Chapter 1 Chapter Chapter Chapter Chapter Chapter 2 3 4 5 Chapter 6 7 Chapter 8 9 Chapter Chapter 10 Appendix A Appendix B Appendix C Appendix D Appendix E Appendix F Appendix G CONTENTS Preface... Probability............45 Pteteetetetetetete eleteetetetetstotelstetelstelsatee| The Random Variable..........seeee eee eeee cece eee weeeee 24 Operations on One Random Variable - Expectation........ 55 Multiple Random Variables.........ccescescee esse ceeeeee 87 Operations on Multiple Random Variables......... weeeee oL27 Random Processes - Temporal Characteristics............ 157 Random Processes - Spectral Characteristics............ 192 Linear Systems with Random Inputs.............eeeeeeeee 241 Optimum Linear Systems... ++ 326 Some Practical Applications of the Theory........ eee 365 Review of the Impulse Function (No Problems) Gaussian Distribution Function (No Problems) Useful Mathematical Quantities (No Problems) Review of Fourier Transforms..........ssseeeeeeeee 000 B79 Table of Useful Fourier Transforms (No Problems) Some Probability Densities and Distributions (No Problems) Some Mathematical Topics of Interest (No Problems) Refierencest rece teeter eer se eeeeeeee +02 389 iiiPREFACE This manual has been prepared as an aid to instructors in courses using the book Probability, Random Variables, and Random Signal Principles, 4th edition. It contains solutions to all the problems in the book, and instructors are cautioned that the problem numbers are different than in all prior editions. The reason is that problems have been renumbered according to the book’s section to which they apply. The other structure of the manual is the same as with prior editions. The principal developments needed to understand the solutions of the problems are given. However, for reasonable length, many straightforward algebraic reductions are omitted, and well-known integrals and trigonometric identities are also used without comment. In some important steps in developments suitable references are given for clarity. These references are typically one of the following types: 1. Literature references; these are found either in the text or at the end of this manual. 2. Equation references; for example, (5.3-4) refers to equation (5.3-4) in Chapter 5, Section 5.3, of the text. 3. Pair references; for example, pair 15 is used to refer to pair 15 in the table of Fourier transforms in Appendix E of the text. 4, Other references; these are usually clear enough to be unambiguous. For example, references to other equations within the manual. As usual, efforts have been made to minimize the number or errors that may exist in the manual on publication. Since some errors may remain, I invite anyone using the manual to advise me of any errors they may identify. Finally, I am grateful to many students who have helped reduce the number of errors through their having worked many of the problems as course assignments over the last 20 years. Dr. T. V. Blalock independently worked a number of the original problems (first edition) and offered many improvements. Special thanks are extended to Mr. Kenneth Hild, a doctoral student, who worked and plotted the results for all the computer (MATLAB-based) problems (and exercises in the text). Peyton Z. Peebles, Jr. Gainesville, Florida June, 2000| CHAPTER -_ @& Az{O< inbigerg <4}, Bef ecewen citys <6}, | cto etd ctr} Othe definctine one are GD ctu = {A,8,c} oi = 4 {1,2,3}, (8,10, 12 Md, {1,3, 5,7, 7} }- ' GD A080, 6, ana F ol cuenta and. finite. | (Cte coumtalle amd infinite . 6, H, amd Eo ow Lumeoumtatite amd imine Gi-®) a=e, Ace, AcG, Acr. BrA, BEC, BEG, Ber. Cot wat aguied te, ov a aubset of, amy of the | othee aslo. The som apptico to D. | Eep. Fep, Fee (ites tha Fay leo mutt | at) © nat equal tr, dv a aubect of, amy of He tothen asdle. ii EG, of x in im mifone aml magetie Langth ia attewel To not quel to, ov w auboat of, amy of the oth. ash. : :CE) EY Coat ant; ta3,|tb3, ic}, 1435 a,b}, {4,0}, fa, dj}, {b,c}, [b,4}, fe, dF; {a,b,c}, {4,b,d}, [a,c,4}], {b,¢,4}3 fa,b,¢, 43. | | Ge) (ay S*4- #o°r S&S 130°F, t to temperature, » (b) {t<32°F}. (c) taebr et «100°r). ACT) The muth ast to one aubeut. Thine ane W sub | Aste with ona atimawt soch,. Taieimg okemets by fara covuspendo to Me wi/al (wey! aubesto , | which io tha numbin of combinations pecsille of N things take 2 ote time. For aubiats with | thu slements the number io ($)= vi /alov-a)!. Conk massing the beyie sme (Sab ate = Et. batts =2” et esi wh a he fa kf il 36) Crs) (a) none (b) V={otasto}. | (¢) $= bissas7d, Vefosss7}. C8) a2 §-7,-6,-5 1,0, 6,6, 567 E, BELII3, 5}, ASB & not tut, BOA & tre. : C0) A= f4,5, Ag EO, 4d, Ay Etat, Ayr hs, 433, Ag? 1%, 433, Ag*{2,,43 5, Agr §t,,4,, eg} = A, Age.Girl) (a) (2, 3,4,5,6, 78}, E1 ry Vy } N | 44) (anBaz)uCBnend) - yuccnp) (ce) (AUB a 0b) CA BN myANBAcGa-12) (ms A®{8Om sh S1050m} , B= 49S0m $4 1750m), | Cx41780m £44 2000my. (6) ANB 2 §950m 2A 5 1050m} fo the ast of distamess where beth propllr and jot aincnagt take off, (€) AUB =fosdS 0m amd 1750m_ 0.03, PCat [Lae 0.0% P(t8[b,)= 001, P(9Bfta)= 0.02 LE PCroxy = P(TOZ IE, YP (ey F P02 Lug) Plb a )-= 0,02 (0.45) +0.03(085) = 0.0255. Simibonty , PUel) = 0.070, Plieo)> 0.8525, PC99) Piao ft) Pee) _ = 0035S, amd P(98) = 40/55. Cb) P(t, 100s 100 isG12) (Continued) re 0.4645. (¢) Plpitls <100) = PCI8) + P(99) = 0.0355 +0,0155 = 0.0510. Dafime : Them : Az {ie few aoune AF T(DIA) 0.00), PlA)= 3 B= [IC from nounce} = P(DIB) = 0-003, PLR = 1/3 © = {Ie from asunee c} P(pie) = 6002, ple) 3/3 De { Apecd ine re} (A) PCD) = PCDIA) PCA) + P(DIB)PCB) + PlDic) PLK) = (0.001/3) + 0.003/3) + (0.002/3) = 0.006/3 = 0.002. (b) PAID) = P(DIA) P(A)/ P(D) = 0.001(731/0.002 = 1/6. Similenty , pele) = V2, P(clb) = Yao (a) P(ace) = P(A[D, )PCP,) + PAID, ) PCP2 1 + PCA|D3) Plp,) = xiv + (f) +0(d “ise ge 001218... Cb) PCS) = PCBIP,IPCP,) + PC3IP2) Pa) + P(3]D, ) PCR, ) = Ali )oo(3) ile) *3 = Zo = 0.0570, C*) Simillor- Ay P(ned cand) = Bg) £5 +3 aye) Jed = 0.50. P(ANB) = 28/100 -olzs x P(A) P(B) = (##/100) -(62/to2) = 0273 ar 7 amd. B are net indapentont, | P{ANC)= 0.0 while Pad Plede o ay Aah ane | rut indepandint. P(8Nc) = 0.24% # P(E)PCe) = (62/100)(32/100) = 0.193 oo Bamd 0 ane not 1é(Continued) indapamdint, Finally ) P(AABNG) = 0.0 # P(A) - PCB) P(e) as A,B, snd C6 ane wit sdabishealty — | ndependint | SACARS bag ined SBD Pla,na,)= PCH, r°0A,) | PLA, MAS)= POA) POS), PCA, 2 AY)= PA, PLA, | P(A, OA, )= P(A) PCA), P(A,QA,) =PA 2) PAy)s PCA,NA,)= PEA)? Cyd, | roa MANA, )= P(A,P(A,)PCA3), PCANA,NA,)= P(A, )PCA,) PAY), PUA, MA, AA,)= P(A) P(A, PLAY), FA NANA, = PA, PIPLA) jand P(A, NA, NANA, )= PCA, PO, dP(As) PCA, ). A (5-300 Finat form the prebelet PEA, PCA) = POA, E-P os PUA, ~ PCA) PCA) - 5 ue A, awh A, an in hepiandind this Itewmes i PA, PCA, ) = PC bere, MA,). ol | A Venn diognarn shows | A,= (A, 0B, Ula, AAA) | ae P(A) = PL(A,1 A, V(A/NAL)]. Free (4-2): | P[(a,AA,)U(A,NA,IJ= P(A,0A,) + P(A, MAg) i ~ PLA, NA, A (A, AA, . | Howewen, a Vann dia! wrth phew Mat (AMAZIN (A, 1A,)=0 20 - P(A, = PCAN Bg) + POA;NARD. (2) By combining 1) andl (a) we hoe. PLA)PA,S = P(A,QA,) ar A, awd AL ame Badin {cally imdap - 17IG5-3) (Cemtinusd) Rant from (5-3), | (b) The proceduan is Fhe abr 20 we (03: P(A,) P(A, = PAST P CA] = PC AL) ~ PCA, nay ). But A,» (A, AA,)U (A,9A,) amd (ANA, AANA = 9 ar PAL) = PU(A, 04, UCA, NA, ) J = P(ALAA,) + PCALOA,D - PLA, nA atAaaa, = PAOR,) + Fim J. Thaw, PLA, > PCA = P(A, 0A) ao A, amh A, aw inbapandt (a) Og eum rapsot the precede of «@) and Cb): P(A,) PCA, = [1- PCA QM-PAy)) = 1 P(A,) - P(A) + PCA PCA, = I-P(A,)~ P(A) +P(ADA,) ios 1- [PUA #PLAg)~ PCA, Al Js i-F(A,vALD fon / | (et~2. But aimen 1 P(A,UA,) = PLALDAR D, Hon | PCR, ) PCA, = PCA,UA,).| Newer, a Varn dia- | gram a abowe Hat AoA =F, NAL ae : PCA PCA, = ae na) | which, forme (5-3) ke A, awd A, ts be 1 i | indapemdent, | GER) comb. us tings 2 ot time 2 (4) Combs, N things 3 at time = (3) CHnapte ) Cond, A -thwigo Wat tine = (%) / 18G5-B) (Continued) Titat = aun = EF) ==(S)-(1) +2 (1 Une (0-61). Tetat = -t-w 4B (2) 5 gue wer, a LEI, Be bttag pales corse toth = Leg a . 30.008, £242 OR PRE) *{f : 4.008, ¢23,# P(atgnal doce not anne) = PECK, 0 Ry pane) amit (Ry ORy epane)} = P{ (ROR, ACRUR,)E = PCR, URL IPCRZURy) (ercspendent fritarcs} = [P(R) +eCR d= PLR OR, IL PCRS) PCR) ~ PRA AR) = (24,- C2 Py fr) = [oot ~a5 (10° ]L0.016 - 64¢ 10S) Jz o.00016, PE Aignsl_deco-nof-annive} = Pt Cepper- path. foils) end (howe goth faite} s Ph cape path faite dn (Lown path faite r} = Pluppan poith foils) PC Lamar path feride J. But PCugper path facto) = PCR +PCRADR 3) ~ PCR, A RAR) 3p +p mp, = 5.0995 (07), ak Pldewer path faile) = p+ Py =p p = 12.475(07). Thue, Ph aignal date not arrive } = 5.0995 009712. 49S C07) 2 63.6163 C10“), (Cert) tet €,, Sz, 03, Cy endo, repreet phe, ir Chize and Let m,, ma, my! amd My reprasnt He wattle, Them 5,2 §6,,02,C3 Cy,Cs} and Sa> Em, mz, m3, My pL |The ormbinedd aamate apace. become 19GED) (Continued) 5 *5,x5,=1(6,,m,), (6,1), (6,737, (C,, 7%), | (6a,7,), Car), (Ca,M3), Cn, My), 2s C6), 5, ad, (p>, (C4), «, mm), (4), ey, ™), (e, my , (1), Syd Cs, mz), (Cg, ty) P- Az fia Sreemdh Raernerltc tniak porcblen. Pl Facts of 3) = (3) (0.6530) (1-0.655%6)" = 028147, P(suvease ful asiwel ) = Pi amgime AWMWLS amd Nanxgalion. austen awonives} = Phengine survinco} Pf nawegetion suplom. Auncseen} = [t- Plongine faite )]f 1 - P(newigakion stom foiled] = 0.95 (0.999) = O,94905, (a) Plath spuata) = (0 fait) = fh Ter mY (a.o6)” a ae) 0.0899. Cb) PCat fait )= P(6 be) “aoa (0.06)%(0.94F "= weeecie®). <) PU faike) = Tei Oe 06)! (0. Moe "2 9.2642. t) (Ger, 22(4) F(R oe more not napaned) = 1- PCO net mepained ) - PCI net aired) = i ~ af couoae _ af ' g-t “pT of ca-o! Taal? (0.4 % 1-0.4305~0.3826 = 0.186%. (6) PCS propaty arpairad ) = P(e not nepourad ) 0.4305. PCO fail to netumm ys ve eM ase. fay = (Ress! RB £0,083, PCI forte to rstunm hay) = RSE"*" o.2052. . 2 pn 2s P(2 fois fo netunm Rage} : zoe = 0.2568, Fires PCa fait te naturm hays) = BEE = 0. 2138. | P(ne mou than 3 frit to actunm fay) = 0.0821 + 0, 2082 + 0.2565 “40,2138 = 0.9576. 23