Assignment #03 (Summer 2024)
Electrical Engineering Department
Subject: Probability Methods in Engineering Submission Date: 16-07-2024
Teacher: Dr. Aamir Rashid/ Engr. Abubakar Waqas Maximum Marks: 42
Question#01:
Let Θ be uniformly distributed on [0, 𝜋], and let the RVs 𝑋 and 𝑌 be defined by 𝑋 = cos(Θ) and 𝑌 = sin(Θ).
(i) Plot the PDF of RV Θ i.e., 𝑓Θ(𝜃).
(ii) Compute and plot the PDF of RV 𝑋 i.e., 𝑓X(𝑥).
(iii) Compute 𝐸[𝑋] once using 𝑓X(𝑥) and then once using 𝑓Θ(𝜃).
(iv) Compute and plot the PDF of RV 𝑌 i.e., 𝑓Y(𝑦).
(v) Compute 𝐸[𝑌] once using 𝑓Y(𝑦) and then once using 𝑓Θ(𝜃).
(vi) Determine whether RVs 𝑋 and 𝑌 are correlated or uncorrelated?
Question#02:
Random variable 𝑋 is distributed according to
x + 1 − 1 ≤ x ≤0
fX(x) = Λ(x) = { −x + 1 0 ≤ x ≤1}
0 otherwise
(i) Plot the analytical PDF 𝑓𝑋(𝑥).
(ii) Compute and plot the analytical CDF 𝐹𝑋(𝑥).
(iii) Determine the probability 𝑃(𝑋 >1/2) once using CDF, 𝐹𝑋(𝑥), and then using PDF, 𝑓𝑋(𝑥).
(iv) Determine the conditional probability 𝑃(𝑋 > 0 | 𝑋 < 1/2).
(v) Compute and sketch the conditional distribution 𝐹𝑋(𝑥 | 𝑋 >1/2).
P(X≤x∩B)
Hint: 𝐹𝑋(𝑥|𝐵) = 𝑃(𝑋 ≤ 𝑥|𝐵) = P(B)
(vi) Compute and sketch the conditional density 𝑓𝑋(𝑥 | 𝑋 > 1/2).
𝑑
Hint: 𝑓𝑋(𝑥|𝐵) = 𝑑𝑥 [𝐹𝑋(𝑥|𝐵)]
(vii) Compute 𝐸(𝑋) and Var(𝑋).
(viii) Compute the conditional mean value 𝐸(𝑋|𝑋 >1/2)
Hint: 𝐸(𝑋|𝐵) = ∫∞ 𝑥 -∞ 𝑓𝑋(𝑥|𝐵)𝑑𝑥
Question#03:
The noise voltage in an electric circuit can be modeled as a Gaussian RV with a mean equal to 5 and a
variance equal to 4.
1. Using Q(.), compute the following probabilities:
(i) What is the probability that the value of the noise exceeds 8 volts?
(ii) What is the probability that the value of the noise exceeds 10 volts?
(iii)What is the probability that the value of the noise value is between 6 to 7 volts?
(iv) Given that the value of the noise is positive, what is the probability that it exceeds 8 volts?
(v) Given that the value of the noise is more than its average value, what is the probability that it
exceeds 8 volts?
2. Now consider the following transformation:
(vi) If this noise passes through a half-wave rectifier with characteristics given below, Find the PDF
of the rectified noise.
(vii) Find the expected value of the rectified noise in the previous part.
