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2 2

3. The cumulative distribution function (CDF) for the waiting time is defined over [0 ∞) and
given as
⎧
⎪ (
2 0≤ 1
⎪
⎨ 1≤ 2
( )= 2 ≤ 10
⎪ 2

⎪ 0 10 ≤ 20
⎩
1 20 ≤

(a) Plotting we get Fig. 2.

3 3

Figure 2:

(b) Taking the derivative, we get the probability density function (pdf) as
⎧
⎪ 0≤ 1
⎪
⎨ 1 ≤ 2
( )= 0 2 10
≤
⎪ 10 ≤ 20
⎪
⎩
0 20 ≤

with sketch given as:

Figure 3:

We notice that
( ) =
0 + + 10 20
0 2 1 4

1 1 10
= + + =1

(c) We compute the following probabilities:

i. [label=(0)]
ii. [ ≥ 10] = 1 − [ 10] = 1 1 − (10) = 1
iii. [ 5] = (5) = 1 2
R
iv. [5 10] = 510 ( =0 and
v. [ = 1] = 0

4. The point of this problem is to be careful about whether the end-points = and =
are included in the event or not. Remember ), ≤ ] which includes its end-point
4 4
1
Note: (10) = ≤ 10 but here the probability that = 10 is zero.
5 5

at the right. Thus to compute [ we must subtract from ( the probability

that
= i.e. [ = ]

[ ] = ( )− [ = ]
≤ ] = ( )
[ ≤ ] = ( )− ( )− [ = ]+ = ]
[ ≤ ≤ ] = ( )− ( )+ [ = ]
[ ≤ ] = ( )− ( )
[ ] = ( )− ( )− [ = ]

5. For normalization, we integrate the probability density function (pdf) over the whole range
of the random variable and equate it to 1.

(a) Cauchy distribution. The pdf of a Cauchy random variable is given by

)=
1 + [( − ]2

−
for ∞, 0, and −∞ ∞. For the integration, we will substitute tan =
,
1
and
1
so = . Therefore

1+[( − )2 ]2
Z ∞ Z 2
)
= − 2
−∞

³ ´
2
= |− 2
=
= 1
1
Therefore, = .

(b) Maxwell distribution. The pdf of a Maxwell random variable is given by

(
2 − 2 2
0
( )= (1)
0 otherwise

Integrating the pdf (substituting = ), we obtain

Z∞ Z ∞
2 − 2 2 2 2 − 2

0
=
0

∙
= 3 −1 2
6 6
¯∞ Z
−2
¯ 1 − 2
+ ∞
¯
¯ ¸
0
2 0

3
√
= 0+
2 2
= 1

Therefore, = √4 .
3
7 7

6. (a) Beta distribution. The pdf of the Beta distribution is given by

(
(1− ) 0
( )=
0 otherwise
Using the formula 6.2-1 in Handbook of Mathematical Functions by Abramowitz and
Stegun, we get
Z1 Z∞ −1
−1
(1 − ) −1
= 0 (1 + )
+
0

Z 2
−1 −1
= 2 (sin )2 (cos )2
0
Now, we look at the product of the Gamma function Γ( ) evaluated at + 1 and +
1. Substitutions used for this integration are = 2 = 2 and = sin =
cos .
+ 1) + 1)
∙Z ∞
¸ ∙Z ∞ ¸
− −
=
0 0
Z ∞Z ∞
−( + )
=
0 0
Z ∞Z ∞
2 +1 2 +1 −[( 2+ 2 )]
= 4
0 0
Z Z ∞
2 2 +2 − 2
= 4 (sin )2 +1
(cos )2 +1

0 0
Z ∞ Z 2
− 2
(sin )2 1
(cos ) 1
= 2
0
2 + +1
( ) 2
0
Z 2

= + + 2)2 (sin )2 1
(cos )2 1
0

Γ( + +2
Therefore, = )
.
Γ( +1)Γ( +1
)
(b) Chi-square distribution. The pdf of a Chi-square random variable is given by
(
( 2)−1 − 2 2 0
( )=
0 otherwise
Integrating ( , we
get
Z ∞ Z ∞
( 2)−1 − 2 2
( ) =
0 Z0 ∞
8 8

2 ( 2) 2 ( 2) − 2 2
= (2 ) [( ) ]
0
Z ∞
2 ( 2) 2 ( 2) − 2 2
= (2 ) [( ) ]
0
2 ( 2)
= (2
³ ´) Γ

2
= 1
1
Therefore, (2
=
2 )( 2) Γ
(2 ).
9 9

7. Here we do calculations with the Normal (Gaussian) random variable of mean 0 and given
variance 2 In notation we often indicate this as : (0 2 In order to calculate
the probabilities [| | ≥ ] for integer values = 1 2 , we need to convert
this to the standard Normal curve that is distributed as (0 1 In particular the so-
called error function is defined as
Z
1 1 2
( )= exp(− ) for ≥ 0
0 2
√
2

and so only includes the right hand side of the (0 1) distribution. Expanding [| | ≥ ]
fo positive, we get [| | ≥ ] = [{ ≤ − } ∪{ ≥ }] which is
somewhat cumbersome, so instead we consider the complementary event {| | } which
satisfies
[| | ≥ ] = 1 − [| | ] For this complementary event, we
have
[| | ]= [− for 0
Z 0 2 Z0 2
1 1
= √ exp(− 2
+√ exp(− 2)
2 − 2 2 2

Z 2
1
= 2√ exp(− by the symmetry about =0
2 2 2
0

By making the change of variable = , we then convert this equation into

Z 2
1
[| | ]= exp(− since =
0 2
2√
2

= 2 erf( for 0
allowing us to use the standard Table 2.4-1 for erf(·) Looking up this value and
subtracting twice it from one, we get
=1 [| | ≥ =]
=2 [| | ≥ 2 =]
0 =
0456
3 [| | ≥ 3 ] = 0 0026
=4 [| | ≥ 4 =] 0 0008
≈0
8. The pdf of the Rayleigh random variable is given by

−
2 2 2
( )= 2
( )

Note that since ) is zero for negative , ( ) = 0, for 0. Now ( )

=
R − 2 2
2
2 2

0 2 . Substituting = 2 2 and = 2 , we get

Z 2 2
1 10
0
− −
( )= =1− 2
=0 1 2
0

9. For the Bernoulli random variable , with (0) = (1) = and , 1− the
pdf is given as
)= ( )+ (
− 1)
For the binomial random variable with parameters and we have as a function of
Xµ ¶
( )= (1 − ) − ( − )
=0
1 11
1

For the Poisson case, with mean = we have the density

∞
X
−
( )= (− )
=0
!

10. This problem does some calculations with a mixed random variable. We can represent the
pdf of as
− 1 1
( )= [ ( − 1) − ( − ( − 2) − 3)
4 4
4)] + +

(a) To find the constant , we must integrate the pdf over all to get 1.
Z 4 Z Z
− 1 +∞ 1 +∞
+ ( 2) + ( − 3) = 1
1 4 −∞ − 4 −∞
1 1
( −1− −4 ) + + = 1
4 4

which has solution = 1 1

2 −1 − −4 =1
R
(b) Taking the running integral −∞ ( ) , we get the CDF ) with sketch given
in
Fig. 4.

Figure 4:

Although not requested, the CDF is given analytically as

⎧
⎪ 0 1
−1
⎪ 1 − 1≤ 2
⎪ 2− −1 − −4
−1 − −
1
( )= 2 −1 −
1
−4 + 4 2≤ 3

⎪ 1 −1
1 −
−
⎪ 2 −1 − −4 +2 3≤ 4
⎪

1 4≤
(c) We calculate the pdf as
− 1 1
1
( )= [ ( − 4)] +
2 − So −4
− 1) −
−1
1 12
2
− 2) + − 3)
4 4

Z 3 − Z 3
1 1

[2 ≤ 3] = −4 + − 2)
2 2 − 2−
−1 4

1 −2
− −3
1
= +
2 −1 − −4
4
1 13
3

where we start the integral of the impulse at 2− in order to pick the probability mass
at = 2 Note that we must include the probability mass at = 2 because the
event
{2 ≤ 3} includes this point.
(d) We calculate
Z 3 − Z 3+
1 1

[2 ≤ 3] = − 3)
2 2 +
−1 − −4 4 2

−2 −3
1 −
1
= +
2 −1 − −4
4
where we end the integral of the impulse at 3+ to pick up the probability mass at =3
(e) We have

(3)
= ≤ 3]
Z 3 − Z 3+ Z 3+
1 1 1
= − 3) − 2)
+ +

1 2 −1 − −4 4 1 4 1
−1 −3
=
1 − 1 1
−1 − −4 + +
2
4 4

11. First we need to calculate the probability that is less than 1 and that it is greater than 2
(area of shaded region in Fig. 5). Now

[ 1] = [ ≤ 1] = (1) = 1 −
−1

−2
[ 2] = 1 − ≤ 2] = 1 − (2) = 1 − (1 − )=
−2

Since the events are disjoint, the probability that 1 or 2 is

−1 −2
[{ 1} ∪ { 2}] = [ 1] + [ 2] = 1 − + =
0 767
1 14
4

Figure 5:

12. We calculate the pdf as

− 1 1
( )= [ − 1) − ( − − 2) − 3)
4 4
4)] + +
8 8

So
Z
−
[2 4] = +
4
1
2 4
−2 −4 1
= ( − )+
4

where we start the integral of the impulse at 2+ in order to not include the probability mass
at = 2 The overall answer then becomes 43( −2 − −4 ) +

13. This is an example where the probability distribution is defined on the sample space which is
not the elementary sample space. Normally, when we consider two coins tossed simultaneously,
we consider the sample space containing two tuples of heads and tails, indicating the outcome
of two tosses, i.e., we consider the sample space Ω = { }. Here we will
see that we can also define probability on another set of outcomes.

The sample space Ω contains outcomes 1 2 3 that denote outcomes of two, one, and
no heads, respectively. Assuming that the coins are unbiased, we first find the probability
of these outcomes.
[ 1 ] = [heads on both tosses] = 0 × 5=
0 25
[ 2 ] = [head on first, tail on second] + [tail on first, head on second] = 5×0 5+
5×
0 5 =
0
[ 3 ] = [tails on both tosses] = 0 × 5=
0 25

(a) { : ( )= 0 ( ) = −1} = 2 =⇒ [{ : ( )= 0 ( ) = −1}] =

[ 2] = 5
{ : ( )= 0 ( ) = 1} = 1 =⇒ [{ : ( )= 0 ( ) = 1}] = [ 1] =
0 25
{ : ( )= 1 ( ) = −1} = =⇒ [{ : ( ) = 1 ( ) = −1}] = [ ] = 0
{ : ( )= 1 ( ) = 1} = 3 =⇒ [{ : ( ) = 1 ( ) = 1}] = [ 3 ] =
0 25

(b) Before we find the independence of and , we first find the probability mass functions
(pmf) of and .
[0] = = 0] = [{ 1 }] + [{ 2 }] = 5 + 0 5 = 0 75
[1] = = 1] = [{ 3 }] = 0 25.
[ ] = 0 for = 0 1.
9 9

Similarly, [−1] = [1] = 0 5 [ ] = 0 for = −1 1.

For independence of , we need [ ]= ] [ . For =0 = 1,
[0 1] =
0 25 [0] [1] = 0 75 × 5 =
. Hence and are not
independent.
1 1
0 0

14. (a) We have to integrate the given density over the full domain. We know
Z +∞
( ) = 1
−∞
Z +2
1 1 1 2
= + + +
8 16 16 −2
Z +2
1 2
= +2
4 0
à ¯2 !
1 1
¯
3¯
= +2
4 3 ¯0
1 8
= +2
4 3
Hence =
9 64.

(b) A labeled plot appears below in Fig. 6. Note the jumps occurring at the impulse
locations in the density. Also note the slope of the distribution function is given by the
density function in the smooth regions.

Figure 6:

(c) We proceed as follows

Z 1
(1) = ( )
−∞
Z +1
1 1 1 9 2
= + + +
8 16 16 64 −2
µ ¶
1 1 1 3 9 Z
= + + + + +1
2

8 16 16 8 64 0

2
(using the symmetry of )
à à ¯ !!
1 3 9 1 3 ¯¯1
= + +
4 8 64 3 ¯0
1 1
1 1
1 3 9 1 43
= + + =
4 8 64 3 64
10 10

(d) We can calculate

Z 2
[−1 ≤ 2] = ( )
−∞
Z +2
1 9 2
= +
16 64 −1
R R
But the easier way is to realize that +2 2 = +1 2 (because of symmetry)
which −1 −2
was needed in part (c). Then, by just counting the one relevant impulse area, we can
write
1 3 3 31
[−1 ≤ 2] = + + =
16 8 64 64

15. First we calculate the probability that is even. Now it is binomial distributed with
parameters = 4 and = 0 5 i.e. ; 4 0 5) 0 ≤ ≤ 4 thus
[{ = even}] = ;4 ) + (2; 4 0 5) + ;4 5)
µ ¶ µ ¶0 µ ¶4 µ ¶ µ ¶2 µ ¶2 µ ¶ µ ¶4 µ ¶0
4 1 1 4 1 1 4 1 1
= + +
0 2 2 2 2 2 4 2 2
µ ¶4 µ ¶4 µ ¶4
1 1 1 1
= 1× +6 × +1 × =
2 2 2 2

Now, the conditional probability is given as

[{ = } ∩ { = even}]
[{ = }|{ = even}] =
[ = even ]
{ }
⎧ 1
21 = =0
⎪ 16 8
⎪ 0 =
⎨ 1
= 2 166 = 86 =
2
⎪ 0 =
⎪ 3
⎩ 1
2 16 = 18 =
4
where we have used the fact that the joint event
½
{ = } even,
{ = } ∩ { = even} =
odd.

16. The marginal distribution function of random variable is given by

⎧
⎪0 0
⎪
⎨
10 0≤ 5
( )= (+∞ )=
The pmf is given by
 11 11

⎪ 10 5≤ 10
⎪
⎩1 ≥ 10 ⎧
⎪
⎨0 ≤0
)= ( )− ( − 1) 1 0 ≤ 10
= 0 10
12 12

The conditional probability density function:

[ ≤ = ] = ( )− ( − 1)
⎧
⎪0 ≤ 0
⎪
⎨ −
(1 − 0) 1
10 1≤ ≤5
= ( )
− ≤ 10
⎪(1 −
1
)
1
10 5
⎪
⎩0 10

Note that ( | = )= ≤ | = is not defined for ≤ 0 or 10, because

for these , = ] = 0. Therefore,

≤ =
]
( | = ) =
( )
(
(1 − − 0 ) 1≤ ≤5
= −
( ) (1 − 1 ) 5 ≤ 10

Hence, ( 1 − 0 1≤ ≤5
0

( | = )=
( )
1 − 1 5 ≤ 10
1

17. Let the number of bulbs produced by and be and respectively. We have
+ = ,
and is the total number of the bulbs. So [ ] = = 14 and [ ] = = 43 Since
we
have
( | ) = (1 − −0 2 ) ( ) ( | ) = (1 − −0 5 ) ( )
then

( ) = ( | ) ( )+ ( | ) ( )
1 −0 2 −0 5
= (1 − ) ( ) +(1 − ) ( )
3
4 4
So
1 3
−0 5×2
(2) = (1 (1 − )=
−0 2×2 4
− )+
4 3 −0 5×5
(5) = 1 (1 − )=
(1 − 4
−0 2×5 3
)+ (1 − −0 5×7
)=
(7) = 4
4
1
(1 −
−0 2×7
)+
4
13 13

Then [burns at least 2 months] = 1 − (2) = [burns at least 5 months] = 1 − (5)

=
0 15 and [burns at least 7 months] = 1 − (7) =

18. Given the event ,{ ≤ for we calculate ( | )

i) ≤ : ( | )=0 since the joint event { ≤ }∩ =

ii) : ( | ) = 1 since the joint event { ≤ }∩ = , so the
conditional probability of { ≤ , given is one.
14 14

iii) ≤ : Here we must calculate the actual intersection of the two sets { ≤ }
and
={ ≤ Since ≤
, we get { ≤ } ∩ = { ≤ }∩{ ≤
}=
{ We can then calculate the conditional probability

[{ ≤ }∩
( | ) =
[ ]
[{ }]
=
[ ]
( )− )
= for ≤
( )− )

19. In order to get [ = ], we can consider = | = ] first and then do the integral
over all .
Z ∞
[ = ]= [ = | = ( )
−∞

Z 5 −
Z 5
1 1 −
=
=
5 0 ! 5 ! 0

for = 0:
1 1
−5
[ = 0] = (1 − )
5 0!
for = 1:
1 1 51
−5 −5
= 1] = (1 − − )
5 0! 1!
for = 2: µ ¶
1 1 51 52
−
−5 −5 −5
[ = 2] = 1− −
5 0! 1! 2!
for general :

µ ¶
1 1 −5 51 −5 5 −5
[ = ] 1− − − ≥0
5 0! !
= 1!

20. (a) The pmf of is binomial with = 8 and = = , i.e.

( ), [ = ]= ( ;8 5)

This is because the 8 votes are independent, each with = 5 chance of being favorable.
They are thus Bernoulli trials, which leads to the binomial distribution in the binary
15 15

case. We note that since = , the distribution will be symmetric about = =

4.
(b) We must find the conditional PDF ( | ) for the range −1 ≤ ≤ 10 Now

[{ ≤ ]} ∩ { 4}]
( | ) , [ ≤ | ]=
[ 4]
[4 ≤ ]
=
[ 4]
16 16

Since is binomially distributed, we have

µ ¶8 X8 µ ¶
1 8
[ 4] =
2
=5
à µ ¶ µ ¶8 !
1 8 1
= 1−

2 4 2
93
=
256
where the second to last line is by symmetry of this binomial distribution about = 4.
Turning to the numerator, we have
½
0 5
[4 ≤ ] = ¡ 1 ¢8 P8 ¡8¢
( ) 5
2 =5 − ≥
Then
½
0 5
( | ) = 256
¡ 1 ¢8 P8 ¡ 8¢
( 5
93 2 =5 − ≥
à 8 µ ¶ !
1 8
X
= − − 5)
93 =5
⎛ )
⎞
b
X µ ¶
1 8
= ⎝ ⎠ − 5)
93 =5

where b c denotes the least integer function

b c, rounded down to next integer.
Calculating, we determine ⎧ 56 =5
µ ¶ ⎪ 28
1 8 93
=⎨ =6
93
8

93 ⎪ =7
⎩ 93
1
93 =8
and thus ⎧ 56
⎪ 93 =5
⎨ 84 =6
( | ) = 93
92
⎪ =7
⎩ 93
1 =8
Now for 5, ( | )=0 and for 8, ( | )=1 so we have the plot of
Figure
1.
17 17

(c) From the calculations done above and from the definition

( | )
( | ) =
µ ¶
8
= 8
X − )
1
93 28 8 1
=5
56
= − 5) − 6) − 7) − 8)
93 93 93 93
+ + +
18 18

Figure 7:

Figure 8:

with plot of Figure 2. Note we write the areas of the impulses in parentheses.
In this figure, = 56 , = 28 93, = , and = 93.

(d) Using Bayes’ rule, we have

[4 ≤ 5]
[4 ≤ ≤ 5| ] =
[ 4]
= 5]
=
[ 4]
¡ 1 ¢8 ¡8¢ µ ¶
2 5 1 8 56
= 93
= =
28
93 5 93

21. The random variables and have joint probability density function (pdf)

½ 3 2
4 (1 − 0≤ ≤2 0≤ ≤1
( )=
0 else.
19 19

(a) To find [ ≤ 0 5], we start with

Z 5 Z
[ ≤ 0 5] +∞ ( )
=
−∞ −∞
Z 0 5 Z 1
3
= 2
(1 − )
0 0 4
µZ 0 5 ¶ µZ 1 ¶
3 2
= (1 − )
4 0 0
µ 3 ¶µ 2 ¶
3
= 0
5 ( − ) 1
|0
|
4 3 0 2
3 1 1 1
= (1 − ) =
4 24 2 64

(b) By definition

( ) = [ ≤ 0 5]
Z +∞ Z 0 5
= ( )
−∞ −∞
Z 2Z 0 5
3
= 2
(1 − )
0 0 4
µ 3
¶µ 2 ¶
3
= |2 ( − )| 0 5

0 0
4 3 2
µ ¶
38 1 1 3
= − =
43 2 8 4

(c) To find ≤ | ≤ 0 5], we note that and are independent random

variables, so the answer is the same as in part a), namely ≤ | ≤ 0 5] = 64
≤ 0 5] = 1
However, we can also calculate directly,

[ ≤ ≤ 0 5]
[ ≤ 0 5| ≤ ]
= ≤
µ ¶
Z 0 5 Z 0 5
3
3
= 2
(1 − )
0 0 4 4
µ ¶ µ ¶
3 1 1 1 3 1
= − =
4 24 2 8 4 64
20 20

(d) Here, we can note again that and are independent random variables for the given
joint pdf, and thus

[ ≤ | ≤ ]= ≤
3
= from part b).
4
22. To check for independence, we need to look at the marginal pdfs of and . How do we
find the pdf’s? We can use the property that the pdf must integrate to 1. Say ( )=
1
− 2 ( 3 2)
R∞ 1
− 2 2( 2 )
2 ( ), and ( = 1, we find = Similarly, ( )=
√ ( ),
0 3 2
21 21

R∞
and
2
( ) = 1, so = Multiplying the two marginal pdfs, we see that the
√
0 2 2
product is indeed equal to joint pdf; i.e., ( ) ( )= ). Therefore, and
are
independent random variables; their joint probability factors and hence [0 ≤3 0
≤ 2] = [0 ≤ 3] [0 ≤2 Thus
Z3
2 1 2
−2 ( 3 )
[0 ≤ 3] = √
3 2−3
Z 3
2 1 2
−2 ( 3
= 2× √ =2 (1)
3 2 )
0

Z 2
2 1 2
−2 ( 2 )
[0 ≤ 2] √
=
2 2 −2
Z 2
2 1 2
−2( 2
= 2× √ =2 (1)
2 2 )
0

So

[0 ≤3 0 ≤ 2] = [0 ≤ 3] [0 ≤ 2]
= 2 erf(1) × 2 erf(1) = 4 erf(1)2 466
=0

23. (a) Since

Z +∞
1 =
−∞
Z0 ( ) Z +1

= (1 + + (1 −
−1 0 )
µ 2
¶¯0 µ
¯
2 ¶ ¯1
¯
= + ¯ + − ¯
2 ¯ 2 ¯
−1 0
µ ¶
1 1
= +
2 2

Thus = 1 and is plotted as

22 22
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