binary communication channel has a probability of bit error of p = 10−6 . Suppose that
transmission occur in blocks of 10,000 bits. Let N be the number of errors introduced by
the channel in a transmission block.

(a) What is the PMF of N ?

(b) Find P [N = 0] and P [N ≤ 3].
(c) For what value of p will the probability of 1 or more errors in a block be 99%?

Hint: Use the Poisson approximation to binomial random variables.

15. Let X be a random variable with PMF pk = c/2k for k = 1, 2, . . . .

(a) Determine the value of c.

(b) Find P (X > 4) and P (6 ≤ X ≤ 8).
(c) Find E[X] and Var[X].

16. An audio player uses a low-quality hard drive. The probability that the hard-drive fails
after using for one month is 1/12. If it fails, the manufacturer offers a free-of-charge
repair for the customer. For cost of each repair, however, the manufacturer has to pay
$20. The initial cost of building the player is $50, and suppose that the manufacturer
offers a 1-year warranty. That is, within one year, the customer can ask for a free-repair
for up to 12 times.

(a) Let X be the number of months when the player fails. What is the PMF of X?
Hint: P [X = 1] may not be very high, because if the hard-drive fails, it will be fixed
by the manufacturer. Once fixed, the drive can possibly fail again in the remaining
months. So saying X = 1 is equivalent to saying that there is only one failure in the
entire 12-month period.
(b) What is the average cost per player?

17. A voltage X is uniformly distributed in the set {−3, . . . , 3, 4}.

(a) Find the mean and variance of X.

(b) Find the mean and variance of Y = −2X 2 + 3.
(c) Find the mean and variance of W = cos(πX/8).
(d) Find the mean and variance of Z = cos2 (πX/8).

18. Two dice are tossed. Let X be the absolute difference in the number of dots facing up.

(a) Find and plot the PMF of X.

(b) Find the probability that X ≤ 2.
(c) Find E[X] and Var[X].

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 n

k
19. (a) Consider the binomial probability mass function pX (k) = k
p (1 − p)n−k . Show
that the mean is E[X] = np.
(b) Consider the geometric probability mass function pX (k) = p(1 − p)k for k = 0, 1, . . . .
Show that the mean is E[X] = (1 − p)/p.
λk e−λ
(c) Consider the Poisson probability mass function pX (k) = k!
. Show that the vari-
ance is Var[X] = λ.
(d) Consider the uniform probability mass function pX (k) = L1 for k = 1, . . . , L. Show
2
that the variance is Var[X] = L 12−1 . Hint: 1 + 2 + · · · + n = n(n+1)
2
and 12 + 22 +
3 2
· · · + n2 = n3 + n2 + n6 .

20. (a) If X is Poisson(λ), compute E[1/(X + 1)].

(b) If X is Bernoulli(p) and Y is Bernoulli(q), compute E[(X + Y )2 ] if X and Y are
independent.
(c) Let X be a random variable with mean µ and variance σ 2 . Let ∆(θ) = E[(X − θ)2 ].
Find θ that minimizes the error ∆(θ).
(d) Suppose that X1 , . . . , Xn are independent uniform random variables in {0, 1, . . . , 100}.
Evaluate P [min(X1 , . . . , Xn ) > ℓ] for any ℓ ∈ {0, 1, . . . , 100}.

21. Consider an information source that produces numbers k in the set SX = {1, 2, 3, 4}.
Find and plot the PMF in the following cases:

(a) pk = p1 /k, for k = 1, 2, 3, 4. Hint: Find p1 .

(b) pk+1 = pk /2 for k = 1, 2, 3.
(c) pk+1 = pk /2k for k = 1, 2, 3.
(d) Can the random variables in part (a)-(c) be extended to take on values in the set
{1, 2, . . . }? If yes, why? If no, why not? Hint: You may use the fact that the series
1 + 12 + 13 + . . . diverges.

22. Let ( (
1, if X > 10 X − 10, if X − 10 > 0
g(X) = and h(X) =
0, otherwise. 0, otherwise.

(a) Find E[g(X)] for X as in Problem 9(a) with SX = {1, . . . , 15}.

(b) Find E[h(X)] for X as in Problem 9(b) with SX = {1, . . . , 15}.

23. Consider a CDF 


 0, if x < −1

0.5, if − 1 ≤ x < 0
FX (x) =


 (1 + x)/2, if 0 ≤ x < 1

1, otherwise.

(a) Find P [X < −1], P [−0.5 < X < 0.5] and P [X > 0.5].
(b) Find fX (x).

24. Let X be a Gaussian random variable with µ = 5, σ 2 = 16.

(a) P [X > 4], P [2 ≤ X ≤ 7].

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 (b) If P [X < a] = 0.8869, find a.
(c) If P [X > b] = 0.1131, find b.
(d) If P [13 < X ≤ c] = 0.0011, find c.

25. A continuous random variable X is uniformly distributed in [−2, 2].

(a) Let Y = sin(πX/8). Find fY (y).

(b) Let Z = −2X 2 + 3. Find fZ (z).

Hint: Compute FY (y) from FX (x), and use d

dy
sin−1 y = √ 1 .
1−y 2

26. Compute E[Y ] and E[Y 2 ] for the following random variables:

(a) Y = A cos(ωt + θ), where A ∼ N (µ, σ 2 ).

(b) Y = a cos(ωt + Θ), where Θ ∼ Uniform(0, 2π).
(c) Y = a cos(ωT + θ), where T ∼ Uniform(− ωπ , ωπ ).

27. A random variable X has PDF:

(
cx(1 − x2 ), 0 ≤ x ≤ 1
fX (x) =
0, otherwise.

Find c, FX (x), and E[X].

28. A random variable X has CDF:

(
0, if x < 0
FX (x) = 1 −2x
1 − 4 e , if x ≥ 0.

(a) Find P [X ≤ 2], P [X = 0], P [X < 0], P [2 < X < 6] and P [X > 10].
(b) Find fX (x).

29. A continuous random variable X has a cumulative distribution


0,
 x<0
2
FX (x) = 0.5 + c sin (πx/2), 0 ≤ x ≤ 1

1, x > 1.


(a) What values can c assume?

(b) Find fX (x).

30. Alex and Bob each flips a fair coin twice. Denote ”1” as head, and ”0” as tail. Let X
be the maximum of the two numbers Alex gets, and let Y be the minimum of the two
numbers Bob gets.

(a) Find and sketch the joint PMF pX,Y (x, y).
(b) Find the marginal PMF pX (x) and pY (y).
(c) Find the conditional PMF PX|Y (x|y). Does PX|Y (x|y) = PX (x)? Why?

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31. (a) Find the marginal PDF fX (x) if

exp{−|y − x| − x2 /2}
fXY (x, y) = √
2 2π

(b) Find the marginal PDF fY (y) if

2
4e−(x−y) /2
fXY (x, y) = √
y 2 2π

32. Let X and Y be two random variables with joint PDF

1 − 1 (x2 +y2 )
fX,Y (x, y) = e 2 .
2π
(a) Find the PDF of Z = max(X, Y ).
(b) Find the PDF of Z = min(X, Y ).

You may leave your answers in terms of the Φ(·) function.

33. In class we have used the Cauchy-Schwarz inequality to show that −1 ≤ ρ ≤ 1. This
exercise asks you to prove the Cauchy-Schwarz inequality:

(E[XY ])2 ≤ E[X 2 ]E[Y 2 ].

Hint: Consider the expectation E[(tX + Y )2 ]. Note that it is a quadratic equation in t

and E[(tX + Y )2 ] ≥ 0 for all t. Consider the discriminant of this quadratic equation.