Carleton University Probability and Random Processes

Department of Systems and SYSC 2510

Computer Engineering A. H. Banihashemi

Problem Set #5

1. Let X be a binomial random variable that results from the performance of n Bernoulli trials
with probability of success p.

(a) Suppose that X = 1. Find the probability that the single event occurred in the kth
Bernoulli trial.
(b) Suppose that X = 2. Find the probability that the two events occurred in the jth and
kth Bernoulli trials, where j < k.
(c) In light of your answers to parts a and b, in what sense are successes distributed
”completely at random” over the n Bernoulli trials?

2. Let N be a geometric random variable with SN = {0, 1, . . . }.

(a) Find P [N > k].

(b) Find the cdf of N .
(c) Find P [N is an even number].
(d) Find P [N = k|N ≤ m].

3. Messages arrive at a computer at an average rate of 15 messages per second. The number
of messages that arrive in 1 second is known to be a Poisson random variable.

(a) Find the probability that no messages arrive in 1 second.

(b) Find the probability that more than 10 messages arrive in a 1-second period.

Hint: Use Eq.(3.42), pk+1 = (λ/(k + 1))pk , to compute the probabilities.

4. One-tenth of 1% of a certain type of RAM chip are defective. A student needs 50 chips for
a certain board. How many should she buy in order for there to be a 99% chance or greater
of having at least 50 working chips?

5. A communication channel accepts an arbitrary voltage input v and outputs a voltage Y =

v + N , where N is a Gaussian random variable with mean 0 and variance σ 2 = 1. Suppose
that the channel is used to transmit binary information as follows:
to transmit 0 input −1
to transmit 1 input +1.

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 The receiver decides a 0 was sent if the voltage is negative and a 1 otherwise. Find the
probability of the receiver making an error if a 0 was sent; if a 1 was sent.

6. Let the random variable X have a Laplacian pdf

αe−α|x|
fX (x) = where α > 0, −∞ < x < ∞.
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Suppose that X is input into the eight-level uniform quantizer of Example 4.27. Find the
pmf of the quantizer output levels. Find the probability that the input X exceeds the range
±4d of the quantizer.

7. Let Y = |X| be the output of a full-wave rectifier with input voltage X.

(a) Find the cdf of Y by finding the equivalent event of {Y ≤ y}. Find the pdf of Y by
differentiating the cdf.
(b) Find the pdf of Y by finding the equivalent event of {y < Y ≤ y + dy}. Does the answer
agree with part a?
(c) What is the pdf of Y if fX (x) is an even function of x?

8. A limiter Y = g(X) is shown in Figure. 1.

Figure 1: limiter function

(a) Find the cdf and pdf of Y in terms of the cdf and pdf of X.
(b) Find the cdf and pdf of Y if X has a Laplacian pdf.
(c) Find the cdf and pdf of Y if X is a Gaussian random variable with mean m and
standard deviation σ.
(d) Find the cdf and pdf of Y if the input X = b sin U , where U is uniformly distributed
in the interval [0, 2π].

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9. Let Y = eX .

(a) Find the cdf and pdf of Y in terms of the cdf and pdf of X.
(b) Find the pdf of Y when X is a Gaussian random variable. In this case Y is said to
have a lognormal pdf.