EE3110 - Probability Foundations for Electrical Engineers

Tutorial solutions - Week 3

1. We have,

P [Ω] = 1
∞ ∞
X X 2x
⇒ f (x) = C =1
x=1 x=1
x!

Solving for C, we obtain C = e21−1

To find P[X is even] = P[X = 2k : k ∈ N]
Therefore,
∞ ∞
X 22k X 2i + (−2)i
P [X is even] = C =C −1
(2k)! i=0
2(i!)
k=1
e + e−2
 2 
=C −1
2
1 − e−2
=
2

2. Since
\ 1 1

x − ,x + = {x},
n n
n∈N

by the continuity of probability, we have,

P [X = x] = lim P [x − ϵ < X ≤ x].

ϵ→0

Now, since
P [x − ϵ < X ≤ x] = FX (x) − FX (x − ϵ),
it follows from the definition of a continuous random variable, that,
Z x
P [X = x] = lim FX (x) − FX (x − ϵ) = lim fX (x)dx = 0.
ϵ→0 ϵ→0 x−ϵ

3. No! CDF must have at least one point of discontinuity in the range of a discrete random variable.
e−8 86
4. 1. t=1, µ=λ*t = 8, P(X=6) = 6! = 0.122
2. t=2, µ=λ*t = 16, P(X≤5) =[P(X=0)+P(X=1)+..+P(X=5)] = 0.001384
3. t=2, µ=λ*t = 16, P(X≥6) = 1 - [P(X≤5)] = 0.9986
5. Given AK is k success in n Bernoulli(p) trials, it implies binomial distribution as follows:
   k  n−k
n λ λ
P(Ak ) = 1−
k n n
n−k
n(n − 1) . . . (n − k + 1) λk

λ
= 1 −
k! nk n
k
 n  −k
λ n(n − 1) . . . (n − k + 1) λ λ
= 1− 1−
k! nk n n
k
 n  −k
λ 1 k−1 λ λ
= 1(1 − ) . . . (1 − ) 1− 1−
k! n n n n
k−1 n −k
λk Y 
   
r λ λ
= 1− 1− 1−
k! r=1 n n n

Standard limit results imply that

 r
lim 1 − = 1 for all r ≥ 1
n→∞ n
 −k
λ
lim 1 − = 1 for all λ ≥ 0, k ≥ 1;
n→∞ n
 n
λ
lim 1 − = e−λ for all λ ≥ 0
n→∞ n
As P(Ak ) is a finite product of such expressions, the result is now immediate using the properties of
limits.
e−λ λk
lim P(Ak ) = .
n→∞ k!
6. a) The maximum value to appear in the two rolls: X ∈ {1, 2, 3, 4, 5, 6}
b) The minimum value to appear in the two rolls: X ∈ {1, 2, 3, 4, 5, 6}
c) The sum of two rolls: X ∈ {2, 3, . . . , 12}
d) The value of the first roll minus the value of the second roll: X ∈ {−5, −4, . . . , 4, 5}
7. Given that the probability of getting heads is 0.7 and the probability of getting tails is 0.3, let X represent
the number of heads that appear in three tosses.
According to the Binomial distribution, the probability mass function of X is given by:
 
n x
pX (x) = p (1 − p)n−x
x

Given n = 3, X ∈ {0, 1, 2, 3}, and the probability mass function of X is:

 
3 x
pX (x) = p (1 − p)3−x
x

8. The number of guests that have the same birthday as you is binomial with p= 1/365 and n= 499. Thus
the probability that exactly one other guest has the same birthday is
   498
499 1 364
× ×
1 365 365

Let λ = np = 499/365 ≈ 1.367. The Poisson approximation is e−λ λ = e−1.367 × 1.367 ≈ 0.3483, which
closely agrees with the correct probability based on the binomial.

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 9. Using the expression for the Poisson PMF, we have, for k ≥ 1

pX (k) λk · e−λ (k − 1)! λ

= × k−1 −λ =
pX (k − 1) k! λ ·e k

Thus if k ≤ λ the ratio is greater or equal to 1, and it follows that pX (k) is monotonically increasing.
Otherwise, the ratio is less than one, and pX (k) is monotonically decreasing, as required

10. Let us say the needle drops to lie at an angle of θ away from the horizontal, where θ will be in the range
of 0 ≤ θ ≤ π/2 (We will ignore the case where the needle comes to lie with a negative slope, since that
case is the same as that of positive slope and symmetric).

The needle that lies with angle θ has a height lsinθ, and the probability that such a needle crosses one
of the horizontal lines of distance d is lsinθ
d .

Thus, we get the probability by averaging over all the possible angles θ :
π π
lsinθ
R
d dθ
2
Z
0 2 2 lsinθ 2l π
p= π = dθ = [−cosθ]02
π d πd
R 2
0
dθ 0

2l
p=
πd
11. We will use the PMF for the number of girls among the natural children together with the formula for
the PMF of a function of a random variable. Let N be the number of natural children that are girls.
Then N has a binomial PMF
(

5
5
k · 21 , if 0 ≤ k ≤ 5
pN (k) =
0 , otherwise.

Let G be the number of girls out of the 7 children, so that G = N + 2. By applying the formula for the
PMF of a function of a random variable, we have
X
pG (g) = pN (n) = pN (g − 2).
n|n+2=g

Thus
1 5
(
5



g−2 · 2 , if 2 ≤ g ≤ 7
pG (g) =
0 , otherwise.

12. Let X be the number of matches that remain when a matchbox is found empty. For k = 0, 1, . . . n, let
Lk (or Rk ) be the event that an empty box is first discovered in the left (respectively. right) pocket
while the number of matches in the right (respectively, left) pocket is k at that time. The PMF of X is

pX (k) = P (Lk ) + P (Rk ) . k = 0, 1, . . . , n

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 Viewing a left and a right pocket selection as a ”success” and a ”failure,” respectively, P (Lk ) is the
probability that there are n successes in the first 2n − k trials, and trial 2n − k + 1 is a success. or
   2n−k
1 2n − k 1
P (Lk ) = . k = 0, 1, . . . , n
2 n 2

By symmetry. P (Lk ) = P (Rk ). so

   2n−k
2n − k 1
pX (k) = P (Lk ) + P (Rk ) = , k = 0.1, . . . n
n 2

In the more general case, where the probabilities of a left and a right pocket selection are p and 1 − p,
using a similar reasoning. we obtain
 
2n − k n
P (Lk ) = p p (1 − p)n−k , k = 0.1, . . . n
n

and  
2n − k n−k
P (Rk ) = (1 − p) p (1 − p)n , k = 0, 1, . . . , n
n
which yields

pX (k) = P (Lk ) + P (Rk )

 
2n − k
pn+1 (1 − p)n−k + pn−k (1 − p)n+1 .


= k = 0.1, . . . n
n

13. For k = 0, 1, . . . , n − 1, we have

n


pX (k + 1) k+1 pk+1 (1 − p)n−k−1 p n−k
= n k

= ·
pX (k) k p (1 − p)
n−k 1−p k+1

1
14. Since n = 12, 000, 000 is very large and p = 1,000,000,000 is very small, so it is appropriate to use a Poisson
Approximation where λ = np = 0.012.

A message is error-free if there is not a single misread bit, so the probability that a given message will
be received without an error is e−0.012 .
Now we can think of each message being like a Bernoulli trial with probability p = e−0.012 , so that the
number of messages correctly received is then like a Binomial(3, e−0.012 ).
Therefore the probability of receiving at least 2 error free messages is:
   
3 3
∗ p3 ∗ (1 − p)0 + ∗ p2 ∗ (1 − p)1 = 0.9996
3 2
There is about a 99.96 percentage chance that at least two of the messages will be correctly received.
15. for X which is geometric with parameter p, its PMF is :

P(X = k) = (1 − p)k−1 p k = 1, 2, 3.....

P(X = n + k, X > n)
P(X = n + k|X > n) =
P(X > n)

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 The intersection of the events X = n + k and X > n, is simply X = n + k
P(X = n + k)
P(X = n + k|X > n) =
P(X > n)

∞
X ∞
X
P(X > n) = P(X = i) = (1 − p)i−1 p
i=n+1 i=n+1

Let j = i − n, then
∞
X ∞
X
P(X > n) = (1 − p)j+n−1 p = (1 − p)n (1 − p)j−1 p = (1 − p)n · 1
j=1 j=1

P(X = n + k)
P(X = n + k|X > n) =
P(X > n)
(1 − p)n+k−1 p
=
(1 − p)n
∴ P(X = n + k|X > n) = (1 − p)k−1 p = P(X = K)

16. a) We have, P[Ω] = 1

∞ X
∞
X Cλi µj
=⇒ =1
i=0 j=0
i!j!
∞ ∞
i X
λ X µj
=⇒ C =1
i=0
i! j=0 j!

=⇒ C eλ [eµ ] = 1
 

=⇒ C = e−(λ+µ)

b) X : Ω → R as X({(i, j)}) = i + j and i, j ∈ {0, 1, 2, 3, 4, ...}. So, i + j ∈ {0, 1, 2, 3, 4, ...} this implies
Ωx = {0, 1, 2, 3, 4, ...}
Now, p.m.f of X is

P[X = k] = P [(i, j) : i + j = k]
= P [(i, j) : i = l, j = k − l, ∀ l ∈ 0, 1, 2, 3, ..., k]
" k #
[
=P {(l, k − l)}
l=0
k
X
= P [{(l, k − l)}]
l=0
k
X Cλl µk−l
=
l!(k − l)!
l=0
k
X e−(λ+µ) λl µk−l
pX (x) =
l!(k − l)!
l=0

17. They have the same distribution since Y is also equally likely to represent any day of the week, but
P (X < Y ) = P (X ̸= 7) = 6/7.

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18. For a simple example, let X ← Bernoulli(1/2) (i.e., X can be thought of as a fair coin flip), and let
Y = 1 − X. Then Y is also Bernoulli(1/2) by symmetry, but X = Y is impossible. A more general
example is to let X ← Binomial(n, 1/2) and Y = n − X, where n is any odd number (think of this as
interchanging the definitions of “success” and “failure”!).

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