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20
36
=
15
36
=
5
12
.
15/36
u
p (u)
0 1 2 3
1/36
X 20/36
2 Concert tickets
(a)
(
5
2
)
(
7
4
)
=
(
5
2
)
(
7
3
)
=
5432
2765
=
2
7
(b)
223
(
7
4
)
=
12
(
7
3
)
=
1232
765
=
12
35
(c)
1
(
5
2
)
=
1
10
3 Using a cumulative distribution function of a mixed type random variable
(a) P{X 10} = F
X
(10) = 1.
(b) P{X 7} = 1 P{X < 7} = 1 F
X
((7)) = 0.75.
(c) P{|X| < 10} = P{X < 10} P{X 10} = F
X
(10) F
X
(10) = 0.75 0.25 = 0.5.
(d) P{X
2
16} = P{4 X 4} = F
X
(4) F
X
(4) = 0.7 0.3 = 0.4.
(e) E[X] =
1
4
(12.5)+
1
2
(0)+
1
4
(10) =
5
8
. (For this solution, we note that the distribution of X is a weighted
mixture of three distributions: uniform distribution over [-15,-10] with weight
1
4
, uniform distribution over
[-5,5] with weight
1
2
, and constant equal to 10 with weight
1
4
.)
4 Scaler quantization of a Gaussian random variable
(a) p
Y
(y) =
1 Q(
2
5
) = Q(
2
5
) y = 1
Q(
1
5
) Q(
2
5
) y = 0.5
1 2Q(
1
5
) y = 0
0 else
(b) Var(Y ) = E[Y
2
] = P[Y {1, 1}] +
1
4
P[Y {0.5, 0.5}] = 2Q(
2
5
) +
1
4
2(Q(
1
5
) Q(
2
5
)) = 1.5Q(
2
5
) +
0.5Q(
1
5
).
5 On the exponential distribution
(a) P{T t} = F
c
T
(t) = e
t
= e
(ln 2)t
= 2
t
. (b) P(T 1|T 2) =
P{T1,T2}
P{T2}
=
P{T1}
P{T2}
=
1
1
2
1
1
4
=
2
3
.
1
6 Standardized version of a random variable
The area under the pdf is one half the base of the triangle times the height, equal to c. So c = 1.
(b) To get mean zero, let a = E[X] = 1. Subtracting a causes the pdf to be centered at zero. And
b =
X
=
1
6
. So
X =
6(X 1). The support of
X is thus the interval (
6,
c X 1 +
c} =
2
c
3
.
For 1 c 4,
F
Y
(c) = P{(X 1)
2
c} = P{0 X 1 +
c} =
1 +
c
3
.
Combining these observations yields:
F
Y
(c) =
0 c < 0
2
c
3
0 c < 1
1+
c
3
1 c < 4
1 c 4
(c) By LOTUS, E[Y ] = E[(X 1)
2
] =
3
0
(u 1)
2 1
3
du = 1
8 A joint distribution
(a) No. For example, the support is not a product set because (0.2, 0.8) and (0.8, 0.2) are in the support of
f
X,Y
but (0.8, 0.8) is not. (b) P{X Y } = P{Y X} by symmetry and P{X Y } + P{Y X} = 1
(because P{X = Y } = 0) so P{X Y } = 0.5. (c) The set {X 0.5, Y 0.5} intersected with the support
of f
X,Y
is the square region shown:
2
v
1
1
0.5
0.5
u
Thus, P{X 0.5, Y 0.5} =
0.5
0
0.5
0
8uv du dv =
1
8
.
(d) By LOTUS, E[
1
XY
] =
1
uv
f
X,Y
(u, v)dudv =
support
8 du dv = 2.
(e) The intersection of {(u, v) : u + v 1} and the support of f
X,Y
is the triangular region {(u, v) : u
0, v 0, u +v 1} as seen in the gure:
1
1
u
v
Integrating the joint density over that region yields:
P{X +Y 1} =
1
0
1u
0
8uv dv du =
1
0
4u(1 u)
2
du
= 4
1
0
(u 2u
2
+u
3
)du = 4
1
2
2
3
+
1
4
=
1
3
9 Some moments
(a) E[X + 2Y + 3Z + 4] = E[X] + 2E[Y ] + 3E[Z] + 4 = 28.
(b) Var(X + 2Y + 3Z + 4) = Var(X) + 2
2
Var(Y ) + 3
2
Var(Z) = (14)(9) = 126.
(c) Cov(X + 2Y, 3Z + 4) = 0.
(d) E[X +Y Z] = E[X] +E[Y ]E[Z] = 20.
(e) E[X
2
] = E[X]
2
+ Var(X) = 25; E[(XY )
2
] = E[X
2
]E[Y
2
] = 625.
(f) E[XY ] = E[X]E[Y ] = 16; Var(XY ) = E[(XY )
2
] E[XY ]
2
= 625 256 = 369.
10 A function of two random variables
(a) P{Z 0.5} = P{Y (0.5)X
2
} =
1
0
(0.5)u
2
du =
1
6
.
u
v
1
v=(0.5)u 2
1
(b) P{Z 4} = P{Y 4X
2
} =
0.5
0
4u
2
du + 0.5 =
2
3
.
u
v
1
1 0.5
v=4u
2
3