School of Engineering and Applied Science

Ahmedabad University
MA202-Probability and Random processes
Submission of Homework Assignment - 2

Roll no: 201501109

Om Thakkar

March 3, 2017

1. Solution Problem-1

Part (a) :

Given :

M = 0 and M = 1 are sent with equal probability. Also, the receiver observes Gaussian Random Variable
whose PDFs conditioned on transmitted message are given as,

1 x2
fX|M =0 (x) = exp( 2 )
2 2 2
1 (x 1)2
fX|M =1 (x) = exp( )
2 2 2 2

Question (i) : Find and Plot P r(M = 0|X = x) as a function of x for 2 = 1. Repeat for 2 = 5.
Question (ii) : Repeat Question (i) assuming that the a priori probabilities are Pr(M = 0) = 1/4 and
Pr(M = 1) = 3/4.

Now, Let Pr(M=0) = a and Pr(M=1) = b.

fX (x) = fX|M =0 (x).P r(M = 0) + fX|M =1 (x).P r(M = 1)

a x2 b (x 1)2
fX (x) = exp( 2 ) + exp( )
2 2 2 2 2 2 2
Now, from Conditional Probability Theory,

fX|M =0 (x)
P r(M = 0|X = x) =
fX (x)
x 2
aexp( 2 2)
P r(M = 0|X = x) = 2 )
x 2 (x1)
aexp( 2 2 ) + bexp( 2 2

1
P r(M = 0|X = x) = 2
1 + ab exp( (x1)
2 2
+ x2
2 2
)
1
P r(M = 0|X = x) = b
1+ a
exp( x2 1
2 2
)

Now, the above function needs to be plotted.

 Figure 1: A boat.

(i) - (1) : a = 12 , b = 12 , 2 = 1

1
P r(M = 0|X = x) =
1 + exp(x 12 )

(i) - (2) : a = 12 , b = 12 , 2 = 5

1
P r(M = 0|X = x) =
1 + exp( x5 1
10
)

(ii) - (1) : a = 14 , b = 43 , 2 = 1

1
P r(M = 0|X = x) =
1 + 3exp(x 12 )

(ii) - (2) : a = 41 , b = 43 , 2 = 5

1
P r(M = 0|X = x) =
1 + 3exp( x5 1
10
)

Part (b) :

Question (i) : Find the range of x over which each of the three decisions should be made.
Solution:

Let us assume that 0 was sent.

P r(M = 0|X = x) 0.9

Now, according to the theory of Conditional Probability,

fX|M =0 (x)P r(M = 0)

P r(M = 0|X = x) =
fX|M =0 (x)P r(M = 0) + fX|M =1 (x)P r(M = 1)
1
Since, Pr(M=0) = Pr(M=1) = 2
because of equiprobability,

fX|M =0 (x)
P r(M = 0|X = x) =
fX|M =0 (x) + fX|M =1 (x)

x2
e 22
P r(M = 0|X = x) = x2 (x1)2
e 22 + e 2 2

1
P r(M = 0|X = x) =
x2 (x1)2
1+ exp( 2 2 2 2
)

1
P r(M = 0|X = x) =
x2 (x1)2
1+ exp( 2 2 2 2
)

1
P r(M = 0|X = x) =
1 + exp( 2x1
2 2
)
Now, P r(M = 0|X = x) 0.9,

1
0.9
1 + exp( 2x1
2 2
)

2x 1
10 9 + 9exp( )
2 2

2x 1 1
exp( 2
)
2 9

2x 1
ln 9
2 2

1
x 2 ln 9
2
Similarly, if it is assumed that 1 was sent, then,

1
x + 2 ln 9
2

Hence, the ranges of x over which each of the three decisions should be made are as follows:

0 sent : x 1.6972 for = 1

1 sent : x 2.6972 for = 1
erased : 1.6972 < x < 2.6972 for = 1

Question (ii) : Probability that the receiver erases a symbol

Let X be the event when the receiver erases a symbol.

P r(X) = P r(X|M = 0)P r(M = 0) + P r(X|M = 1)P r(M = 1)

1
Now, since transmitting a 0 or 1 are equiprobable events, P r(M = 0) = P r(M = 1) = 2

P r(X|M = 0) P r(X|M = 1)
P r(X) = +
2 2

P r(1.6972 < x < 2.6972|M = 0) P r(1.6972 < x < 2.6972|M = 1)

P r(X) = +
2 2

[Q(1.6972) Q(2.6972)] [Q(1.6972 1) Q(2.6972 1)]

P r(X) = +
2 2

P r(X) = 1 Q(1.6972) Q(2.6972)

P r(X) = 1 0.044565 0.003467

P r(X) = 0.95167
Question (iii) : Probability that the receiver makes an error (i.e. decides a 0 as sent when a 1 was actually
sent, or vice versa).

Let the event when error occurs be X.

P r(X) = P r(X|M = 0)P r(M = 0) + P r(X|M = 1)P r(M = 1)

1
Now, since transmitting a 0 or 1 are equiprobable events, P r(M = 0) = P r(M = 1) = 2

P r(X|M = 0) P r(X|M = 1)
P r(X) = +
2 2

P r(x 2.6972|M = 0) P r(x 1.6972|M = 1)

P r(X) = +
2 2

Q(2.6972) (1 Q(2.6972))
P r(X) = +
2 2

P r(X) = Q(2.6972)

P r(X) = 0.034963
2. Solution Problem-2

Given :

Diameter of target = 3 ft Radius of target, r1 = 1.5 ft

Diameter of bulls-eye = 0.5 ft Radius of target, r2 = 0.25 ft
Also, the variance, 2 = 4 sq. ft = 2 ft.
Now, since the radial miss distance is a Rayleigh Random Variable, its PDF is given by:

r r2
fR (r) = exp( ).u(r)
2 2
Part (a) : Probability that Mr. Hoods hits the target

Let X be the event of Mr. Hoods hiiting the target.

P r(X) = P (R r1 )
Z r1
P r(X) = fR (r)dr
0
r1
r2
Z
r
P r(X) = exp( ).u(r)dr
0 2 2 2
r 2
Now, substitute v = exp( 2 2 ),
2r r 2
dv = 22 exp( 22 )dr

r 2
12
Z e 2

P r(X) = dv
1

Hence,

r1 2
P r(X) = 1 exp( )
2 2
Now, placing value of r1 in above equation,

1 (1.5)2
P r(X) = 1 exp( . )
2 (2)2

P r(X) = 0.2452

Part (b) : Probability that Mr. Hoods hits the bulls eye

Let X be the event of Mr. Hoods hitting the bulls eye.

P r(X) = P (R r2 )
Z r2
P r(X) = fR (r)dr
0
r2
r2
Z
r
P r(X) = exp( ).u(r)dr
0 2 2 2
Using the result of integration calculated above, i.e.
Z r2
r r2 r2 2
exp( ).u(r)dr = 1 exp( )
0 2 2 2 2 2
Now, placing value of r2 in above equation,

1 (0.25)2
P r(X) = 1 exp( . )
2 (2)2

P r(X) = 0.0078

Part (c) : Probability that Mr. Hoods hits the bulls-eye given that he hits the target

Let X be the event of Mr. Hoods hitting the bulls eye. Let Y be the event of Mr. Hoods hitting the
target. Let Z be the event of Mr. Hoods hitting the bulls-eye given that he hits the target.

P r(Z) = P r(X|Y )
P r(X) P r(Y ) P r(X)
P r(Z) = =
P r(Y ) P r(Y )
Because, if Mr. Hoods hits the bulls eye, then he definitely hits the target. Hence, their intersection is
the event of hitting the bulls eye.

r2 2
1 exp( 2 2)
P r(Z) = r1 2
1 exp( 2 2)

0.0078
P r(Z) = = 0.0317
0.2452
3. Solution Problem-3

PDF of Gaussian Random Variable is given by:

1 (x )2
fX (x) = exp( ), < x <
2 2 2
and
Z
n
E[X ] = xn fX (x)dx

x
Here, Let Y =

1 Y2
fX (x) = exp( ), < Y <
2 2
Now, coefficient of Skewness is given by,

E[(X )3 ]
cs =
3
R 2

(x )3 12 exp( (x)
2 2
)
cs =
3
x
Now, substituting y =

R 2

(y)3 12 exp( y2 )
cs =
3

y2
Z
1
cs = (y)3 exp( )
2 2

Now, the above definite integral would evaluate to zero because Gaussian Distribution Function is an even
function and hence symmetrically distributed about Y-axis and its multiplication with an odd function i.e
y 3 will make the entire integrand an odd function and the integration of an odd function over a symmetric
region about origin would result to 0.

cs = 0

Now, Coefficient of Kurtosis is given by,

E[(X )4 ]
ck =
4
R 2

(x )4 12 exp( (x)
2 2
)
ck =
4
x
Now, substituting y =

R 2

(y)4 12 exp( y2 )
ck =
4

y2
Z
1
ck = (y)4 exp( )
2 2

Now, Using method of Integration by parts,

y2
taking u = y 3 and v = e 2 ,
y2
dv = ye 2
Z
1 y 2  y2
ck = [y 3 .e 2  3 y 2 .e 2 dy]
2

y2
lim y 3 .e 2 = 0
y

y2
lim y 3 .e 2 = 0
y

Hence for limits and , the first integral is zero.

y2
Similarly, taking u = y and v = e 2
y2
dv = ye 2
Z 2 2
Z
y  y2
y2
2
y .e dy = y.e 2  e 2 dy

Also,

y2
lim y.e 2 = 0
y

y2
lim y.e 2 = 0
y

Hence for limits and , the integral is zero.

Z
1 y2
ck = [0 3(0 e 2 dy)]
2

Hence,

ck = 3
Z
1 y2
e 2 dy = 1
2
4. Solution Problem-4

PDF of Gaussian Random Variable is:

1 (x )2
fX (x) = exp( ), < x <
2 2 2
Now,
Central Moments are given by,

(x )2
Z
k 1
E[(X ) ] = (x )k exp( )dx
2 2 2
x
Substituting y =

y2
Z
1 1
E[(X ) ] = k
(y)k exp( )
2 2 2

y2
Z
1 1
k
E[(X ) ] = () k
(y)k exp( )
2 2 2

Now, the above definite integral would evaluate to zero because Gaussian Distribution Function is an even
function and hence symmetrically distributed about Y-axis and its multiplication with an odd function
i.e y k for all odd k will make the entire integrand an odd function and the integration of an odd function
over a symmetric region about origin would result to 0.

Now, for even central moments, i.e k 2, let,

y2
Z
Ik = y k exp( )dy
2
2
Now, using the method integration by parts, take u = y k1 and v = yexp( y2 )
2
dv = exp( y2 )

y2
Z
Ik = (k 1) y k2 exp( )dy
2

Ik = (k 1)Ik2

Similarly, for all,

Ik = (k 1).(k 3).(k 5).....3.1.I0

Now,

I0 = 2

1
E[(X )k ] = k .(k 1).(k 3).(k 5).....3.1. 2
2

E[(X )k ] = k .(k 1).(k 3).(k 5).....3.1

 k k!
E[(X )k ] = k
( k2 )!2 2
r

2k
Z
2
k
E[(X ) ] = 2 k
y k ey dy
0

Substituting y 2 = m, the equation can also be written as,

2ydy = dm
r
y
2k
Z
k e
k k
E[(X ) ] = 2 y 2 dy
0 2 y
r

2k
Z
k1
k
E[(X ) ] = k
y 2 ey dy
0

r

2k
Z
k+1
1
k
E[(X ) ] = k
y 2 ey dy
0

r  
k k 2k k+1
E[(X ) ] =
2
5. Solution Problem-5

Characteristic Function/Moment Generating Function/Probability Generating Function provides a fre-

quency domain representation of the random variable.

Thus, characteristic function of a random variable, X is given by,

Z
jX
X () = E[e ]= ejx fX (x)dx

Now, Characteristic Function of Poissons Random Variable is:

k
Z X
X () = e jx
( e (x k))dx
k=0
k!

k
X Z

X () = ( e ) ejx (x k)
k=0
k!

X k jk
X () = ( e ).e
k=0
k!

Let ej = z and =

X k k
X (z) = ( e ).z
k=0
k!

X (z)k
X (z) = e
k=0
k!

X (z) = e .ez

X (z) = e(z1)

Now, characteristic function of Binomial Random Variable is:

Z  
X n k
X () = ejx
( p (1 p)nk )(x k)dx
k=0
k

  Z
X n k nk
X () = ( p (1 p) ) ejx (x k)dx
k=0
k

 
X n k
X () = pej (1 p)nk
k=0
k

X () = (1 p + pej )n

Let ej = z and =

X (z) = (1 + p(z 1))n

Now, let = np.

(z 1) n
X (z) = (1 + )
n
Now, as n ,

(z 1) n
lim X (z) = lim (1 + )
n x n
Using the limit,
1 x
lim = (1 + ) = ex
x x
n
Hence, here x = (z1)

lim X (z) = e(z1)

n