EE 131A

Probability
Instructor: Professor Roychowdhury

Homework Set 8
Monday, December 8 , 2014
Due: Not To Be Handed In

1. Problem 4.176 The output Y of a binary communication system is a unit variance

Gaussian random variable with mean zero when the input is 0 and mean one when
the input is 1. Assume the input is 1 with probability p.
(a) Find P [input is 1|y < Y < y + h] and P [input is 0|y < Y < y + h].
(b) The receiver uses the following decision rule:
If P [input is 1|y < Y < y + h] > P [input is 0|y < Y < y + h], decides input was 1;
otherwise, decides input was 0.
Show that this decision rule leads to the following threshold rule:
If Y > T . decides input was 1; otherwise input was 0.
(c) What is the probability of error of this decision rule?
Solution:
(a)
P [input is 1, y < Y < y + h]
P [y < Y < y + h]
R y+h
p y f1 (t)dt
=
R y+h
R y+h
p y f1 (t)dt + (1 p) y f0 (t)dt

P [input is 1|y < Y < y + h] =

f1 (t)hp
,
f1 (t)hp + f1 (t)h

where it is assumed that h << 1. The other probability can be computed likewise.
(b) In the following we find equivalent expressions for the decision rule
P [input is 1|y < Y < y + h] > P [input is 0|y < Y < y + h]
pf1 (t) > (1 p)f0 (t)
p
(1 p) y2 /2
2
e(y1) /2 >
e
2
2
1 2
(1 p)
2
e 2 (y 2y+1y ) >
p
1
(1 p)
(2y 1) > ln
2
p
(1 p)
1
y >
+ ln
2
p
Therefore the decision rule is equivalent to the threshold comparison with the value
T = 12 + ln (1p)
.
p
1

(c)
Pe = (1 p)P [Y > T, input is 1] + pP [Y < T, input is 0]
Z
Z T
1 y2 /2
1
2
e
e(y1) /2 dy
= (1 p)
dy + p
2
2
T

= (1 p)Q(T ) + pQ(1 T )
2. Problem 4.54 A limiter is shown in the following figure
(a) Find an expression for the mean and variance of Y = g(X) for an arbitrary
random variable X.
(b) Evaluate the mean and variance if X is a Laplacian random variable with
= a = 1.
(c) Repeat part (b) if X is from problem 4.17 with a = 12 .
(d) Evaluate the mean and variance if X = U 3 where U is the uniform random
variable on the unit interval, [1, 1] and a = 12 .
g(x)

Solution:
(a)
Z

E[Y ] =

g(x)fX (x)dx

Z a

afX (x)dx +
xfX (x)dx +
afX (x)dx

a
a
Z a
= aFX (a) +
xfX (x)dx + a(1 FX (a ))

E[Y ] = a FX (a) +

x2 fX (x)dx + a2 (1 FX (a ))

V ar(Y ) = E[Y 2 ] E[Y ]2

(b)
Z

1
2
x e|x| dx + P (Y 1)
1 2

E[Y ] = P (Y 1) +
2

which is equal to zero noting that the pdf function of a Laplacian random variable is an
even function and is symmetric around zero; i.e. P (Y 1) = P (Y 1) = 21 e1 due
R1
2
to symmetry and 1 x 12 e|x| dx = 0 due to the pdf function being an even function.
2

1
2
x2 e|x| dx + P (Y 1)
2
1
Z 1
1
2
x2 e|x| dx
= 2P (Y 1) + 2
2
0
1
= e1 + ex (x2 + 2x + 2)0 = 6e1 + 2

V ar(Y ) = E[Y ] = P (Y 1) +

(c)
1
1
E[Y ] = P (Y ) +
2
2

1
2

12

1
3
1
x (1 x2 )dx + P (Y )
4
2
2

which is equal to zero following the same argument as in part (b).

1
1
V ar(Y ) = E[Y ] =
P (Y ) +
4
2
2

1
2

12

1
1
3
x2 (1 x2 )dx + P (Y )
4
4
2

1
3 2 2
1
P (Y ) +
x (1 x2 )dx
=
2
2
2 0
1 5
3 x3 x5  1
=
. + ( + )02 = 0.13125
2 32 2 3
5
(d)
1
2 U 3 < 12
U 3 21 U 3
Y =
1
U 3 > 12
2
1
1
E[Y ] = P (Y ) +
2
2

1
2

12

1
2

1
1
1
x3 dx + P (Y )
2
2
2

Following the same argument as the previous parts E[Y ] = 0.

Z 1
2
1
1
1
1
1
V ar(Y ) = E[Y ] =
P (Y ) +
x6 dx + P (Y )
4
2
2
4
2
12
1
1
2 1
=
P (Y ) + ( )7
2
2
7 2
1 13
1 1 (2)
2 1
=
.
+ ( )7
2
2
7 2
2

3. Problem 7.7 Let X and Y be independent exponential random variables with parameters 2 and 10, respectively. Let Z = X + Y .
(a) Find the characteristic function of Z.
(b) Find the pdf of Z from the characteristic function found in part a.
Solution:
(a)
Z () = (
(b) Z () =

a
j

b
j

while b =

fZ (t) =

)(
)
j j

,a

t t
e

4. Problem 7.26 A student uses pens whose lifetime is an exponential random variable
with mean 1 week. Use the central limit theorem to determine the minimum number
of pens he should buy at the beginning of a 15-week semester, so that with probability
.99 he does not run out of pens during the semester.
Solution:
E[Sn ] = n 1 = n
V AR[Sn ] = n 1 = n
Assuming Sn approximately Gaussian:
15 n
P [Sn > 15] Q( ) = 0.99
n
=

15 n

= 2.3263
n

=
n = 27.04
= by 28 pens
5. Problem 7.29 A binary transmission channel introduces bit errors with probability .15.
Estimate the probability that there are 20 or fewer errors in 100 bit transmissions.
Solution:
S100 = X1 + + X100
E[S100 ] = 100p = 15
V AR[S100 ] = 100pq = 12.75
The central limit theorem gives:
P [S100 20] =

1 [S100 20]
S100 15
20 15
>
]
1 P[
12.75
12.75
1 Q(1.4) = 0.92

6. From past experience a professor knows that the test score of a student taking her final
examination is a random variable with a mean of 75 and standard deviation of 8. How
many students would have to take the examination to ensure, with probability at least
0.95 that the class average would be at least 73?
n denote the average test score based on n students. From the CLT
Solution: Let X

we know that if the number of students is sufficiently large, then Xn875 converges to
n
n N (75, 64 ). We need to
a standard Normal random variable in distribution; i.e. X
n
n 73) 0.95. We use the CLT approximation to calculate the
find n such that P (X
probability and find the critical value of n.

n 75
73

75

n
X
n 73) = P (

) ' (
)
P (X
8
8

4
n
n
Thus, in order to make sure that this event happens with probability at least 0.95, we
only need look up the table for the corresponding
number a whose Q-function value is

n
greater than 0.95 and pick n such that 4 a. Noting that a = 1.645, it turns out
that n 44.