EE 5110: Probability Foundations

Tutorial 4

July-November 2017

1. Let f be a function from R R. Show that the set of points where f is discontinuous is a Borel set.
[Random Variables and CDF]

2. [Text: One thousand exercises in probability Grimmet and Stirzaker, 2.3.2 and 2.7.3(a)]
(a) Let X be a random variable and let g : R R be continuous and strictly increasing. Show that
Y = g(X) is a random variable.
(b) Show that if X and Y are random variables on a probability space (, F, P), then so are X + Y, XY
and min{X, Y}

3. State whether the functions given below are valid CDFs or not. Justify your answer.
(a)
0, x < 0
1 2
F (x) = 64 (bxc + 16bxc), 0 x < 8
1, x 8.

(b)
0, x<0
1cos(x)
F (x) = 2 ,0x
1, x > .

(c)
x < 2

0,
1+sin(x
2)
F (x) = 2 , |x| 2
1, x > 2 .

Note: bxc denotes the largest integer not greater than x.

4. (a) Let X be a random variable such that its CDF is given by FX (x) = 0.05x(1 + x) for x = 1, 2, 3, 4 and
the probability of X taking any other values is zero. Plot the CDF.
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(b) A non-negative integer valued random variable X has a CDF of the form FX (x) = 1 2x+1 , for x =
0, 1, 2, .... and zero otherwise.
(i) Compute the pmf of X.
(ii) Find P(X is even).
(iii) Evaluate P(10 < X 20).
[Discrete Random Variables]
5. [Text:Probability trough problems Q no:8.37].Show that X is a discrete random variable if and only
if the probability law PX is a discrete probability measure on R(Definition of discrete probability measure
given in question 10 tutorial 1)

6. [Text:Probability trough problems Q no:8.43 with question 4 in lecture note 11] A biased coin
with probability of heads p is flipped until k heads are obtained
(a) Find the distribution of the number of flips Yk .(This follows a distribution called the negative Binomial
distribution)
(b) Show that Yk is a discrete random variable.
(c) The number of heads in n tosses of the same coin, Xn follows a Binomial distribution with parameter
p. Show that Xn k Yk n, i.e the two distributions are inverse to each other.

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7. (a) A random variable X is said to be memoryless, if for all non-negative integers s and t, it satisfies the
following condition:
P(X s + t|X t) = P(X s).
Show that geometric random variable is memoryless.
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(b) In a manufacturing process, suppose that the probability that we produce a defective item is 100 . Let
us observe the items on the production line until we find the first defective item. Denote this as random
variable X.
Compute P(X 5).
Write down the formula for P(X k) for any k 0, and use this to show that lim P(X k) = 1.
k
Compute P(1 < X 10) and P(X > 10).
(c) You just rented a large house and the realtor gave you 5 keys, one for each of the five doors of the
house. Unfortunately, all the keys look identical, so to open the front door, you try them at random.
Find the PMF of the number of trials you will need to open the door, under the following alternative
assumptions:
(i) after an unsuccessful trial, you mark the corresponding key, so that you never try it again.
(ii) at each trial you are equally likely to choose any key.
8. (a) If electricity power failures occur according to a Poisson distribution with an average of 3 failures every
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twenty weeks (i.e., = 20 ), calculate the probability that there will not be more than one failure during
a particular week.
(b) A manufacturer of metal pistons finds that on the average, 12% of his pistons are rejected because they
are either oversized or undersized. What is the probability that a batch of 10 pistons will contain,
no more than 2 rejects?
at least 2 rejects?
9. A packet communication system consists of a buffer that stores packets from some source, and a communi-
cation line that retrieves packets from the buffer and transmits them to a receiver. The system operates in
time-slots pairs. In the first slot, the system stores a number of packets that are generated by the source
according to a Poisson PMF with parameter ; however, the maximum number of packets that can be stored
is a given integer b, and packets arriving to a full buffer are discarded. In the second slot, the system transmits
either all the stored packets or c packets (whichever is less). Here, c is a given integer with 0 < c < b.
(a) Assuming that at the beginning of the first slot the buffer is empty, find the PMF of the number of
packets stored at the end of the first slot and at the end of the second slot.
(b) What is the probability that some packets get discarded during the first slot?