UNIT-I (THE RANDOM VARUABLE) continuous, discrete or even both continuous

and discrete points. They may also be finite or

1. Conditions for a Function to be a Random infinite. If we define a discrete random variable
Variable: n as integer numbers from 0 to 12, then the
discrete random variables X = {0, 1, 2...,11,12}.
A random variable, usually written X, is a variable
3. Mixed random variables: The values of a
whose possible values are numerical outcomes of a
mixed random variable are both continuous and
random phenomenon. A random variable X can be
discrete in a given sample space. The sample
considered to be a function that maps all elements of
pace for a mixed random variable is a
the sample space into points on the real line or some
continuous sample space. The random variable
parts thereof.
maps some points as continuous and some
1. Every point in the sample space must points as discrete values.
correspond to only one value in the sample
3. Distribution Function:
space.
The probability P{𝑿 ≤ 𝒙} is the probability of the
2. The set {𝑿 ≤ 𝒙} shall be an event for any real
event {𝑿 ≤ 𝒙}. It is a number that depends on x; that
number x. The probability of this event is equal is, it is a function of x.
to the sum of the probabilities of all the
elementary events corresponding to {𝑿 ≤ 𝒙}. We call this function, denoted 𝐹𝑋 (𝑥), the cumulative
This is denoted as P{𝑿 ≤ 𝒙}. probability distribution function of the random variable
X.
3. The probabilities of events {𝑿 = +∞} and
{𝑿 = −∞} are zero. 𝑭𝑿 (𝒙) = P{𝑿 ≤ 𝒙} ; If X is a Continuous random
variable
Example: Tossing a coin twice, if X is the Random
𝑭𝑿 (𝒙) = ∑∞
𝒊=𝟏 P{𝑿 ≤ 𝒙𝒊 } 𝒖(𝒙 − 𝒙𝒊 ); If X is a discrete
variable for number of tails.
random variable
We shall often call 𝐹𝑋 (𝑥) just the distribution function
of X. The argument x is any real number ranging from
−∞ to +∞.
Properties of Probability Distribution Functions:
If 𝐹𝑋 (𝑥) is a probability distribution function of a
random variable X, then
1. 𝑭𝑿 (−∞) = 𝟎
1 2 1 1
𝑃(𝑋 = 0) = ; 𝑃(𝑋 = 1) = = ; 𝑃(𝑋 = 2) = .
4 4 2 4 𝑭𝑿 (−∞)=P{𝑋 ≤ −∞} is always zero.
2. Classifications of Random Variables: 2. 𝑭𝑿 (+∞) = 𝟏
1. Continuous random variables: The values of a Total probability equal to one.
continuous random variable are continuous in a
given continuous sample space. A continuous 3. 𝟎 ≤ 𝑭𝑿 (𝒙) ≤ 𝟏
sample space has an infinite range of values. 4. 𝑭𝑿 (𝒙𝟏 ) ≤ 𝑭𝑿 (𝒙𝟐 ); if 𝒙𝟏 ≤ 𝒙𝟐
The discrete value of a continuous random
variable is a value at one instant of time. CDF is monotonically non-decreasing function.
Example is an experiment where the pointer on
5. 𝑷(𝒙𝟏 < 𝑿 ≤ 𝒙𝟐 ) = 𝑭𝑿 (𝒙𝟐 ) − 𝑭𝑿 (𝒙𝟏 )
a wheel of chance is spun. The events S are the
continuous values from 0 to 12 marked on the P(𝑿 ≤ 𝒙𝟐 ) = P(𝑿 ≤ 𝒙𝟏 ) + 𝑷(𝒙𝟏 < 𝑿 ≤ 𝒙𝟐 )
wheel.
𝑷(𝒙𝟏 < 𝑿 ≤ 𝒙𝟐 ) = 𝐏(𝑿 ≤ 𝒙𝟐 ) − 𝐏(𝑿 ≤ 𝒙𝟏 )
2. Discrete random variables: The values of a
discrete random variable are only the discrete 𝑷(𝒙𝟏 < 𝑿 ≤ 𝒙𝟐 ) = 𝑭𝑿 (𝒙𝟐 ) − 𝑭𝑿 (𝒙𝟏 )
values in a given sample space. The sample
space for a discrete random variable can be 6. 𝑭𝑿 (𝒙+ ) ≥ 𝑭𝑿 (𝒙)
 CDF is monotonically non-decreasing function. 6. Conditional Density Function:
4. Density function: The Conditional density function, denoted by 𝑓𝑋 (𝑥/𝐵),
is defined as the derivative of the Conditional
The probability density function, denoted by 𝑓𝑋 (𝑥), is
distribution function.
defined as the derivative of the distribution function.
𝒅{𝑭𝑿 (𝒙/𝑩)}
𝒅{𝑭𝑿 (𝒙)} 𝒇𝑿 (𝒙/𝑩) =
𝒇𝑿 (𝒙) = ; If X is a Continuous random 𝒅𝒙
𝒅𝒙
variable Properties of Probability Conditional Density
Functions:
𝒇𝑿 (𝒙) = ∑∞
𝒊=𝟏 P{𝑿 ≤ 𝒙𝒊 } 𝜹(𝒙 − 𝒙𝒊 ); If X is a discrete
random variable If 𝑓𝑋 (𝑥/𝐵) is a probability Conditional density
function of a random variable X, then
Properties of Probability Density Functions:
1. 𝟎 ≤ 𝒇𝑿 (𝒙/𝑩) for all x
If 𝑓𝑋 (𝑥) is a probability density function of a random
variable X, then +∞
2. ∫−∞ 𝒇𝑿 (𝒙/𝑩) 𝐝𝐱 = 𝟏
1. 𝟎 ≤ 𝒇𝑿 (𝒙) for all x 𝒙
3. 𝑭𝑿 (𝒙/𝑩) = ∫−∞ 𝒇𝑿 (𝒙/𝑩) 𝐝𝐱
𝑓𝑋 (𝑥) is always non-negative number. 𝒙
4. 𝑷(𝒙𝟏 < 𝑿 ≤ 𝒙𝟐 /𝑩) = ∫𝒙 𝟐 𝒇𝑿 (𝒙/𝑩) 𝐝𝐱
+∞ 𝟏
2. ∫−∞ 𝒇𝑿 (𝒙) 𝐝𝐱 = 𝟏
7. Density and Distribution Functions:
Total probability equal to one.
1. Uniform:
𝒙
3. 𝑭𝑿 (𝒙) = ∫−∞ 𝒇𝑿 (𝒙) 𝐝𝐱 Uniform Density Function:
𝟏
𝒙 ; 𝒂≤𝒙≤𝒃
4. 𝑷(𝒙𝟏 < 𝑿 ≤ 𝒙𝟐 ) = ∫𝒙 𝟐 𝒇𝑿 (𝒙) 𝐝𝐱 𝒇𝑿 (𝒙) = {𝒃−𝒂
𝟏
𝟎 ; 𝒆𝒍𝒔𝒆𝒘𝒉𝒘𝒓𝒆
5. Conditional Distribution Function: Uniform Distribution Function:
A conditional distribution function, also known as a 𝟎; 𝒙<𝒂
conditional probability distribution or conditional 𝒙−𝒂
𝑭𝑿 (𝒙) = {𝒃−𝒂 ; 𝒂 ≤ 𝒙 ≤ 𝒃
probability function, is a probability distribution that
𝟏; 𝒙≥𝒃
describes the probability of an event or outcome
occurring given that another event or condition has
already occurred.
P{𝑿≤𝒙 ∩ 𝑩}
𝑭𝑿 (𝒙/𝑩) = P{𝑿 ≤ 𝒙/𝑩}=
𝑷(𝑩)

Properties of Probability Conditional Distribution 2. Gaussian:

Functions:
Gaussian Density Function:
If 𝐹𝑋 (𝑥/𝐵) is a probability Conditional distribution
𝟏 𝒙−a𝒙 𝟐
function of a random variable X, then 𝟏 − ( )
𝒇𝑿 (𝒙) = 𝒆 𝟐 σ𝒙
√𝟐𝝅𝝈𝟐𝒙
1. 𝑭𝑿 (−∞/𝑩) = 𝟎
2. 𝑭𝑿 (+∞/𝑩) = 𝟏
3. 𝟎 ≤ 𝑭𝑿 (𝒙/𝑩) ≤ 𝟏
4. 𝑭𝑿 (𝒙𝟏 /𝑩) ≤ 𝑭𝑿 (𝒙𝟐 /𝑩); if 𝒙𝟏 ≤ 𝒙𝟐
5. 𝑷(𝒙𝟏 < 𝑿 ≤ 𝒙𝟐 /𝑩) = 𝑭𝑿 (𝒙𝟐 /𝑩) − 𝑭𝑿 (𝒙𝟏 /𝑩)

6. 𝑭𝑿 (𝒙+ /𝑩) ≤ 𝑭𝑿 (𝒙/𝑩)

Gaussian Distribution Function:
 𝟏 𝜺−a 𝟐
𝒙
𝟏 𝒙 − ( )
𝑭𝑿 (𝒙) = ∫−∞ 𝒆 𝟐 σ𝒙 𝒅𝜺
√𝟐𝝅𝝈𝒙 𝟐

4. Rayleigh:
Rayleigh Density Function:
𝟐 𝟐
(𝒙 − 𝒂)𝒆−(𝒙−𝒂) /𝒃 ; 𝒙 ≥ 𝒂
𝒙−a𝒙 𝒅𝒙 𝒇𝑿 (𝒙) = {𝒃
𝑳𝒆𝒕 𝒖 = ; 𝒅𝒖 = 𝟎; 𝒙<𝒂
σ𝒙 σ𝒙
𝒙−a𝒙 𝟏 𝟐
𝟏
𝑭𝑿 (𝒙) = ∫ 𝒆−𝟐𝒖 𝒅𝒖
σ𝒙
√𝟐𝝅 −∞

Normalized Gaussian function:

𝒙−a𝒙
𝑭𝑿 (𝒙) = 𝑭 ( )
σ𝒙

𝑭(𝒙) = 𝟏 − 𝑭(−𝒙) = 𝟏 − 𝑸(𝒙)

𝑭(−𝒙) = 𝑸(𝒙)
Rayleigh Distribution Function:
𝒙𝟐 (𝒙−𝒂)𝟐
−
𝟏 ∞ −𝟏𝜺 𝟐 𝒆 𝟐 −
𝑸(𝒙) = ∫ 𝒆 𝟐 𝒅𝜺 ≅ 𝑭𝑿 (𝒙) = { 𝟏 − 𝒆 𝒃 ; 𝒙≥𝒂
√𝟐𝝅 𝒙 √𝟐𝝅[𝟎.𝟔𝟔𝒙+𝟎.𝟑𝟒√𝒙𝟐 +𝟓.𝟓] 𝟎; 𝒙<𝒂

3. Exponential:
Exponential Density Function:
𝟏
𝒆−(𝒙−𝒂)/𝒃 ; 𝒙 > 𝒂
𝒇𝑿 (𝒙) = {𝒃 5. Binomial:
𝟎; 𝒙<𝒂
Binomial Density Function:
𝑵
𝒇𝑿 (𝒙) = ∑∞ 𝒌
𝒌=𝟎( 𝒌 )𝒑 (𝟏 − 𝒑)
𝑵−𝒌
𝜹(𝒙 − 𝒌)

Exponential Distribution Function:

𝒙−𝒂
−
𝑭𝑿 (𝒙) = { 𝟏 − 𝒆 𝒃 ; 𝒙>𝒂
𝟎; 𝒙<𝒂
Binomial Distribution Function:
𝑵
𝑭𝑿 (𝒙) = ∑∞ 𝒌
𝒌=𝟎( 𝒌 )𝒑 (𝟏 − 𝒑)
𝑵−𝒌
𝒖(𝒙 − 𝒌)

𝑏−𝑎 (𝑏 − 𝑎)
𝑎+ = −4; 𝑏 − = 6;
12 12

𝑎 = −5 𝑎𝑛𝑑 𝑏 = 7;
6. Poisson:
2. A random variable X is defined by X(i)=
Poisson Density Function:
−2; 𝑖 ≤ −2
𝒃𝒌 𝑖; −2 < 𝑖 ≤ 1
𝒇𝑿 (𝒙) = 𝒆−𝒃 ∑∞
𝒌=𝟎 𝒌! 𝜹(𝒙 − 𝒌) { Show, by a sketch, the value
1; 1 < 𝑖 ≤ 4
6; 4<𝑖
x into which the values of i are mapped by x.
What type of random variable is X?

Solution:

Poisson Distribution Function:

𝒃𝒌
𝑭𝑿 (𝒙) = 𝒆−𝒃 ∑∞
𝒌=𝟎 𝒌! 𝒖(𝒙 − 𝒌)

Problems
1. A random voltage can have any value defined
by the set ‘S’ = {a ≤ s ≤ b}. A quantizer, X is mixed Random Variable.

divides S into 6 equal-sized contiguous subsets 3. Given that a random variable X has the
and generates random variable X having values following possible values, state if X is discrete,
{-4, -2, 0, 2, 4, 6}. Each value of X is earned to continuous or mixed i. {-20<x<-5} ii.
the midpoint of the subset of ‘S’ from which it {10,12<x≤14,15,17) iii. {-10 for s>2 and 5 for
is mapped i) Sketch the sample space and the s≤2, where 1<s≤6} iv. {4,3.1,1, -2}
mapping to the line that defines the values of X;
Solution:
ii) Find a and b?
(i) {-20<x<-5} continuous Random Variable
 (ii) {10,12<x≤14,15,17) Mixed Random
Variable
(iii) {-10 for s>2 and 5 for s≤2, where 1<s≤6}
Discrete Random Variable
(iv) {4,3.1,1, -2} Discrete Random Variable
4. Two boxes are selected randomly. The first box
contains 2 white balls and 3 black balls. The
second box contains 3 white and 4 black balls.
What is the probability of drawing a white ball?

X Box-1 Box-2 Total

X = 0 (W) 2 3 5
X = 1 (B) 3 4 7
Total 5 7 12
1 1
𝑃(𝐵1) = 2 ; 𝑃(𝐵2) = 2 ;

Probability of drawing a white ball from Box-1 and

Box-2 are
6. A random experiment consists of flipping two
2 3 coins. A random variable, X is taking the
𝑃(𝑋 = 0/𝐵1) = ; 𝑃(𝑋 = 0/𝐵2) = ;
5 7 number of heads. Sketch the distribution
Probability of drawing a white ball is function and probability mass function of X and
probability mass function.
𝑃(𝑋 = 0) = 𝑃(𝑋 = 0/𝐵1)𝑃(𝐵1)
+ 𝑃(𝑋 = 0/𝐵2)𝑃(𝐵2) Solution: 𝑆 = {𝑇𝑇, 𝐻𝑇, 𝑇𝐻, 𝐻𝐻}

1 1 1 1 1
2 1 3 1 29 𝑃(𝑋 = 0) = 4; 𝑃(𝑋 = 1) = 4 + 4 = 2; 𝑃(𝑋 = 2) = 4 .
𝑃(𝑋 = 0) = . + . =
5 2 7 2 70

5. Two dice are thrown. The square of the sum of

the points appearing on the two dice is a random
variable X. Determine the values taken by X,
and the corresponding probabilities?

Solution:
𝑓𝑋 (𝑥) = ∑∞
𝑖=1 P{𝑋 ≤ 𝑥𝑖 } 𝛿(𝑥 − 𝑥𝑖 )

𝑓𝑋 (𝑥) = P(X=0) 𝛿(𝑥) + P(X=1) 𝛿(𝑥 − 1) + P(X=2) 𝛿(𝑥 − 2)

1 1 1
𝑓𝑋 (𝑥) = 4 𝛿(𝑥) + 2 𝛿(𝑥 − 1) + 4 𝛿(𝑥 − 2)
 𝐹𝑋 (𝑥) = P(X=0) 𝑢(𝑥) + P(X=1) 𝑢(𝑥 − 1) + P(X=2) 𝑢(𝑥 − 2)

1 1 1
𝐹𝑋 (𝑥) = 4 𝑢(𝑥) + 2 𝑢(𝑥 − 1) + 4 𝑢(𝑥 − 2)

𝐹𝑋 (𝑥) = P(X=0) 𝑢(𝑥) + P(X=1) 𝑢(𝑥 − 1) + P(X=2) 𝑢(𝑥 − 2)

1 1 1
𝐹𝑋 (𝑥) = 𝑢(𝑥) + 𝑢(𝑥 − 1) + 𝑢(𝑥 − 2)
4 2 4

8. The random variable X has the discrete variable

in the set {-1, 0.5, 0.7, 1.5, 3}, the
corresponding probabilities are assumed to be
{0.1, 0.2, 0.1, 0.4, 0.2}, plot its density and
distribution function?

Solution:

7. In an experiment, a trial consists of two X -1 0.5 0.7 1.5 3

successive tosses of a fair coin. If a random P(X) 0.1 0.2 0.1 0.4 0.2
variable X takes the number of tails appearing
𝑓𝑋 (𝑥) = ∑5𝑖=1 P{𝑋 ≤ 𝑥𝑖 } 𝛿(𝑥 − 𝑥𝑖 )
in a trial, determine the CDF of X?
Solution: 𝑆 = {𝐻𝐻, 𝑇𝐻, 𝐻𝑇, 𝑇𝑇} 𝑓𝑋 (𝑥) = P(X=-1) 𝛿(𝑥 + 1) + P(X=0.5) 𝛿(𝑥 − 0.5)
+ P(X=0.7) 𝛿(𝑥 − 0.7)

+ P(X=1.5) 𝛿(𝑥 − 1.5)

+ P(X=3) 𝛿(𝑥 − 3)

𝑓𝑋 (𝑥) = 0.1) 𝛿(𝑥 + 1) + 0.2 𝛿(𝑥 − 0.5) + 0.1 𝛿(𝑥 − 0.7)

+ 0.4 𝛿(𝑥 − 1.5) + 0.2 𝛿(𝑥 − 3)

𝐹𝑋 (𝑥) = ∑5𝑖=1 P{𝑋 ≤ 𝑥𝑖 } 𝑢(𝑥 − 𝑥𝑖 )

1 1 1 1 1
𝑃(𝑋 = 0) = 4
; 𝑃(𝑋 = 1) = + =
4 4 2
; 𝑃(𝑋 = 2) = .
4
𝐹𝑋 (𝑥) = P(X=-1) 𝑢(𝑥 + 1) + P(X=0.5) 𝑢(𝑥 − 0.5)
𝑓𝑋 (𝑥) = ∑∞
𝑖=1 P{𝑋 ≤ 𝑥𝑖 } 𝛿(𝑥 − 𝑥𝑖 )
+ P(X=0.7) 𝑢(𝑥 − 0.7)
𝑓𝑋 (𝑥) = P(X=0) 𝛿(𝑥) + P(X=1) 𝛿(𝑥 − 1) + P(X=2) 𝛿(𝑥 − 2) + P(X=1.5) 𝑢(𝑥 − 1.5) + P(X=3) 𝑢(𝑥 − 3)

1 1 1
𝑓𝑋 (𝑥) = 4 𝛿(𝑥) + 2 𝛿(𝑥 − 1) + 4 𝛿(𝑥 − 2) 𝐹𝑋 (𝑥) = 0.1) 𝑢(𝑥 + 1) + 0.2 𝑢(𝑥 − 0.5) + 0.1 𝑢(𝑥 − 0.7)
+ 0.4 𝑢(𝑥 − 1.5) + 0.2 𝑢(𝑥 − 3)

9. The probability density function of a random

variable is given by
1 1
𝑓𝑋 (𝑥) = 2 𝛿(𝑥 + 1) + 2 𝛿(𝑥 − 1)
 i. Is 𝑓𝑋 (𝑥) a valid PDF? ii. Find 𝐹𝑋 (𝑥) 12 +22 +32 +42 +52 +62 91
= = 650
650
iii. Plot 𝑓𝑋 (𝑥) and 𝐹𝑋 (𝑥)
𝑛2
iii. 𝑃(6 < 𝑋 ≤ 9) = ∑9𝑛=7 650 𝑢(𝑥 − 𝑛)
Solution:
72 +82 +92 194
1 1
= = 650
650
(i) 𝑓𝑋 (𝑥) = 2 𝛿(𝑥 + 1) + 2 𝛿(𝑥 − 1)
11. A random variable X has pdf shown below. i)
𝑓𝑋 (𝑥) = ∑2𝑖=1 P{𝑋 ≤ 𝑥𝑖 } 𝛿(𝑥 − 𝑥𝑖 )
Find the value of k. ii) Find P(1/4 < X < ½).

𝑓𝑋 (𝑥) = P{𝑋 ≤ 𝑥1 } + P{𝑋 ≤ 𝑥2 } 𝑘𝑥; 0 < 𝑥 < 1

𝑓𝑋 (𝑥) = { .
0; elsewhere
𝑓𝑋 (𝑥) = 1/2 + 1/2 =1 Solution:

+∞
∴ 𝑓𝑋 (𝑥) is a valid PDF (𝒊)Total probability: ∫−∞ 𝒇𝑿 (𝒙) 𝐝𝐱 = 𝟏
𝟏 𝑘𝑥 2 𝟏
(ii) 𝐹𝑋 (𝑥) = ∑2𝑖=1 P{𝑋 ≤ 𝑥𝑖 } 𝑢(𝑥 − 𝑥𝑖 ) ∫𝟎 𝑘𝑥 𝐝𝐱 = 𝟏  |𝟎 =𝟏
𝟐
1 1
𝐹𝑋 (𝑥) = 2 𝑢(𝑥 + 1) + 2 𝑢(𝑥 − 1) 12 −𝑂2
𝒌 = 𝟏 => 𝐤 = 𝟐
𝟐
(iii) 𝟏
𝟏 𝟏
(𝒊𝒊) 𝑷 (𝟒 < 𝑿 < 𝟐) = ∫𝟏𝟐 𝒇𝑿 (𝒙) 𝐝𝐱
𝟒

𝟏 𝟏
2𝑥 2 𝟐 𝟑
= ∫𝟏𝟐 2𝑥 𝐝𝐱 = | = 𝟏𝟔
𝟐 𝟏
𝟒 𝟒

12. For real constants b>0, c>0 and any a , find

condition on constant a and relationship
between a and c (for given b) such that the
function is a valid probability density 𝑓𝑋 (𝑥) =
𝑥
𝑎(1 − 𝑏); 0 < 𝑥 < 𝑐
{
0; elsewhere

Solution:

+∞
Total probability: ∫−∞ 𝑓𝑋 (𝑥) dx = 1
𝑐 𝑥
∫0 𝑎(1 − 𝑏) dx = 1
10. A random variable X has the distribution
ax 2 𝑐
𝑛2 ax − | =1
function 𝐹𝑋 (𝑥) = ∑12
𝑛=1 650 𝑢(𝑥 − 𝑛); Find the 2𝑏 0
a(c − 0)2
probability of i. P{X > 4.0}; ii. Find P{−∞ a(c − 0) − =1
2𝑏
< X ≤ 6.5} iii. P{6 < X ≤ 9} 𝑎𝑐 2 − 2𝑎𝑏𝑐 + 2𝑏 = 0
2
i. 𝑃(𝑋 > 4) = 1 − 𝑃(𝑥 ≤ 4) ∴ 𝑐 = 𝑏 ± √𝑏 (𝑏 − 𝑎)
𝑛2 13. A random variable X has the following density
=1 − ∑4𝑛=1 𝑢(𝑥 − 𝑛)
650
function.
12 +22 +32 +42 62
=1 − ( ) = 65 𝑘
650
;0 < 𝑥 ≤ 2
∑6𝑛=1
𝑛2 𝑓𝑋 (𝑥) = {41
ii. 𝑃(−∞ < 𝑋 ≤ 6.5) = 650
𝑢(𝑥 − 𝑛) ;2 < 𝑥 ≤ 3
2
Find ‘k’ and CDF of X. Also find P[1 < 𝑥 ≤ 3]. A(
2x2 x3
− 3 ) | 20 = 1
2

Solution: 8 3
𝐴 (4 − 3) = 1 => 𝐴 = 4
+∞ ∞
Total probability: ∫−∞ 𝑓𝑋 (𝑥) dx = 1 𝑃(𝑋 > 1) = ∫1 𝑓𝑋 (𝑥) 𝑑𝑥
2𝑘 31
∫0 dx + ∫2 dx = 1 23 3 2x2 x3
4 2 = ∫1 4 (2𝑥 − 𝑥 2 ) 𝑑𝑥 = 4 ( − 3 ) | 21
2
𝑘 𝑥
𝑥 |20 + 2| 32 = 1 31 1
4 = 43 = 4
𝑘 1
+ 2 = 1 => 𝑘 = 1; 𝑥 𝑥3
2 𝐹𝑋 (𝑥) = ∫−∞ 𝑓𝑋 (𝑥) dx = ∫0 4 (2𝑥 − 𝑥 2 ) dx
21 31 3
𝑃(1 < 𝑋 ≤ 3) = ∫1
4
dx + ∫2 2
dx = 4 3 2x2 x3
= 4( − 3)
2
14. If the probability density of a random variable
16. A random variable is uniformly distributed in
𝑥 ;0 < 𝑥 < 1
is given by 𝑓𝑋 (𝑥) = { Find the interval [-1,2]. Find the probabilities of the
(2 − 𝑥); 1 < 𝑥 < 2
(i) P{0.2< x <0.8} (ii) P{0.6< x <1.2} events A = {|𝑋 − 0.5| < 1}and B = {𝑋 >
−0.5}?
Solution:
1
; −1 < 𝑥 < 2
𝑥 ;0 < 𝑥 < 1 𝑓𝑋 (𝑥) = {3
𝑓𝑋 (𝑥) = { 0; elsewhere
(2 − 𝑥); 1 < 𝑥 < 2
𝟎.𝟖
(i) P{0.2 < x < 0.8} = ∫𝟎.𝟐 𝒇𝑿 (𝒙) 𝐝𝐱

𝟎.𝟖 𝒙𝟐 𝟎.𝟖 𝟎.𝟖𝟐 −𝟎.𝟐𝟐

= ∫𝟎.𝟐 𝑥 𝐝𝐱 = | = = 𝟎. 𝟑
𝟐 𝟎.𝟐 𝟐

(ii) P{0.6< x <1.2}

= P{0.6 < x < 1} + P{1 < x < 1.2}

𝑃(𝐴) = 𝑃(|𝑋 − 0.5| < 1) = 𝑃(−0.5 < 𝑋 < 1.5)
𝟏 𝟏.𝟐
= ∫𝟎.𝟔 𝒇𝑿 (𝒙) 𝐝𝐱 + ∫𝟏 𝒇𝑿 (𝒙) 𝐝𝐱 +1.5 1 𝑥 𝟏.𝟓 1.5+0.5 2
=∫−0.5 dx = | −𝟎.𝟓 = =
3 3 3 3
𝟏 𝟏.𝟐
= ∫𝟎.𝟔 𝒙 𝐝𝐱 + ∫𝟏 (𝟐 − 𝒙) 𝐝𝐱 +2 1
𝟐 x 2−0.5 1
𝑃(𝐵) = 𝑃(𝑋 > 0.5) = ∫+0.5 3 dx = 3 | +𝟎.𝟓 = 3
=2
𝒙𝟐 𝟏 𝒙𝟐
= |𝟎.𝟔 + (𝟐𝒙 − )| 𝟏.𝟐
𝟏
= 𝟎. 𝟓 17. The PDF of a random variable is given by
𝟐 𝟐

𝑓𝑋 (𝑥) = 𝑘 𝑒 −𝑎 𝑥 𝑢(𝑥), where 𝑎 is a positive

15. Assume that X is a continuous random variable
constant. Determine the value of constant k?
with the following pdf:
𝐴(2𝑥 − 𝑥 2 ); 0 < 𝑥 < 2 Solution:
𝑓𝑋 (𝑥) = {
0; elsewhere
𝑓𝑋 (𝑥) = 𝑘 𝑒 −𝑎 𝑥 𝑢(𝑥)
i)What is the Value of A? ii) Find P[X >1] iii)
Evaluate CDF function? +∞
Total probability: ∫−∞ 𝑓𝑋 (𝑥) dx = 1
+∞ +∞
Total probability: ∫−∞ 𝑓𝑋 (𝑥) dx = 1 ∫0 𝑘 𝑒 −𝑎 𝑥 dx = 1
2
∫0 𝐴(2𝑥 − 𝑥 2 ) dx = 1
 𝑒 −𝑎 𝑥 ∞ (𝑒 −𝑎 (∞) −𝑒 −𝑎 (0) ) ∴𝑐=3
−𝑘 |𝟎 = 1 => −𝑘 =1
𝑎 𝑎
3
∴𝑘=𝑎 𝑓𝑋 (𝑥) = 𝑒−3𝑥
4

18. If the probability density of a random variable 10 10 3

𝑃(2 < 𝑋 < 10) = ∫2 𝑓𝑋 (𝑥) 𝑑𝑥 = ∫2 4 𝑒−3𝑥 𝑑𝑥
𝐶 𝑒 −𝑥/4 ; 0 ≤ 𝑥 < 1
is given by 𝑓𝑋 (𝑥) = { Find
0; elsewhere 3 𝑒−3𝑥 𝟏𝟎 𝟏
= −4 3
| 𝟐 = 𝟒 (𝑒−6 − 𝑒−30 )
the value of 'C' evaluate 𝐹𝑋 (0.5).
∞ ∞ 3
𝑃(𝑋 > 10) = ∫10 𝑓𝑋 (𝑥) 𝑑𝑥 = ∫10 4 𝑒 −3𝑥 𝑑𝑥
Solution:
3 𝑒−3𝑥 ∞ 𝟏 𝑒−30
𝐶 𝑒 −𝑥/4 ; 0 ≤ 𝑥 < 1 = −4 | 𝟏𝟎 = − 𝟒 (𝑒−3(∞) − 𝑒−30 ) =
𝑓𝑋 (𝑥) = { 3 𝟒
0; elsewhere
20. A Gaussian random variable X has a𝑥 =2 and
+∞
Total probability: ∫−∞ 𝑓𝑋 (𝑥) dx = 1 σ𝑥 =2. Find P{X > 1.0}; ii. Find P{X ≤ −1.0}
1
∫0 𝐶 𝑒 −𝑥/4 dx = 1 Solution:

−
𝑥 a𝑥 =2 and σ𝑥 =2
𝑒 4
𝐶 −1/4 | 𝟏𝟎 = 1
(i) 𝑃(𝑋 > 1) = 1 − 𝑃(𝑋 ≤ 1) = 1 − 𝐹𝑋 (1)
(0) (1)
1
4𝐶 [𝑒 − 4 − 𝑒 − 4 ] = 1 => 𝐶 = 1 1−2 −1 1
−
4[1−𝑒 4 ] = 1−𝐹( ) = 1 − 𝐹 ( 2 ) = 1 − 𝑄 (2 ) =
2

0.5 0.5 0.6915

𝐹𝑋 (0.5) = ∫−∞ 𝑓𝑋 (𝑥) dx = ∫0 𝐶 𝑒 −𝑥/4 dx
−1−2
𝑥 1 (ii) 𝑃(𝑋 ≤ −1) = 𝐹𝑋 (−1) = 𝐹 ( )=
− 1 − 2
𝑒 4 − 𝟒 [1−𝑒 8 ] 𝟏
=𝐶 | 𝟎.𝟓 = 𝟒𝐶 [1 − 𝑒 8 ]= 1 = 1
−1/4 𝟎 − −
4[1−𝑒 4 ] [1+𝑒 8 ] 3
= 𝑄 (2 ) = 0.0668
19. A random variable X has 𝐹𝑋 (𝑥) = [1 −
21. Gaussian random voltages X for which a𝑥 = 0
1
(4) 𝑒 −𝑐𝑥 ] 𝑢(𝑥). Find the value of ‘c’ and and σ𝑥 = 4.2 appears across a 100-Ω resistor
P[2<X<10] and P[X>10]. with power rating of 0.25W. What is the
probability that the voltage will cause an
Solution:
instantaneous power that exceeds the resistor’s
1
𝐹𝑋 (𝑥) = [1 − (4) 𝑒 −𝑐𝑥 ] 𝑢(𝑥) rating?

1 3 Solution:
𝐹𝑋 (0) = [1 − (4) 𝑒 −𝑐(0) ] 𝑢(0) = 4 = 𝑃(𝑥 ≤ 0)
a𝑥 = 0 and σ𝑥 = 4.2
3
𝑃(𝑥 = 0) = 4
R = 100-Ω
𝑑{𝐹𝑋 (𝑥)} 𝑐
𝑓𝑋 (𝑥) = = 𝑒−𝑐𝑥 P = 0.25W
𝑑𝑥 4

3 𝑐 𝑉2
𝑃(𝑥 = 0) = 4 = 𝑓𝑋 (0) = 4 𝑒 −𝑐(0) 𝑃= = 𝐼 2 𝑅 (𝑊𝑎𝑡𝑡𝑠)
𝑅
 Probability that the voltage will cause an = 0.5565
instantaneous power that exceeds the resistor’s
𝑃(𝐴 ∩ 𝐵) = 𝑃{(1000 < 𝑋 ≤ 3000) ∩ (2000 < 𝑋 ≤ 4200)}
rating is
= 𝑃(2000 < 𝑋 ≤ 3000) = 𝐹𝑋 (3000) − 𝐹𝑋 (2000)
|𝑋|2 |𝑋|2 3000−4000 2000−4000
> 𝑃 => > 0.25 => |𝑋| > 5 = 𝐹( )–𝐹 ( )
𝑅 100 1000 1000

𝑃( |𝑋| > 5) = 𝑃(𝑋 > 5) + 𝑃(𝑋 < −5) = 𝐹(−1) − 𝐹(−2) = 𝑄(1) − 𝑄(2) = 0.2192

𝑃(𝑋 > 5) = 1 − 𝑃(𝑋 ≤ 5) = 1 − 𝐹𝑋 (5) 23. The life time of a system expressed in weeks is

5−0
a Rayleigh random variable X with its
= 1 − 𝐹 ( 4.2 ) 2 /400
distribution function 𝐹𝑋 (𝑥) = 1 − 𝑒 −𝑥 ;
−5−0 what is the probability that a system lifetime
𝑃(𝑋 < −5) = 𝐹𝑋 (−5) = 𝐹 ( )
4.2
will exceed one year?
5 −5
𝑃( |𝑋| > 5) = 1 − 𝐹 (4.2 ) + 𝐹 (4.2 )
Solution:
5 5 2 /400
𝑃( |𝑋| > 5) = 1 − 𝐹 ( )+1−𝐹( ) 𝐹𝑋 (𝑥) = 1 − 𝑒 −𝑥
4.2 4.2

5 5 P[X > 1 Year] = 1 − P[X ≤ 1 Year]

𝑃( |𝑋| > 5) = 2 {1 − 𝐹 ( )} = 2 𝑄 ( ) = 0.2339
4.2 4.2

22. Suppose height to the bottom of clouds is a P[X > 52 weeks] = 1 − P[X ≤ 52 weeks]

Gaussian random variable for which ax=4000m = 1 − 𝐹𝑋 (52 𝑤𝑒𝑒𝑘𝑠)

and σx=1000m. A person bets that cloud height
522 522
tomorrow will fall in the set = 1 − {1 − 𝑒 −400 } = 𝑒 −400 = 0.00116
A={1000m<X≤3000m} while a second person
24. A binary source generates digits 1 and 0
bets that height will be satisfied by
randomly with probabilities 0.6 and 0.4,
B={2000m<X≤4200m}.A third person bets
respectively. What is the probability that two 1s
they are both correct. Find the probability that
and three 0s will occur in a five digit sequence.
each person will win the bet?
Solution:
Solution:
𝑁 = 5; 𝑝 = 0.6 𝑎𝑛𝑑 (1 − 𝑝) = 0.4
𝑃(𝑥1 < 𝑋 ≤ 𝑥2 ) = 𝐹𝑋 (𝑥2 ) − 𝐹𝑋 (𝑥1 )
𝑃(𝐴) = 𝑃(1000 < 𝑋 ≤ 3000) = 𝐹𝑋 (3000) − 𝐹𝑋 (1000) The probability that two 1s and three 0s will occur
3000−4000 1000−4000 in a five digit sequence is
= 𝐹( )–𝐹 ( )
1000 1000
𝑃 = 𝑁𝐶𝑘 𝑝𝑘 (1 − 𝑝)𝑁−𝑘 =5𝐶2 0.62 (0.4)5−2
= 𝐹(−1) − 𝐹(−4) = 𝑄(1) − 𝑄(4) = 0.2407
5! 4×5
= 2! 3! 0.62 (0.4)3 = 0.62 (0.4)3 = 0.2304
𝑃(𝐵) = 𝑃(2000 < 𝑋 ≤ 4200) = 𝐹𝑋 (4200) − 𝐹𝑋 (2000) 2

4200−4000 2000−4000 25. The number of cars arriving at a certain bank

= 𝐹( )–𝐹 ( )
1000 1000
during any 10 minute period is a Poisson
= 𝐹(0.2) − 𝐹(−2) = 1 − 𝑄(0.2) − 𝑄(2) random variable with b = 2. (i) Find the
 probability that more than three cars will arrive 𝑒 −𝑏 𝑏 𝑘
= 1 − ∑2𝑘=0 𝑘!
during any 10 minute period. (ii) probability
that no cars will arrive. 0.080 0.081 0.082
= 1 − 𝑒 −0.08 { + + } = 0.0001064
0! 1! 2!
Solution: b = 2;
(d) All the bits will be erroneous
(i) Probability that more than three cars will 𝑒 −𝑏 𝑏 𝑘 𝑒 −0.08 0.088
P(X = 8) = = = 0.000384
𝑘! 8!
arrive
27. A noisy transmission channel has a per-digit
P[X > 3] = 1 − P[X ≤ 3]
error probability P𝑒 = 0.001. Determine the
= 1 − {P(X = 0) + P(X = 1) + P(X = 2) probability of more than one error in 100
+ P(X = 3)} received digits using Poisson approximation?
𝑒 −𝑏 𝑏 𝑘 20 21 22 23
= 1 − ∑3𝑘=0 = 1 − 𝑒 −2 { 0! + + + } Solution:
𝑘! 1! 2! 3!

= 0.1433 P𝑒 = 0.001 and N = 100

(ii) Probability that no cars will arrive. b = Np = (100)(0.001) = 0.1

20 P[X > 1] = 1 − P[X ≤ 1]

P(X = 0) = 𝑒 −2 0! = 0.135
P[X > 1] = 1 − {P(X = 0) + P(X = 1)}
26. In a binary communication system, the
𝑒 −𝑏 𝑏 𝑘 0.10 0.11
probability of bit error is 0.01. If a block of 8 = 1 − ∑1𝑘=0 = 1 − 𝑒 −0.1 { + }
𝑘! 0! 1!
bits are transmitted, find the probability that (a)
= 0.005
Exactly 2 bit errors will occur; (b) At least 2 bit
errors will occur; (c) More than 2 bit errors will
occur; (d) All the bits will be erroneous?

𝑝 = 0.01 𝑎𝑛𝑑 𝑁 = 8

b = Np = (8)(0.01) = 0.08

(a) Exactly 2 bit errors will occur;

𝑒 −𝑏 𝑏 𝑘 𝑒 −0.08 0.082
P(X = 2) = = = 0.00295
𝑘! 2!

(b) At least 2 bit errors will occur;

P[X ≥ 1] = 1 − P[X < 2]
P[X ≥ 1] = 1 − {P(X = 0) + P(X = 1)}
𝑒 −𝑏 𝑏 𝑘 0.080 0.081
= 1 − ∑1𝑘=0 = 1 − 𝑒 −0.08 { + }
𝑘! 0! 1!

= 0.00306
(c) More than 2 bit errors will occur;
P[X > 2] = 1 − P[X ≤ 2]
= 1 − {P(X = 0) + P(X = 1) + P(X = 2)}