COMSATS INSTITUTE OF INFORMATION TECHNOLOGY, LAHORE

Department of Electrical Engineering

Probability Theory and Random Variables (BCE/BTE-Fall 2011) Instructor: M. A. Siddique

S OLUTION OF H OMEWORK #4 Question 1: We have two light bulbs, A and B. Bulb A has an exponentially distributed lifetime with mean lifetime 4 days i.e A = 1 . 4 Bulb B has an exponentially distributed lifetime with mean lifetime 6 days i.e B = 1 . We select one of the two bulbs at 6 random; each bulb is equally likely to be chosen. Given that the bulb we selected is still working after 12 hours (i.e. 1/2 day), what is the probability that we selected bulb A? Hint: If X stands for the random variable lifetime of the selected bulb, then the statement : the bulb has an exponentially distributed lifetime with decay parameter implies the following probability P[X x | the bulb selected] = e x where x represents a particular lifetime. You may need to use Bayess rule to arrive at the required probability. (15 points) Solution 1: Courtesy MIT Opencourseware: Let XA and XB denote the the life time of bulb A and bulb B, respectively. Clearly, XA has exponential distribution with 1 parameter A = 4 and XB has exponential distribution with parameter B = 1 . Let E be the event that we have selected 6 bulb A. We use X to denote the lifetime of the selected bulb. Using Bayes rule, we have P[E] P[X 1 | E] 1 2 P[E | X > ] = 1 2 P[X 2 ] = = Question 2: In Communication/Information theory, an information source is referred to as the generator of some information represented by symbols that carry particular meanings. As an example, consider an information source that generates symbols at random from a set of four symbols {a, b, c, d} with probabilities P{a} = 1 , P{b} = 1 and P{c} = P{d} = 1 . 2 4 8 A coding scheme encodes these symbols into binary codes as follows: Symbols a b c d Binary Codes 1 01 101 111
1 1 A 2 2e 1 1 A 1 2 + 1 eB 2 2e 2

1 1 + e 24
1

Let X be the random variable the bit-length of the binary code e.g. the binary code 111 has bit-length 3. 1. State the range of X i.e. SX . SX = {1, 2, 3} 2. Assume the generation of symbols is independent. Find the probability distribution.

x P[X = x] 3. Find P[X > 3] and P[X < 2]

1
1 2

2
1 4

3
1 4

P[X > 3] = 0 P[X < 2] = P{1} = 1 2

4. Find CDF and plot it. Please label the axes and mention the abscissa and the ordinate values. x FX (x) = P[X x] 1
1 2

2
3 4 4 4

3 =1

(20 points) Question 3: A random variable X has the following distribution: 0 fX (x) = A 0 x < 5 5 x 5 x>5

1. Plot the distribution and nd the value of A. Please label the axes and mention the abscissa and the ordinate values.

As the total area under the graph of a PDF is 1, we get A (5 (5)) = 10A = 1 = A = 1 10

2. Find the cumulative distribution function and plot it. Please label the axes and mention the abscissa and the ordinate values. We know that, FX (x) =

x fX (x)d x

For x < 5, FX (x) =

x fX (x)d x =

x 0 dx = 0

For 5 x 5, FX (x) =

5 x 1 fX (x)d x = 0 d x + Ad x = 0 + A(x + 5) = (x + 5) 10 5

For x > 5, FX (x) =

5 x 5 fX (x)d x = 0 d x + Ad x + 0 d x = 0 + A(5 + 5) + 0 = 1 5 5

Finally, we get FX (x) = 0 1

1 (x + 5) 10

x < 5 5 x 5 x>5

(15 points)