EEL 6545 Random Processes HW Topic #3

Instructor: Dr. Richard D. Gitlin

Distinguished Professor of Electrical Engineering
Phone: (813) 974-1321; Office: ENB 359
E-mail: richgitlin@usf.edu
All assignments are due at the next class after the Topic is completed. Any exceptions need
the prior approval of the instructor.
Papoulis: Chapter 4 ---problems
1. (Papoulis problem 4.6)
We measure for resistance R of each resistor in a production line and we accept only the units
the resistance of which is between 96 and 104 ohms. Find the percentage of the accepted units
(a) if R is uniform between 95 and 105 ohms; (b) if R is normal with =100 and =2 ohms.
2. (Papoulis problem 4.13)
A fair coin is tossed three times and the random variable x equals the total number of heads.
Find and sketch !! ! !"# !! (!).
3. (Papoulis problem 4.21)
The probability of heads of a random coin is a random variable p uniform in the interval (0,1).
(a) Find P {0.3p0.7}. (b) The coin is tossed 10 times and heads shows 6 times. Find the a
posteriori probability that p is between 0.3 and 0.7.
4. (Papoulis problem 4.23)
A fair coin is tossed 900 times. Find the probability that the number of heads is between 420
and 465.
5. (Papoulis problem 4.25)
If P(A)=0.6 and k is the number of successes of A in n trials (a) show that P {550 k
650}=0.999, for n=1000. (b) Find n such that P {0.59n k 0.61n}=0.95.

Papoulis: Chapter 5 ---problems

6. (Papoulis problem 5.6)
The random variable x is uniform in the interval (0,1). Find the density of the random variable
y=-lnx.
7. (Papoulis problem 5.7)
We place at random 200 points in the interval (0, 100). The distance from 0 to the first random
point is a random variable z. Find !! (!) (a) exactly and (b) using the Poisson approximation.
8. (Papoulis problem 5.12)
The random variable x is uniform in the interval (-2, 2 ). Find !! (y) if (a) y=x3 , (b) y=x4, and
(c) y=2sin(3x+40o).
9. (Papoulis problem 5.15)
A fair coin is tossed 10 times and x equals the number of heads. (a) Find !! (!). (b) Find !! (!)
if y=(x-3)2.
10. (Papoulis problem 5.30)
If x is uniform in the interval (10, 12) and y=x3 , (a) find !! (y); find E{y}: (i) exactly; (ii) using
(5-86).

Papoulis: Chapter 6 ---problems

11. (Papoulis problem 6.1)
x and y are independent, identically distributed (i.i.d.) random variables with common p.d.f.
!! ! = ! !! ! ! !! ! = ! !! ! !
Find the p.d.f of the following random variables (a) x+y, (b)x-y, (c) xy, (d) x/y, (e) min(x,y), (f)
max(x,y), (g) min (x,y)/max(x,y).
12. (Papoulis problem 6.4)
The joint p.d.f of x and y is defined as:
!!" !, ! =

6! ! 0, ! 0, ! + ! 1
0 !"!"#$%!

Define z=x-y. Find the p.d.f of z.

13. (Papoulis problem 6.12)
x and y are independent uniformly distributed random variables on (0,1). Find the joint p.d.f. of
(a) x+y and x-y.
14. (Papoulis problem 6.17)
The random variables x and y are N(0,4) and independent. Find !! ! !"# !! (!) if (a) z=2x+3y,
and (b) z=x/y.
15. (Papoulis problem 6.58)
The random variables x and y are jointly distributed over the region 0<x<y<1 as
!!" !, ! =

!" 0 < ! < ! < 1

0 !"!"#$%!

For some k . Determine k. Find the variances of x and y. What is the covariance between x and
y?