Page 1 Name:

EE 5375/7375 Homework 3
Electrical Engineering Department
Southern Methodist University
Due September 25, 2017

Download the assignment and print. Do all work on the printed document. Work only on 1 side of paper,
add page if needed.

1. Find FY .y/ and fY .y/ if the RV X maps to the RV Y via the linear relation Y D 4X C 3 where
2x
fX .x/ D 2 e U.x/;

where U.x/ is the step function that steps from 0 to 1 at x D 0.

YD 4X C 3 ! X D .3 Y/=4 y
1
Z
.3 u/=2
FY .y/ D e duI y<3
2 1
fY .y/ıy D fX .x/ıx
Thus,
is equivalent to
e .3 y/=2

I 1<y<3
FY .y/ D
1I y>3
 
fX .x/
fY .y/ D
j y0 j xD.3 y/=4

With y 0 D 4, one gets

2 2Œ.3 y/=4
fY .y/ D e U Œ.3 y/=4
4

Thus,
1 .3 y/=2
fY .y/ D e U Œ.3 y/
2
 Page 2 Name:

2. We place at random 200 points in the interval (0,100). The distance from 0 to the first random point is an
RV Z. Find FZ .z/
(a.) Exactly,
(b.) Using the Poisson approximation.
Discussion: The exponential distribution n z z
P ŒZ > z D D1 :
n n
z
fZ .x/ D e U.z/; Thus,

is the probability that the RV Z does not occur in z

FZ .z/ D P ŒZ  z D 1 P ŒZ > z D :
the interval .0; z/, where  is the average occurrence n
of Z. In the present problem,  D 2, so that
Let’s box the 2nd ball. n2 represents the number
Z z of ways that 2 balls can be placed in n boxes, and
2z 2z
FZ .z/ D 2e dz D 1 e : similarly, .n z/2 represents the number of ways that
0
2 balls can be placed in n z boxes. Thus,
However, this is the approximate answer.
.n z/2  z 2
So, we investigate the dropping of 200 balls into 100 P ŒZ > z D D 1 :
n2 n
boxes.
1 2 3 4 5 100 You discuss the placement of the 3rd ball, the 4th
ball, etc.
BTW,
Let’s drop the first ball and z points to the last empty
 x k
1C ! ex as k ! 1
box to the left of the ball. In the illustration above, k
z D 3. Let n D 100 (boxes) and m D 200 (balls).
The first ball can be put in n boxes, but if it is placed
in n z boxes (i.e., boxes to the right of z), then
(a.) Let Z1 represent the RV location of placing the (b.) Let  D k=n so that n D k=, so that
1st ball. Then,
z k
n z FZ .z/ D 1 .1 C /
P ŒZ1 > z D ; k
n !1 e z I k ! 1:
while Z2 represents the RV location of placing the
2nd ball, etc. Thus,

P Œz vacant boxes D P ŒZ1 > z; Z2 > z;


; Zk > z

z k
D .1 /
n
Let
Z D minj Zj ;
then
z k
P Œz vacant boxes D P ŒZ > z D .1 / ;
n

so that
z k
FZ .z/ D P ŒZ  z D 1 P ŒZ > z D 1 .1 /
n
 Page 3 Name:

3. Show that if Y D X2 then the conditional density function

p
U.y/ fX . y/
fY .yjX  0/ D p
1 FX .0/ 2 y

Thus, (Y cannot be negative)

Y
 
U.y/ fX .x/
fY .yjX  0/ D
1 FX .0/ j y 0 j xDpy
p
A U.y/ fX . y/
D p
1 FX .0/ 2 y

B X

From the figure above we can write

P ŒA \ B
fY .y j X > 0/ ıy D ;
P ŒB

where P ŒB D 1 FX .0/. Since P ŒA D P ŒC ,

P ŒA \ B D P ŒC \ B D P ŒC 
D fX .x/ ıx
 Page 4 Name:

4. Assume that the RV X has a Rayleigh distribution

x 2 =2˛ 2
FX .x/ D 1 e :

If the RV Y D b C cX2 , find the density function fY .y/.

Note: The Rayleigh density function is zero for x <
0. Taking the derivative of FX .x/ w.r.t. x, one gets
x x 2 =2˛ 2
fX .x/ D e U.x/
˛2
p
Solving for x one gets x D .y b/=c. Thus,
 
fX .x/
fY .y/ D p
j y0 j xD .y b/=c
1 .y b/=2C ˛ 2
D e U.y b/
2C ˛ 2