Probability and Random Processes (15B11MA301)

Tutorial Sheet: 1 [C201.1]

(Approaches to Probability, Conditional Probability)
1. Three unbiased coins are tossed. What is the probability of getting at most two
heads? Ans. 7/8
2. If 𝑃(𝐴) = 0.4, 𝑃(𝐵) = 0.7and 𝑃(𝐴 ∩ 𝐵) = 0.3, find 𝑃(𝐴̄ ∩ 𝐵̄). Ans. 0.2
3. A card is taken from a well shuffled pack of 52 cards. What is the probability
of getting (i) either a black card or an ace or both, (ii) either an ace of diamond
or an ace of hearts, (iii) either a diamond card or an ace or both?
Ans. (i) 7/13 (ii) 1/26 (iii) 4/13

4. A and B are two events associated with an experiment. If P(A) = 0.4 and 𝑃(𝐴 ∪
𝐵) = 0.7, find P(B) if (i) A and B are mutually exclusive, (ii) A and B are
independent. Ans. (i) 0.3 (ii) 0.5

5. For any three events A, B and C, show that

𝑃(𝐴 ∪ 𝐵/𝐶) = 𝑃(𝐴/𝐶) + 𝑃(𝐵/𝐶) − 𝑃(𝐴 ∩ 𝐵/𝐶).

6. If A, B and C are random events in a sample space and if A, B and C are

pairwise independent and A is independent of (𝐵 ∪ 𝐶), then A, B and C are
mutually independent.

7. In a random experiment, 𝑃(𝐴) = 1/12, 𝑃(𝐵) = 5/12and 𝑃(𝐵/𝐴) = 1/15,

find 𝑃(𝐴 ∪ 𝐵). Ans. 89/180

8. One integer is chosen at random from the numbers 1, 2, 3, …, 100. What is

the probability that the chosen number is divisible by
(i) 6 or 8 but not both
(ii) 6 or 8 or both. Ans. (i) 1/5 (ii) 6/25

9. Let𝑤 be a complex cube root of unity with 𝑤 ≠ 1. a fair die is thrown three
times. If 𝑥, 𝑦, 𝑧are the numbers obtained on the die, find the probability that
𝑤 𝑥 + 𝑤 𝑦 + 𝑤 𝑧 = 0. Ans 2/9

1 1 𝐴 𝐵
10. If 𝐴 ⊂ 𝐵, 𝑃(𝐴) = and 𝑃(𝐵) = , find 𝑃 ( ) and 𝑃 ( ). Ans 0.75, 1
4 3 𝐵 𝐴
 Probability and Random Processes (15B11MA301)
Tutorial Sheet: 2 [C201.1]
(Total probability, Bayes theorem)
1. The LED bulbs producing factories A, B and C supply LED bulbs to the market in the ratio
2:3:5. It is found that 1% of the items produced in factory A, 2% of the items produced in
factory B and 3% of the items produced in factory C are defective. If a bulb is selected at
random from the market what is the probability that it is a defective one? Also, if a
randomly selected bulb is found to be defective then find the probability that it was
produced by factory (i) A, (ii) B, (iii) C? [Ans (i) 2/23 (ii) 6/23, (iii 15/23]

2. The frequency of an infected disease in a population is 0.2%. In a routine screening test of

it, it is found that the test is highly accurate with a 3% false positive rate (showing positive
when it is actually negative) and a 1% false negative (showing negative when it is actually
positive) rate. If a person takes the test and it comes out to be positive. What is the
probability that the person has the disease? [Ans: 0.062]

3. Three urns I, II and III contain 8 red, 4 white; 6 red, 6 white; and 5 red, 7 white balls,
respectively. If a ball is drawn at random and found to be red, what is the probability that
it is a drawn from (i) urn I, (ii) urn III? [Ans: (i) 8/19, (ii) 5/19]

4. A and B throw alternatively with a pair of balanced dice. A wins if he throws sum of six
points before B throws a sum of seven points, while B wins if he throws a sum of seven
points before A throws a sum of six points. If A begins the game, show that his probability
of wining is 30/61.

5. There are 4 true coins and 1 false coin with head on both sides. A coin is chosen at random
and tossed 5 times. If head occurs all the 5 times, what is the probability that the false coin
has chosen and used? [Ans: 8/9]

6. A letter is known to have come either from TATANAGAR or from CALCUTTA. On the
envelope just two consecutive letters TA are visible. What is the probability that the letter
came from CALCUTTA? [Ans: 4/11]

7. Three switches connected in parallel operate independently. Each switch remains closed
with probability p. Find the probability (a) of receiving an input signal at the output. (b)
that switch S1 is open given that an input signal is received at the output.
[Ans: (i) 𝑝3 − 3𝑝2 + 3𝑝, (ii) {(1 − 𝑝)(2𝑝 − 𝑝2 )}/{𝑝3 − 3𝑝2 + 3𝑝}]

8. Companies A, B and C produces cars. The production capacity of company A is twice

that of B while company B and C produces same number of cars in a given period. It is
known that 2% of A, 3% of B and 4% of C are defective. All the cars produced are put
into one showroom and then one car is chosen at random. (a) Find the probability that the
car is defective. (b) Suppose a car chosen is defective, what is the probability that this is
produced by company A? [Ans: (i) 11/400, (ii) 4/11]
 Probability and Random Processes (15B11MA301)
Tutorial Sheet: 3 [C201.2, C201.3]

(One Dimensional Random Variables)

1. The probability density function of a random variable 𝑋 is𝑓(𝑥) = 𝑘𝑥(1 − 𝑥), 0 < 𝑥 <
1. Then find (i) k and (ii) a number ‘b’ such that 𝑃(𝑋 < 𝑏) = 𝑃(𝑋 > 𝑏). (Ans k = 6, b = 1/2)
2. A fair coin is tossed 3 times and let 𝑋 be difference of the number of heads and the number
of tails. Find
(a) the probability mass function. P(X=-3) = 1/8, P(X =-1) = 3/8, P(X=1) = 3/8, P(X=3) = 1/8
(b) the cumulative distribution function of 𝑋. CDF: 0, 1/8, 4/8, 7/8, 1
3. A random variable X has the probability distribution defined as
𝑋 1 2 3 4 5 6
𝑃(𝑋) 0.04 0.15 0.37 0.26 0.11 0.07
Find (i) 𝑃(𝑋 Odd |𝑋 < 5) (ii) 𝑃(𝑋 < 5|𝑋 Odd) (iii) 𝑃(𝑋 = 4|𝑋 is not equal to 3)
Ans: (i): 41/82=1/2 (ii) 41/52 (iii) 26/63
2
4. Consider the function 𝑓(𝑥) = {𝐶(𝑥 − 2𝑥),0 < 𝑥 < 5/2, where C is any constant. Could
0 elsewhere
𝑓(𝑥) be a probability density function? Justify your answer.
Ans: Not possible. No value of C for which f(x) is always positive.
5. The probability density function of a random variable X is given by
𝐴(1 + 𝑥), −1 < 𝑥 ≤ 0
𝑓(𝑥) = { 𝐴(1 − 𝑥),0 < 𝑥 < 1 .
0 elsewhere
Find (a) the value of A and plot 𝑓(𝑥), (b) the distribution function 𝐹(𝑥), (c) the point c such
that P[X > c] =P[X< c]/2
Ans:

6. A continuous random variable 𝑋 is defined as 𝑓(𝑥) = 𝑎𝑥 + 𝑏𝑥 2 , 0 < 𝑥 < 1, 0 otherwise.

If 𝐸[𝑋] = 0.6, then find (i) 𝑃[𝑋 < 0.5], (ii) variance of X. Ans: a=3.6, b=-2.4, (i) 0.35, (ii) 0.06
The cumulative distribution function of a random variable 𝑋 is given by
2
𝐹(𝑥) = (1 − 𝑒 −2𝑥 ), 𝑥>0. Find (a) 𝑃(0 < 𝑋 < 3) (b) 𝑃(𝑋 > 1) (c) 𝑃(𝑋 = 5).
Ans: (a) 𝟏 − 𝒆−𝟏𝟖 (b) 𝒆−𝟐 (c) Discuss in class.
7. A random variable X has the following probability function:
 𝑋 0 1 2 3 4
𝑃(𝑋) k 3k 5k 7k 9k
find (a) k (b) CDF (c) mean and variance of 𝑋 and 4𝑋 + 3 (d) 𝑃(𝑋 < 3) and 𝑃(0 < 𝑋 < 4).
Ans: k=1/25, mean (X): 70/25 Var (X): 850/25 Mean(4X+3) = 280/25+3,
Var(4X+3)=16*850/25 (d): 9/25, 15/25
8. Four unbiased coins are tossed and let 𝑋 be the number of heads obtained. Write the
probability mass function of 𝑋 and find 𝑃(𝑋 > 2). [Ans.: 5/16]
9. A random variable 𝑋 takes the values 1, 2, 3 and 4 such that
𝑃(𝑋 = 1) = 𝑃(𝑋 = 2) = 2𝑃(𝑋 = 3) = 3𝑃(𝑋 = 4).Write the probability distribution of 𝑋
and find
(i) 𝑃(𝑋 > 2), (ii) 𝑃(1 < 𝑋 <4/𝑋 > 2), (iii) 𝑃(𝑋 = 1 𝑜𝑟 2). [Ans.: (i) 5/17 (ii) 3/5, (iii) 12/17]
10. A random variable 𝑋 is equally probable to take even or odd integral values from 1 to 6
and has the following probability mass function:
𝑋=𝑥 1 2 3 4 5 6
𝑃(𝑋 = 𝑥) k 2k 2k 3k ? k/2
Find (i) value of k, (ii) 𝑃(𝑋 = 5) (iii) 𝑃(𝑋 < 4/𝑋 > 2) (iv) F(2), (v) 𝐹(𝑥)
[Ans.: (i) 1/11, (ii) 5/22 (iii) 4/13, (iv) 3/11]
 Probability and Random Processes (15B11MA301)
Tutorial Sheet: 4 [C201.2, C201.3]
(Two Dimensional Random Variables)

1. Define the following: (a) two dimensional random variable (b) marginal and conditional
probability distributions.

2. If X denotes the number of kings and Y denotes number of aces when two cards are drawn
at random without replacement from a deck of well shuffled pack of 52 cards, find
(i) The joint probability distribution of (X, Y). (ii) The marginal distribution
(iii) 𝑃(𝑋 = 2|𝑌 = 1) (iv) 𝑃(𝑋 < 2|0 < 𝑌 < 2) (v) 𝑃(1 ≤ 𝑋 ≤ 2 |𝑌 = 0,2)

(Ans. (iii) 0 (iv) 1 (v) 13/81)

3. Let the joint pdf of a random variable (X, Y) is defined as

𝑓(𝑥, 𝑦) = 𝑘(𝑥𝑦 + 𝑦 2 ), 0 ≤ 𝑥 ≤ 2, 0 ≤ 𝑦 ≤ 1.
1
Find (i) the value of k (ii) 𝑃(𝑋 > 1) (iii) 𝑃(𝑋 + 𝑌 < 1) (iv) 𝑃 (𝑋 < 1, 𝑌 > 2) (v)

𝑓𝑋 (𝑥), 𝑓𝑌 (𝑦). Also test whether X and Y are independent?

𝟑 𝟏𝟑 𝟑 𝟐𝟑 𝟑𝒙+𝟐 𝟑(𝟐𝒚+𝟐𝒚𝟐 )
(Ans. (i) 𝟓 (ii) 𝟐𝟎 (iii) 𝟒𝟎 (iv) 𝟖𝟎 (v) , , not independent)
𝟏𝟎 𝟓

1
4. The pdf of (X, Y) be defined as 𝑓(𝑥, 𝑦) = (4) 𝑒 −(|𝑥|+|𝑦|) , − ∞ ≤ 𝑥 ≤ ∞, −∞ ≤ 𝑦 ≤ ∞.

Are X and Y independent? Find the probability that 𝑋 ≤ 1 𝑎𝑛𝑑 𝑌 ≤ 0.

𝒆𝒙 𝒆𝒚
, −∞ < 𝒙 ≤ 𝟎 , −∞ < 𝒚 ≤ 𝟎 𝟏 𝟏
(Ans. 𝒇𝑿 (𝒙) = { 𝟐𝒆−𝒙 , 𝒇𝒀 (𝒚) = { 𝒆𝟐−𝒚 , 𝟐 − 𝟒𝒆.
, 𝟎 ≤ 𝒙 < ∞ , 𝟎 ≤ 𝒚 < ∞
𝟐 𝟐

2𝑥+𝑦
5. Random variable (X, Y) have a joint probability mass function 𝑓(𝑥, 𝑦) = , where x
27

and y can assume only integer values 0, 1, 2. Find the conditional distribution of 𝑌 for 𝑋 =
𝑥.

6. Two ideal dice are thrown. Let 𝑋1 be the score on the first die and 𝑋2 the score on the other
die. Let Y denote the maximum of 𝑋1 and 𝑋2, i.e. max(𝑋1 , 𝑋2 ).
(a) Write down the joint distribution of Y and 𝑋1 , (b) Find E(Y) and Var(Y).
 2 2
𝑓(𝑥, 𝑦) = { 21𝑥 𝑦 , 0 ≤ 𝑥 < 𝑦 ≤ 1. be the joint pdf X, Y. Find the
7. Let
0 𝑒𝑙𝑠𝑒𝑤ℎ𝑒𝑟𝑒
𝟑𝒚 𝟑𝒚𝟐
conditional mean and variance of X given Y= y and 0 < 𝑦 < 1. (mean , variance )
𝟒 𝟖𝟎
 Probability and Random Processes (15B11MA301)
Tutorial Sheet: 5 [C201.2, C201.3]

(Moment Generating Function, Characteristic function, Covariance and Correlation)

1. A pair of fair dice is thrown and let X be the number of 6’s turned up. Find the moment
generating function (MGF), mean and variance of X.
𝟐𝟓 𝟏𝟎 𝒕 𝒕𝟐 𝟏 𝟐𝒕 𝟒𝒕𝟐 𝟏 𝟓
Ans. MGF = 𝟑𝟔 + 𝟑𝟔 (𝟏 + 𝟏! + 𝟐! + ⋯ ) + 𝟑𝟔 (𝟏 + 𝟏! + + ⋯ ), Mean = 𝟑, Var = 𝟏𝟖)
𝟐!

𝑒 −|𝑥|
2. Find MGF of X whose probability density function is given by 𝑓(𝑥) = 𝑘 , −∞ < 𝑥 <
5

∞. Find first three moments of X about the origin. What is the variance of X?
(Ans. Three moments are 0, 2,0; Var (X)= 2)

3. The joint pdf of a two dimensional random variables (X, Y) is given as:
3
𝑓(𝑥, 𝑦) = {2 (𝑥 2 + 𝑦 2 ), 𝑖𝑓 0 ≤ 𝑥, 𝑦 ≤ 1 and 𝑓(𝑥, 𝑦) = 0, 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒. Find 𝐶𝑋𝑌 , E (XY) and
𝟏 𝟑 𝟏𝟓
𝜌𝑋𝑌 . (Ans. 𝑪𝑿𝒀 = − 𝟔𝟒 , 𝐄 (𝐗𝐘) = 𝟖 , 𝝆𝑿𝒀 = − 𝟕𝟑 )

1
4. The joint pdf of a two dimensional random variables (𝑋, 𝑌) is 𝑃𝑋 (𝑘) = 𝑘! 𝑒 −2 2𝑘 and
1 𝟐𝒕 +𝟑𝒆𝟐𝒕 −𝟓)
𝑃𝑌 (𝑘) = 𝑘! 𝑒 −3 3𝑘 . Compute the MGF of 𝑍 = 2𝑋 + 3𝑌. (Ans. 𝒆(𝟐𝒆 )

5. Compute the characteristic function of discrete random variables X and Y if the

1
, 𝑘=𝑙=0
3
1
, 𝑘 = ±1, 𝑙 = 0
joint probability mass function is given as 𝑃𝑋,𝑌 (𝑘, 𝑙) = 6
1
6
, 𝑘 = 𝑙 = ±1
{ 0, 𝑒𝑙𝑠𝑒
𝟏 𝟏 𝟏
Ans. 𝝓𝑿,𝒀 (𝝎𝟏 , 𝝎𝟐 ) = 𝟑 + 𝟑 𝐜𝐨𝐬 𝝎𝟏 + 𝟑 𝐜𝐨𝐬(𝝎𝟏 + 𝝎𝟐 )

6. Find the density function of the distribution for which the characteristic function is given by
𝜎2 𝑡2
− 𝟏 𝟐 /𝟐𝝈𝟐
𝜙(𝑡) = 𝑒 2 . (Ans. 𝒇(𝒙) = 𝝈√𝟐𝝅 𝒆−𝒙 , −∞ < 𝒙 < ∞)

7. Find characteristic function of random variable X whose probability density function is given
by 𝑓(𝑥) = 𝜆𝑒 −𝜆𝑥 , 𝑥 ≥ 0, 𝜆 > 0 and hence find first two central moments.
𝝀 𝟏
(Ans. 𝝓(𝝎) = 𝝀−𝒊𝝎 , 𝝁𝟏 = 𝟎, 𝝁𝟐 = 𝝀𝟐 .)
 Probability and Random Processes (15B11MA301)
Tutorial Sheet: 6 [C201.1, C201.2, C201.3]
(Discrete Probability Distributions)

1. Differentiate between Binomial and Poisson distributions. Also derive the Expressions for
mean, variance and MGF for these distributions.

2. Are the negative Binomial and Geometric distributions related? Describe with examples.

3. A communication system consists of n components, each of which will independently function

with probability p. The total system will be able to operate effectively if at least one-half of its
components function. For what values of p is a 5-component system more likely to operate
effectively than a 3- component system?

4. A space craft has 1,00,000 components. The probability of any one component being defective
is 2 × 10−5 . The mission will be in danger if five or more components become defective. Find
the probability of such an event.

5. A shipment of 100 tape recorders contains 25 that are defective. If 10 of them are randomly
chosen for inspection, what is the probability that 2 of the 10 will be defective?

6. In a book of 520 pages, 390 typo-graphical errors occur. Assuming Poisson law for the
number of errors per page, find the probability that a random sample of 5 pages will contain no
error.

7. A boy is throwing stones at a target, what is the probability that his 10th throw is his 5th hit, if
the probability of hitting the target at any trial is 0.05.

8. If the probability that a certain test yields a positive reaction equals 0.4, what is the probability
that fewer than 5 negative reactions occur before the first positive one?

9. An experimental trial is performed until the first success is achieved. Assuming that the
experiments are independent and the probability of success is p, find the value of p so that the
probability that an odd number of experiments are required is equal to 0.6.

10. The number of blackflies on a board bean leaf follows a Poisson distribution with mean 2. A
plant inspector, however, records the number of flies on a leaf only if at least 1 fly is present.
What is the probability that he records 1 or 2 flies on a randomly chosen leaf? What is the
expected number of flies recorded per leaf?

11. An item is produced in large numbers. The machine is known to produce 5% defectives. A
quality control inspector is examining the items by taking them at random. What is the
probability that at least 4 items are to be examined in order to get 2 defectives?

12. Suppose that during practice, a basketball player can make a free throw 80% of the time.
Furthermore, assume that a sequence of free-throw shooting can be thought of as independent
Bernoulli trials. Let X = the minimum number of free throws that this player must attempt to
make a total of ten shots.
(a) What is the probability mass function of X?
(b) What is the expected value and variance of X?
(c) What is the probability that the player must attempt 12 shots in order to make ten?
Tutorial 6 (Answers)

6
= 0.02352

7 = 0.000030468

10 , 2.313

11

= 0.99275

12(a)

12(b) ,
12(c)
 Probability and Random Processes (15B11MA301)
Tutorial Sheet: 7 [C201.1, C201.2, C201.3]
Continuous Distributions (Uniform, Exponential, Erlang, Gamma and Weibull distributions)

1. A man and a Woman agree to meet at a certain place between 10 AM and 11 AM They agree
that the one arriving first will have to wait 15 minutes for the other to arrive. Assuming that the
arrival times are independent and uniformly distributed, find the probability that they meet.
(Ans.7/16)
2. If the random variable 𝑎is uniformly distributed in the interval (1, 7), what is the probability
that the roots of the equation 𝑥 2 + 2𝑎𝑥 + (2𝑎 + 3) = 0 are real. (Ans.2/3)
3. A straight line of length 4 units is given. Two points are taken at random on this line. Find
the probability that the distance between them is greater than 3 units. (Ans.1/16)
4. The daily consumption of milk in excess of 20000 gallons is approximately exponentially
1
distributed with 𝜆 = 3000 . The city has a daily stock of 35000 gallons. What is the probability

that of 2 days selected at random, the stock is insufficient for both day’s. (Ans.𝒆−𝟓 )
5. The length of the shower on a tropical island during rainy season has an exponential
distribution with parameter 2, time being measured in minutes. What is the probability that a
shower will last more than 3 minutes? If a shower has already lasted for 2 minutes, what is the
probability that it will last for at least one more minute? (Ans. (i) 0.0025, (ii) 0.1353)
6. Suppose that X has an exponential distribution with parameter 𝜆. Compute the probability
that X exceeds twice its expected value. (Ans.𝒆−𝟐 )
7. If the service life, in hours, of a semiconductor is a RV having a Weibull distribution with
the parameters𝛼 = 0.0375 and 𝛽 = 0.55, (i) How long can such a semiconductor be expected
to last? (ii) What is the probability that such a semiconductor will still be in operating condition
after 4000h? (Ans. 667 hr, 0.0276)
8. If the life in years of a certain type of taxi has a Weibull distribution with the parameter 𝛽 =
2, find the value of the parameter 𝛼, given the probability that the life of the taxi exceeds 6
years is 𝑒 −0.36 . For these value of 𝛼 and 𝛽, find the mean and variance.
𝝅
(Ans. 𝜶 = 𝟎. 𝟎𝟏, 𝑬(𝑿) = 𝟓√𝝅, 𝑽𝒂𝒓(𝑿) = 𝟏𝟎𝟎(𝟏 − 𝟒 ))

9. The life (in months) of a certain bacteria has an Erlang distribution with parameters 𝑘 = 3
and 𝜆 = 1/2. What is the probability that this bacteria will survive at most one year?
(Ans.0.058)
 Probability and Random Processes (15B11MA301)
Tutorial Sheet: 8 [C201.1, C201.2, C201.3]
Normal Distribution

1. In a normal population with mean 12 and standard deviation 4, it is known that 750 observations

exceed 15. Find the total number of observations in the population. (Ans.  3310)

2. It is given that X and Y are independent normal variates and X ~ N(1, 4), Y ~ N(3,16). Find the

value of K such that P(2X + Y  K ) = P(4X −Y  2K ) . (Ans. K= (5 5 + 2) / ( 5 + 2 2) )

3. Variable X is a normal random variable with standard deviation 3. If the probability that X

is less than 16 is 0.84, then the expected value of X is approximately? (Ans: 13)

4. If P {-3 < Z < -2} = P {2 < Z <x}, then find x (Ans: 3.02)

5. If P {-a < Z < a} = 2P {Z < a} - 1, then find a. (Ans: 𝒂 ∈ (−∞, ∞))

6. Find x (using three type of standard normal table) if

(i) P {Z > x} = 0.05 (ii) P {Z > x} = 0.95 (iii) P {Z < x} = 0.66 (iv) P {Z < x} = 0.40

(v) P {|Z| < x} = 0.99 (vi) P {|Z| < x}=0.1 (vii) P {|Z| > x}=0.9 (viii) P {|Z| > x}=0.8

(Ans: (i) 1.65, (ii) -1.65 (iii) 0.42 (iv) -0.25 (v) 2.17 (vi) 0.13 (vii) -1.64 (viii) 0.26)
 Probability and Random Processes (15B11MA301)
Tutorial Sheet: 9 [C201.2, C201.3]
Reliability

Q.1: A household appliance is advertised as having more than a 10-year life. If its pdf is given
by 𝑓(𝑡) = 0.1(1 + 0.050𝑡)−3 , 𝑡 ≥ 0
(a) Determine its reliability for the next 10 years, if it has survived a 1-year warranty period.
(b) What is its MTTF before the warranty period?
(c) What is its MTTF after the warranty period assuming that it has still survived?
Ans: (a) 0.46; (b) 0.045 year; (c) 19.955 years
Q.2: A component has the following hazard rate, where t is in years:

𝜆(𝑡) = 0.44𝑡, 𝑡 ≥ 0

(a) Find R(t). (b) Determine the probability of the component failing within the first month
of its operation. (c) What is the design life if a reliability of 0.95 is desired?
𝑡2
Ans: 𝑎) ⅇ − 5 𝑏) 0.0014 𝑐) 0.5064 𝑦ⅇ𝑎𝑟𝑠

Q.3. The pdf of the time to failure of a system is given by f(t) = 0.01, 0 ≤ t ≤ 100 days. Find.
(a) R(t)
(b) the hazard rate function
(c) the MTTF
(d) the standard deviation
Ans: 𝑎) 1 − 0.01𝑡 𝑏)1/ (100 − 𝑡) 𝑐) 50 𝑑) 28.86

Q.4: Experience shows that the failure rate of a certain electrical component is a linear function.
Suppose that after two full days of operation, the failure rate is 10% per hour and after three
full days of operation, it is 15% per hour.
(a) Find the probability that the component operates for at least 30 hours.
(b) Suppose that the component has been operating for 30 hours. What is the probability that
it fails within the next hour?

Ans. (a) 0.3916 (b) 0.0616

 Probability and Random Processes (15B11MA301)
Tutorial Sheet: 10 [C201.2, C201.3]
System Reliability
Q.1: The reliability of a communication channel is 0.40. How many channels should be placed in
parallel redundancy so as to achieve the reliability of receiving the information is 0.80. If these channels
are used to configure (i) high level and (ii) low level redundant systems, what are the corresponding
system reliabilities? (Ans. n= 4, 0.2949, 0.4096)

Q.2: Which of the following systems has the higher reliability at the end of 100 hours of operation?
(i) Two constant failure rates redundant components each having MTTF of 1000 hours.
(ii) A Weibull component with shape parameter of 2 and a characteristic life of 10000 hours in series
with a constant failure rates component with a failure rate of 0.00005.
(Ans. 0.9909, 0.9949)

Q.3: Specifications for a power unit consisting of 3 independent and serially connected components
require a design life of 5 years with 0.95 reliability.
𝜆1 𝜆2 𝜆3
(i) If the constant failure rates 𝜆1 , 𝜆2 , 𝜆3 are such that = = , what should be the MTTF of
2 1 3
each component of the system?
(ii) If 2 identical power units are placed in parallel, what is the system reliability at 5 years and
what is the system MTTF? (Ans. (i) 292, 585, 195 (ii) 0.9975, 147 years)

Q.4: Calculate the reliability of following systems:

(Ans. (a) 0.9769 (b) 0.9998)

Q.5: 2n identical constant failure rate components are used to configure redundant systems either with
two subsystems in parallel or with n subsystems in series. Which system will give higher reliability?

(Ans. n subsystems in series)

 Probability and Random Processes (15B11MA301)
Tutorial Sheet: 11 [C201.3, C201.4]
(SSS, WSS Process)

1. Define a random process and classify them with suitable examples.

2. In an experiment of two fair dice, the process {X(t)} is defined as 𝑋(𝑡) = sin 𝜋𝑡, if the experiment
shows a prime sum and X(t) = 2t + 1, otherwise. Find the mean of the process. Is the process
stationary? [Ans: not stationary]
3. Let 𝑋(𝑡) = 𝐴 cos 𝜆𝑡 + 𝐵 sin 𝜆𝑡, with random variable A taking values 1 and 3 with equal
1 3
probabilities and random variable B taking values -1 and 1 with probabilities and respectively.
4 4

Test the process {X(t)} for stationarity. [Ans: not stationary]

4. Test the random processes {X(t)} and {Y(t)} for WSS when:
(i) 𝑋(𝑡) = cos(𝜆𝑡 + 𝑌), where  is a constant and Y is uniform in (0, 2). [Ans: WSS]
(ii) 𝑌(𝑡) = 𝑋 sin(𝜆𝑡), where  is a constant and X is uniform in (−1, 1). [Ans: not WSS]
5. Find auto correlation functions of the processes {X(t)} and {Y(t)} such that
𝑋(𝑡) = 𝐴 cos 𝜆𝑡 + 𝐵 sin 𝜆𝑡 and 𝑌(𝑡) = 𝐵 cos 𝜆𝑡 − 𝐴 sin 𝜆𝑡, where A and B are uncorrelated random
variables taking value -4 and 4 with equal probabilities. Prove that {X(t)} and {Y(t)} are jointly WSS.
Ans. (𝟏𝟔 𝐜𝐨𝐬 𝝀(𝒕𝟏 − 𝒕𝟐 ))
6. If 𝑋(𝑡) = 𝐴 sin 𝜔(𝜔𝑡 + 𝜃) where A and  are constants and  is a random variable, uniformly
distributed over (−𝜋, 𝜋), find the autocorrelation of {𝑌(𝑡)} where 𝑌(𝑡) = 𝑋 2 (𝑡).
𝑨𝟒
(Ans. 𝑹(𝒕𝟏 , 𝒕𝟐 ) = {𝟐 + 𝐜𝐨𝐬 𝟐𝝎(𝒕𝟏 − 𝒕𝟐 )})
𝟖
|𝜏|
7. If {X(t)} is a WSS process with E{X(t)} = 2 and 𝑅𝑋𝑋 (𝜏) = 4 + 𝑒 −10 , find the variance of X(1),
X(2) and X(3). Also compute the second order moment about origin of X(1) + X(2) + X(3).
𝟏 𝟏
(Ans. 𝑽𝒂𝒓 (𝑿(𝟏)) = 𝑽𝒂𝒓 (𝑿(𝟐)) = 𝑽𝒂𝒓 (𝑿(𝟑)) = 𝟓 − 𝟒 = 𝟏 𝒂𝒏𝒅 𝟑𝟗 + 𝟒𝒆−𝟏𝟎 + 𝟐𝒆−𝟓 )
8. Define a Random walk and prove that the limiting form of a random walk is Wiener process
 Probability and Random Processes (15B11MA301)
Tutorial Sheet: 12 [C201.3, C201.4]
(Semi random and random telegraph signal processes and Ergodic Process)

1. Let X(t) is semi random telegraph signal process and Y(t) = β X(t), where β is uniformly
distributed random variable in the interval (-2, 2) and is independent of X(t). Is Y(t) a WSS
process? [Ans.Yes]
2. Find the mean and variance of a random process {X(t)} whose autocorrelation function is given
4𝜏2 +9
by 𝑅(𝜏) = 45 + 𝜏2 +2 . [Ans. Mean = 7, Var =0.5]
3. For the random process 𝑋(𝑡) = 𝐴 𝑐𝑜𝑠 𝜔 𝑡 + 𝐵 𝑠𝑖𝑛 𝜔 𝑡, where A and B are random variables with
E(A)=E(B)=0, 𝐸(𝐴2 ) = 𝐸(𝐵 2 ) > 0, and E(AB)=0. Prove that the process is mean ergodic.
|𝜏|
4. Let {X(t)} be a WSS process with E{X(t)}=2 and 𝑅𝑥𝑥 (𝜏) = 4 + 𝑒 −(10) ,find the mean and
1 1
variance of 𝑆 = ∫0 𝑋(𝑡)𝑑𝑡. [Ans. Mean =2; var: 200e−10 − 180]
5. The WSS process {X(t)} is given by X(t) =10 cos(100 t + θ), where θ is uniformly distributed
over (-π, π). Check whether {X(t)} is (i) mean ergodic random process, (ii) correlation ergodic
random process. [Ans. Yes; Yes]
6. A random binary transmission process {X(t)} is a WSS process with zero mean and
autocorrelation function𝑅𝑥𝑥 (𝜏) = 1 − (|𝜏|), where T is a constant. Find the variance of the time
𝑇

average of {X(t)} and also the mean over (0, T). Is {X(t)} mean ergodic?
[Ans. 2/3; 0 ; No]
 Probability and Random Processes (15B11MA301)
Tutorial Sheet: 13 [C201.3, C201.4]
(Power Spectral Density Functions)

1. If the autocorrelation function of a WSS process is 𝑅(𝜏) = 𝜌𝑒 −𝜌|𝜏| , Show that its spectral
2
density is 𝑆(𝜔) = 𝜔 2
1+( )
𝜌

2. Find the power density spectral of a stationary process {X(t)} with 𝑅𝑋𝑋 (𝜏) = 𝜎 2 𝑒 −𝛼|𝜏| .
𝟐𝝈𝟐 𝜶
Ans: = 𝜶𝟐 +𝝎𝟐

3. A WSS noise process N(t) has an ACF 𝑅𝑁𝑁 (𝜏) = 𝜌𝑒 −3|𝜏| , where 𝜏 is a constant. Find its
power spectrum.
𝟔𝝆
Ans: = 𝟗+𝝎𝟐

4. Find autocorrelation function R(𝜏) of a random process if the power spectral density of
random process {X(t)} is given by
𝐴, |𝜔| ≤ 𝛽
𝑆(𝜔) = {
0, |𝜔| > 𝛽
𝐴 sin 𝛽𝜏
Ans: 𝜋 ( )
𝜏

5. Find the spectral density of random process {X(t)} whose autocorrelation is

−1, −3<𝜏 <3

𝑅(𝜏) = {
0, 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
−2 sin 3𝜔
Ans: ( )
𝜔

6. If {X(t)} is a constant random process with𝑅𝑋𝑋 (𝜏) = 𝑚2 , ∀ 𝜏 where m is a constant,

show that the spectral density of the process is 𝑆(𝜔) = 2𝜋𝑚2 𝛿(𝜔).
7. Find the spectral density of random process {X(t)} whose autocorrelation is 𝑅𝑋𝑋 (𝜏) =
𝑒 −𝛼|𝜏| 𝑐𝑜𝑠𝛽𝜏.
𝜶 𝜶
Ans. = 𝜶𝟐 +(𝝎−𝜷)𝟐 + 𝜶𝟐 +(𝝎+𝜷)𝟐
 Probability and Random Processes (15B11MA301)
Tutorial Sheet: 14 [C201.3, C201.4]
(Poisson Random Process)
Q.1: Define a Poisson process with suitable example. State and prove all the properties of
Poisson process.

Q.2: The particles are emitted from a radioactive source at the rate of 40 per hour. Find the
probability that exactly 6 particles are emitted during a 25 minutes period.
(Ans. 0.00171996)

Q.3: Customers arrive at the complaint department of a store at the rate of 5 per hour for male
customers and 10 per hour for female customers. If arrivals in each case follow Poisson process,
calculate the probabilities that

𝟐𝟓 𝟏𝟐𝟓 𝟔𝟐𝟓
(a) at most 4 male customers, (Ans. 𝒆−𝟓𝒕 [𝟏 + 𝟓𝒕 + ( 𝟐 ) 𝒕𝟐 + ( ) 𝒕𝟑 + ( 𝟐𝟒 ) 𝒕𝟒 ] )
𝟔

(b) at most 4 female customers will arrive in a 30-minute period (Ans. 0.4405)

𝟓
(c) the inter arrival time for male candidates exceeds 15 minutes. (Ans.𝒆−(𝟒) )

Q.4: If customers arrive at a service counter in accordance with a Poisson process with a mean
rate of 5 per minute, find the probability that the interval between 2 successive arrivals is

(i) more than 3 minutes (Ans.𝒆−(𝟏𝟓) )

(ii) between 4 to 7 minutes (Ans. 𝟎. 𝟐 × 𝟏𝟎−𝟖 )

(iii) less than 6 minutes. (Ans. 𝟏 − 𝒆−𝟑𝟎 )

Q.5: The number of accidents in a city follows a Poisson process with a mean of 2 per day and
the number 𝑋𝑖 of people involved in the 𝑖 𝑡ℎ accident has the distribution (independent)
1
𝑃{𝑋𝑖 = 𝑘} = (𝑘 ≥ 1). Find the mean and variance of the number of people involved in
2𝑘

accidents per week. (Ans. Mean= 28, Variance =56)

 Probability and Random Processes (15B11MA301)
Tutorial Sheet: 15 [C201.3, C201.4]
(Markov Chain)

1 2 3
1. The transition probability matrix (TPM) of a three states system is given as 1 0.2 0.3 0.5
2 0.4 0.4 0.2
3 0.4 0.6 0

Find the probability of moving (a) from state 1 to state 3 in one step (b) from state 1 to state 2 in
exactly two steps. (Ans: (a) 0.5; (b) 0.48)

2. The transition probability matrix (TPM) of a three state 0, 1, 2 Markov chain is

0.75 0.25 0
1
[0.25 0.5 0.25] and the initial state distribution of the chain is 𝑃{𝑋0 = 𝑖} = 3 ; 𝑖 = 0, 1, 2. Find
0 0.75 0.25
(i) 𝑃{𝑋2 = 2} and (ii) 𝑃{𝑋0 = 2, 𝑋1 = 1, 𝑋2 = 2, 𝑋3 = 1}. (Ans: (a) 0.1667; (b) 0.0469)

3. A businessman sells his goods in three cities A, B and C. He never sells in the same city on
successive days. If he sells in city A, then the next day he sells in city B. However, if he sells either
in B or C, then next day he is twice as likely to sell in city A as in the other city. How often does he
sell in each of the cities in the steady state? (Ans: [40% 40% 15%])

4. Three persons P, Q and R are throwing a ball to each other. P always throws the ball to Q and Q
always throws the ball to R, but R is twice as likely to throw the ball to Q as to P. Is the process
Markovian? If yes, find the transition probability matrix and classify the states.
(Ans. Yes, all states are ergodic)

3 1

5. Consider a Markov Chain with two states and transition probability matrix, 𝑃 = [41 4
1] find the
2 2

stationary distribution of the chain. Is the chain periodic? If yes find its period. (Ans. Aperiodic)
2 1
0 3 3
1 1
6. Let the TPM of a Markov chain be 𝑃 = 0 . Find the steady state distribution of the chain.
2 2
1 1
[2 0]
2

Is the chain irreducible, aperiodic and non-null persistent? Justify. (Ans. Yes)