ECE 316 – Probability Theory and Random Processes

Chapter 6 Solutions (Part 2)

Xinxin Fan

Problems
18. Two points are selected randomly on a line of length L so as to be on opposite sides of the
midpoint of the line. [In other words, the two points X and Y are independent random
variables such that X is uniformly distributed over (0, L/2) and Y is uniformly distributed
over (L/2, L).] Find the probability that the distance between the two points is greater than
L/3.
Solution. Since X and Y are independent random variables, we have f (x, y) = L2 · 2
= 4
.
© ª L L2
The required probability is P Y − X > L3 , which can be computed as follows:
½ ¾ Z Z
L
P Y −X > = f (x, y) dxdy
3 {(x,y)|0<x<L/2,L/2<y<L,y−x>L/3}
ÃZ L Z L Z L Z L !
4 6 2
= dx dy + dx dy
L2 0 L L
x+ L
2 6 3
"Z L Z Lµ ¶ #
4 6 L 2 2L
= dx + − x dx
L2 0 2 L 3
6
· ¸
4 L2 2L2 L2 7
= 2
+ − = ,
L 12 9 9 9
L L L
where the integration
¡ area {(x, y) |¢0 < x
¡ L< 2 , 2 <L y < L,3 y − x > 3¢} is considered equivalent
L L
as {(x, y) | 0 < x < 6 , 2 < y < L or 6 < x < 2 , x + L < y < L }.

20. The joint density of X and Y is given by

½ −(x+y)
xe x > 0, y > 0
f (x, y) = .
0 otherwise

Are X and Y independent? What if f(x, y) were given by

½
2 0 < x < y, 0 < y < 1
f (x, y) = .
0 otherwise

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 Solution. (a) yes.
Z ∞
fX (x) = f (x, y) dy = xe−x , 0<x<∞
0
Z ∞
fY (y) = f (x, y) dx = e−y , 0<y<∞
0
f (x, y) = fX (x) · fY (y)

(b) no.
Z 1
fX (x) = f (x, y) dy = 2(1 − x), 0<x<1
x
Z y
fY (y) = f (x, y) dx = 2y, 0<y<1
0
f (x, y) 6= fX (x) · fY (y)

23. The random variables X and Y have joint density function.

f (x, y) = 12xy(1 − x) 0 < x < 1, 0 < y < 1

and equal to 0 otherwise.

(a) Are X and Y independent?
(b) Find E[X].
(c) Find E[Y ].
(d) Find V ar(X).
(e) Find V ar(Y ).
Solution. (a) Yes, as we can show f (x, y) = fX (x) · fY (y) as follows:
Z 1 Z 1
fX (x) = f (x, y) dy = 12x(1 − x)y dy = 6x(1 − x), 0<x<1
0 0
Z 1 Z 1
fY (y) = f (x, y) dx = 12yx(1 − x) dx = 2y, 0<y<1
0 0

Therefore, f (x, y) = fX (x) · fY (y).

R1 R1
(b) E[X] = 0 xfX (x) dx = 0 6x2 (1 − x) dx = 21 .

R1 R1
(c) E[Y ] = 0 yfY (y) dy = 0 2y 2 dy = 23 .

R1
(d) V ar(X) = E[X 2 ] − (E[X])2 = 0 6x3 (1 − x) dx − 1
4 = 1
20 .

R1
(e) V ar(Y ) = E[Y 2 ] − (E[Y ])2 = 0 2y 3 dy − 4
9 = 1
18 .

27. If X is uniformly distributed over (0, 1) and Y is exponentially distributed with parameter
λ = 1, find the distribution of (a) Z = X + Y and (b) Z = X/Y . Assume independence.

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 Solution. (a) For a > 0, we consider the following two
R a cases:
R a−x
Case I: If a ≤ 1, we have FZ (a) = P {X + Y ≤ a} = 0 0 f (x, y) dydx.
Since X and Y are independent, and

fX (x) = 1, 0<x<1
−y
fY (y) = e , y > 0
R a R a−x
Therefore, we obtain FZ (a) = 0 0 e−y dydx = a − 1 + e−a , where a ≤ 1.
R 1 R a−x
Case II: If a > 1, we have FZ (a) = P {X + Y ≤ a} = 0 0 e−y dydx = 1 − e−a (e − 1).
Combining the above two cases, we get
½
a − 1 + e−a a≤1
FZ (a) = .
1 − e−a (e − 1) a > 1

(b) For a > 0, we obtain

Z 1Z ∞
FZ (a) = {X/Y ≤ a} = e−y dydx = a(1 − e−1/a ).
0 x/a

29. When a current I (measured in amperes) flows through a resistance R (measured in ohms),
the power generated is given by W = I 2 R (measured in watts). Suppose that I and R are
independent random variables with densities

fI (x) = 6x(1 − x), 0≤x≤1

fR (x) = 2x, 0≤x≤1

Determine the density function of W .

Solution. We first find the cumulative distribution function of W as follows:
Z Z
FW (w) = P {I 2 R ≤ w} = 6x(1 − x)2y dydx
{(x,y)|x2 y≤w,0≤x≤1,0≤y≤1}
Z √ Z Z Z
w 1 1 w/x2
= 12x(1 − x)y dydx + √
12x(1 − x)y dydx
0 0 w 0
£ √ ¤
= 3w − 2w3/2 − 6w 1 + (log w) /2 − w
= 4w3/2 − 3w(1 + log w), 0 < w < 1.

Therefore, the density function of W is

0 √
fW (w) = FW (w) = 6( w − 1) − 3 log w, 0 < w < 1.

32. The gross weekly sales at a certain restaurant is a normal random variable with mean $2200
and standard deviation $230. What is the probability that
(a) the total gross sales over the next 2 weeks exceeds $5000;
(b) weekly sales exceed $2000 in at least 2 of the next 3 weeks?
What independence assumptions have you made?

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 Solution. (a) Let X denote the gross weekly sales, then X is a normal random variable
X ∼ N (2200, 2302 ). If X1 , X2 denote the respective sales of the next 2 weeks and let
W = X1 + X2 , then W is the sales over the next two weeks and W ∼ N (4400, 2(230)2 ).
Hence, with Z ∼ N (0, 1), we have
( )
W − 4400 5000 − 4400
P {W > 5000} = P p > p = P {Z > 1.8446} = 0.0326.
2(230)2 2(230)2
© ª
(b) Note that P {X > 2000} = P Z > 2000−2200 230 = P {Z > −0.87} = P {Z < 0.87} =
0.8078. ¡Hence,
¢ the probability that weekly sales exceeds 2000 in at least 2 of the next 3 weeks
is p3 + 32 p2 (1 − p), where p = 0.8078.
We have assumed that the weekly sales are independent.

33. Jill’s bowling scores are approximately normally distributed with mean 170 and standard de-
viation 20, while Jack’s scores are approximately normally distributed with mean 160 and
standard deviation 15. if Jack and Jill each bowl one game, then assuming that their scores
are independent random variables, approximately the probability that
(a) Jack’s score is higher.
(b) the total of their scores is above 350.
Solution. Let X denote Jill’s score and let Y be Jack’s score. Also, let Z denote a standard
normal random variable.
(a)

P {Y > X} = P {Y − X > 0} = P {Y − X > 0.5}

( )
Y − X − (160 − 170) 0.5 − (160 − 170)
= P p > p
(20)2 + (15)2 (20)2 + (15)2
≈ P {Z > 0.42} ≈ 0.3372

(b)

P {X + Y > 350} = P {X + Y > 350.5}

( )
X + Y − 330 20.5
= P p >p
(20)2 + (15)2 (20)2 + (15)2
≈ P {Z > 0.82} ≈ 0.2061

40. Two dice are rolled. Let X and Y denote, respectively, the largest and the smallest values
obtained. Compute the conditional mass function of Y given X = i, for i = 1, 2, ..., 6. Are X
and Y independent? Why?
Solution. We first need to consider the following two cases:
(i) For j = i : P {Y = i|X = i} = P {Y =i,X=i}
P {X=i}
1
= 36P {X=i}
2
(ii) For j < i : P {Y = j|X = i} = 36P {X=i}
Hence,
Xi
2(i − 1) 1
1= P {Y = j|X = i} = +
36P {X = i} 36P {X = i}
j=1

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 2i−1
and so, P {X = i} = 36 and
½ 1
2i−1 j=i
P {Y = j|X = i} = 2 . (1)
2i−1 j<i

X and Y are not independent. For example, from (1) we know that P {Y = 1|X = 1} = 1.
However, it is obvious that P {Y = 1} < 1. Hence, P {Y = 1|X = 1} 6= P {Y = 1} and X and
Y are not independent.

Theoretical Exercises
9. Let X1 , ..., Xn be independent exponential random variables having a common parameter λ.
Determine the distribution of min(X1 , ..., Xn ).
Solution. Note that

P {min(X1 , ..., Xn ) > t} = P {X1 > t, ..., Xn > t} = e|−λt ·{z

· · e−λt} = e−nλt ,
n

thus showing that the minimum is exponential with rate nλ.