1

Dr. P. S. Neelakanta
EEL4541:STOCHASTICPROCESSES&RANDOMSIGNALS
UNIT A-II Self-study Homework Assignments with Solutions
________________________________________________________________________
Topics:

RANDOM SAMPLE SPACE: Deterministic and random variables

(RVs)
OCCURRENCEOFRANDOMEVENTS
STATISTICAL EXPERIMENTS: Counting the chances of
occurrence
PROBABILITYCONCEPTSDefinition;types;rules

RANDOMANDDETERMINISTICEVENTSPACES
Eventsmayoccurrandomly.Theycanberepresentedbyrandomvariables(RVs).
Thelikelihoodofoccurrenceofsuchrandomeventscanbeevaluatedviastatistical
experiments(trials).
Thelikelihoodofoccurrencecanbequantifiedbyasetofrealnumbers(called
weightsonthelikelihood)denotingtheprobabilityofoccurrence(P)thatranges
from0to1.
ProbabilityofaneventA:0P(A)1;P()=0;P(S)=1
Axiomsofprobability:(i)0P(Xi)1;(ii) P(Xi )=1 ;(iii) P(Xi ) :Neverlessthan
i

zero;and,(iv)Xi shouldbeexhaustivenamely,inclusiveofalleventsi=1,2,N
thatexistintheeventspace
Example
Whenacoinistossedtwice,theeventsthatmayhappenare:HH,HT,TT,THwitheach
pairhavingalikelihoodofoccurrence.
Relevant to this event space of S = {HH, HT, TT, TH}, suppose an exhaustive
experimentofcointossingisperformedandpairsofeventsareobserved.IfAdenotes
theeventofatleastoneHoccurring,then,A {HH,HT,TH}andP(A)=(3/4)=(+
+=.)
Equiprobableepochs
IfanexperimentcanresultinanyoneofNdifferentequallylikelyoutcomes,andif
exactlynoftheseoutcomescorrespondtoeventA,thentheprobabilityofeventA
is:P(A)=n/N.

Problem A-II-1
A mixture of resistors in a box contains items of six -watt, four -watt and three 1-watt
ratings. If a random selection is made blindly from this mixture, find the probability of: (i)
getting a (1/4-watt) rated entity; and (ii) getting either a (1/2-watt) or a (1-watt) rated
entity.
Solution:
Total items: 13
(i)
Selecting -watt item in random: P(-watt resistor) = 6/13
(ii)
Since seven of 13 items are either 1/2-watt or 1-watt resistors),
P(1/2-watt resistor 1-watt resistor) = 7/13

PROBABILITYRULES/TYPES
(a) Additive rule: Applies to union of events
If A and B are any two events, then P(AB) = P(A) + P(B) P(AB)
A

If A and B are mutually exclusive: P(AB) = P(A) + P(B)

(That is, when no intersection of A and B prevails)

AB

B
-----------------------------------------------------------------------------------------------------------Problem A-II-2
For a system, the probability that it passes the DC bias conditions is: 2/3; and, the
probability that it passes environmental testing is 4/9. Suppose the probability that the
system passes both is , what is the probability that the system survives passing at least
one of these tests?
Solution
Event passing DC conditions: dcT
Event environmental testing: enT
P(dcT enT) = P(dcT) + P(enT) P(dcT enT) =(2/3) + (4/9) (1/4) = 31/36
-----------------------------------------------------------------------------------------------------------Problem A-II-3

3
At a traffic-signal, the probabilities 0.09, 0.15, 0.21 and 0.23 denote respectively, the
individual statistics of non-operational (N), amber (A), red (R) and green (G) states of the
signal. Find the probability of observing any one of the states as above.
Solution:
All events are mutually exclusive.
So, P(N ARG) = (0.09 + 0.15 + 0.21 + 0.23) = 0.68
-----------------------------------------------------------------------------------------------------------(b) On complementary events P(A) + P(A) = 1
Problem A-II-4
If power outage occurs at 3, 4, 5, 6, 7 and (8 or more) locations respectively with
probabilities: 0.12, 0.19, 0.28, 0.24, 0.10 and 0.07 respectively, what is the probability that
power outage at least in 5 locations can be expected?
Solution:
Let O5 denotes the event that at least 5 outages happen. Now, P(O5) = 1P(O5) where
O5 is the event that fewer than 5 outages take place. So, P(O5) = 0.12 + 0.19 = 0.31.
Therefore, P(O5) = 1 P(O5) = (1 0.31) = 0.69.
-----------------------------------------------------------------------------------------------------------(c)
Self (a priori) probability, conditional (a posteriori) probability and joint
probability
Self (a priori) probability: This refers to the likelihood of occurrence of an event A
regardless of any other events posing influence of this event. That is, A occurs all by itself
with a self probability P(A) unconditioned.
On the other hand, suppose an event B occurs subject to the condition that A has
occurred. That is, the probability P(B|A) depicts a conditional (a posteriori) probability
namely, the probability that B occurs given that A occurs.
Joint probability: Joint probability of say, 2 events X and Y refers to the chance of the
epochs X and Y occurring together. It can be specified via Bayes rule:
P(X, Y) = P(X)P(Y|X) = P(Y)P(X|
Y)
Problem A-II-5
Suppose a radar receiver input (Y) denotes either signal-plus-noise (target-plus-clutter) or
just noise (N) denoting clutter alone. Determine the posterior probability: P[(X = S+N)|
Receiver input: Y].
Solution:
The probability of the event Y (that is occurrence of an input at the receiver) is:
P(Y) = P(Y|X)P(X) + P(Y|N)P(N)
Therefore,
P[(X = S+N)|Receiver input: Y]= [P(X) P(Y|X)]/ [P(Y|X)P(X) + P(Y|N)P(N)]

4
-----------------------------------------------------------------------------------------------------------
Problem A-II-6
Acoinwithhead(H)ononesideandtail(T)ontheothersideisflippedrepeatedlytoa
statistically largeextentoftimes.Inthisrandomexperiment, whichofthefollowing
refers to the correct set of possible outcomes anticipated and the probabilities of
successiveoccurrencesofHandT:(a){TH,HT:0.5,0.5};(b){TH,HT:0.4,0.6};(c)
{TH,HT,TT:1/3,1/3,1/3};(d){TH,HT,TT,HH:,,,};and(e){TH,HT,TT,
HH:,,,}.Why?
Solution:Answer(e):{TH,HT,TT,HH:,,,}.Instatisticallylargepossible
events,HandTwould pairupsuccessivelyas{TH,HT,TT,HH}withthefour
elementsdenotingallpossiblecombinations exhaustively.Further,theyareequally
likelyevents.

Problem A-II-7
IffoureventsE 1 ,E 2 , E 3 andE 4 aremutuallyexclusiveofarandomexperiment,
whichofthefollowingdenotesproperassignmentsofpossibilityvalues?Why?
(a) P E1 =1.5;P E 2 =0.5;P E3 =P E 4 =0
(b) P E1 =0.5;P E 2 =0.25;P E3 =0.25;P E 4 =0.25
(c) P E1 =0.5;P E 2 =1/3;P E3 =1/6;P E 4 =0
(d) P E1 = 1 ;P E 2 = 1

E
1
5 ;P 3 =P E 4 = 2

(e) P E1 =0.1;P E 2 =+0.1;P E3 =0.5;P E 4 =0.4

Solution:Answer(c):p(E1)=;p(E2)=1/3;p(E3)=1/6;p(E4)=0.
Only(c)satisfiesalltheaxiomsofprobabilities,namely:
(i)
(ii)
(iii)
(iv)

0p(Ei)1, i=1,2,3,4
p(Ei)=1
p(Ei)shouldneverbelessthan0
Theprobabilitycountisexhaustiveacrossthesamplespace

[(a),(b),(d)and(e)failtosatisfyatleastoneoftheaxioms]

Problem A-II-8
Arobotisdesignedtoselectanitemrandomlyfromasetof10unitsserialnumberedas:
00,01,,09.Findtheprobabilityofthefollowingevent:(i)ifeacheventisequally
likelytooccurandtheserialnumberoftheunitselectedislessthan5.Choosethecorrect
answer:(a)5/9;(b)0.25;(c)0.33;(d)0.5;(e)1.0.Justifythechoiceofyouranswer.
Solution:Answer(d):0.5

5
Thereare10numbers(09).Supposeinnselecting(randomly)anitemwithaserial
numberlessthan5isdesignatedasC.ThissamplespaceCis:{0,1,2,3,4}andit
has5elements.Therefore,p(C)=5/10=0.5.
-----------------------------------------------------------------------------------------------------------Problem A-II-9
InQ# Problem A-II-8, findtheprobability ofthefollowingevents,ifeacheventis
equallylikelytooccur.
(i) Serialnumberoftheunitselectedisodd.
(ii)
Serialnumberoftheunitselectedisamultipleof3.
(iii) Serialnumberoftheunitselectediseven.
(iv)
Serialnumberoftheunitselectediseitheroddoramultipleof3.
(v)
Serialnumberoftheunitselectediseitherodd,ormultipleof3,orisless
than5.
Solution:
(i)
Serialnumberoftheunitselectedisodd{A}={1,3,5,7,9}.P(A)=
5/10
(ii)
Serialnumberoftheunitselectedisamultipleof3. {B}={3,6,9}.
P(B)=3/10
(iii)
Serialnumberoftheunitselectediseven.{D}={0,2,4,6,8}.P(D)=
5/10
(iv)
Serialnumberoftheunitselectediseitheroddoramultipleof3.P{A
B}=P{A}+P{B}P{AB}=5/10+3/102/10=6/10.
(v)
Serialnumberoftheunitselectediseitherodd,ormultipleof3,orislessthan
5:P(AUBUC)=P(A)+P(B)+P(C)P(AB)P(BC)P(AC)+P
(ABC)=5/10+3/10+5/102/102/101/101/10=9/10

Problem A-II-10
TwocomponentsinelectroniccircuitC 1 andC 2 aretestedanddeclaredtobeinoneof
thefollowing3possiblestates:
StateF:BothC 1 andC 2 arefunctioning
StateR:Botharenotfunctioningbutrepairable
StateK:Botharedamagedbeyondrepair
Whatisthesetcorrespondingtotheeventnoneofthecomponents(C1orC2)in
stateofK?Choosethecorrectanswer:(a){FF,RR};(b){FR,RF};(c){FF,RR,
FR,RF};(d){FF,RR,FR};(e){FF,RR,RF}.Why?
Solution:Answer(c):{FF,RR,FR,RF}
Fortheevent,noneofthecomponent(C 1orC2)isinthestateK,thesamplespace
canbespecifiedwiththeomissionofK.Thatis:

6
F

FF

FR

RF

RR

C1
C2

Problem A-II-11
Reference to Q # Problem A-II-10, what is the sample space in the experiment,
consideringexhaustivelyallpossiblestatesofC 1 andC 2 ?
Solution:Theentiresamplespace(thatincludesalltheeventsF,RandK)isas
follows:
F

FF

FR

FK

RF

RR

RK

KF

KR

KK

C2
C1

Problem A-II-12
Fortheasymmetricbinarychannelshown,assumingthattheoccurrenceofinputevents
(0,1)areequiprobable.
(i)Findtheprobabilityofoccurrenceofzerosattheoutput. (0

<1;0< 2 <1;

and 1 2 )
Choosethecorrectanswer:(a)(1);(b)(1 2 )/2;(c)(1 1 )/2+( 2 )/2;(d) 1 +
2 ;(e)1( 1 + 1 ).Justifyyouranswer.
1 1

1
Input

1 2

1
output

Solution:
(i)
LetXbetheinputsampleandYbetheoutputsample.
P(Y=0)=P Y= 0 X = 0 . P X=0 +P Y= 0 X=1 . P X = 1
1 1

+ 2
2
2
Probabilityofoccurrenceofzerosattheoutput:(c)(1 1 )/2+( 2 )/2

=[(11)1/2]+(2)1/2=

(ii)Findtheprobabilitythattheinputwas0giventhattheoutputis1.
Solution:
1

P Y = 1 X = 0
2

(ii)P X 0 Y 1
=
1
1
P Y = 1
1 1 1 2
2
2
1
=
1 2 1
(ii)

Findtheprobabilitythattheinputwas1giventheoutputis1.
Solution:Doityourself

Problem A-II-13
Forthecommunicationchannelshown,determineP(A),giventhatP(H 1 )=5/8andP(H
2 )=3/8.Choosecorrectanswer:(a);(b);(c)1/3;9d)5/8and(e).Why?

H1
A

3/5

H2

2/3
B

Solution:P(A)=(e):
P(A)= 5 8 . 3 5 3 8

Input

13 = 1 2
2

Note:P(A)= P H j .P A/H j ]
j=1

output

Problem A-II-14
SupposethecommunicationlinkshowninQ# Problem A-II-13 referstoatelegraphic
linethattransmitsMorsecodeofdashes()anddots(.).Theratiooftransmitteddotsand
dashesis5:3.SupposeH 1 representsthetransmittedsignalbeingdotandH 2 represents
thetransmittedsignalbeingdash.CorrespondingreceivedsignalsareshownasAandB.
Giventhat:H 1 :H 2 =5:3,itisknownthat:P(H 1 )+P(H 2 )=1

P(H 1 )= 5 8 andP(H 2 )= 3 8
Supposethedatatransmittediscorruptedbynoisecausing 2 ofdotsand 1 ofdashes

bechangeduponreception(asshown).Thatis,giventhatP(A/H 2)=1/3andP(B/H1)=
2/5,whatistheprobabilityofthereceivedsignaltype(dashordot)beingthesameas
transmitted:(a)Ifthereceivedsignalisadot?;(b)Ifthereceivedsignalisadash?
(a)P(A/H2)= 1

3
P(B/H 1 )= 2
5

P(B/H 2 )= 2 3
P(A/H 1 )= 3

Giventhat:P(H1)=5/8andP(H2)=3/8.
Therefore,P(B)=P(H 1 ).P(B/H1)+P(H2).P(B/H 2 )=( 5 ).( 2 )+

P H 1 P A / H 1
=
P(H 1 /A)=
P A
theorem)

P H 2 P B / H 2
(b) P(/H 2 /B)=
=
P B

58 . 35
1

3 8 2 3
1

= 3

= 1

38 .( 2 3 )= 12
(Bayes

Problem A-II-15
ThreeitemsX,YandZarepurchasedfrom3differentmanufacturersA,BandC.The
followingtableshowsthenumberofeachitempurchasedfromthethreesuppliers:

XYZTotal
A1361938

9
B1521339
C818430
364526107
(i)
(ii)

DetermineP(X).Choosetherightanswer:0.520;0.398;0.336;0.4;0.561.Why?
DetermineP(B)and(iii)P(BX)

Solution:
(i) P(X)=P(XA)+P(XB)+P(XC)=13/107+15/107+8/107=0.336
(ii) P(B)=P(BX)+P(BY)+P(BZ)=15/107+21/107+3/107=39/107=
0.364
(iii)
P(BX)=P(B)+P(X)P(BX)=39/107+36/10715/107=62/107=
0.561

Problem A-II-16
Inaqualitycontrolsetup,supposeDdenotesdefectiveitems; D denotesnondefective
items;Fdenotesanitemfailingthequalitycontroltest;and F denotesanitempassing
thequalitycontroltest.AssumeP(D)=0.01sothatP( D )=0.99.Therearetwopossible
errors in testing may occur: Type I error means a nondefective item is (wrongly)
declaredasfailed andTypeIIerrormeansadefectiveitem is(wrongly)declaredas
passedthetest.SupposeProbability(TypeIerror)=0.02andProbability(TypeIIerror)
=0.05.DetermineP( F ).Chooserightanswer:(a)0.9990;(b)0.9707;(c)0.5623;(d)
0.67;(e)0.3242.Why?
Solution:AnswerP( F )=0.9707
P(D)=0.01,P( D )=0.99.
P( F )=P( F /D)P(D)+P( F / D) P( D )=(0.05)().01)+(0.98)(0.99)
=0.9707
(Details: See the Problem A-II-17))

Problem A-II-17
WithtoreferenceofQ#Problem A-II-16,(i)representtheproblemasfollows:

D F

DF

10
And label all the probabilities between ( D , D) and ( F , F) as appropriate. Hence
determine(ii)P(D/F);(iii)P( D /F);(vi)P( D / F ) .
Solution:
(i)
D
P(F / D) 0.98
F
P(D) 0.99

P(F / D) 0.05

P(D) 0.01

P(F / D) 0.02

P(F/D) = 0.95
F

(ii)
P(D/F)=P(F/D)P(D)/(P(F)=(0.95)(0.01)/(10.9707)=0.3242
(iii)
P( D /F)=10.3242=0.6758
(iv)
P( D / F ) =P (F / D) P( D) /P( F) =(0.98)(0.99)/(0.9707)=0.9995

Problem A-II-18
AboxofunmarkedICscontain200Inverters,100ANDgates,50FlipFlops,25
Countersand25ShiftRegisters.IfanICisselectedatrandom(i)whatistheprobability
thatitisnotandInverter?Choosecorrectanswer: 1 ; 1 ; 3 ;0.5;1.0.Why?

(ii)WhatistheprobabilitythatrandomlyselectedICisaFlipFlop?(iii)Ifarandomly
selectedICisfoundtobeaShiftregister,whatistheprobabilitythatthesecondIC
selectedisalsoaShiftRegister?
Solution
Inverter:200
ANDGate:400
FF:50
(i)
(ii)
(iii)

Counter:25
SR25

Total400

Prob(notanInverter)=1Prob(Inverter)=1200/400=0.5
Prob(FF))=50/400=1/8
ProbabilitythatthesecondICselectedisalsoaShiftRegister=(251)/
(4001)=0.0602

Problem A-II-19
Inthecommunicationnetworkshown,(i)whatistheprobabilitythat3pathslinkingA
andBfailgiventhattheprobabilityofeachlink(ofatotal5links)workingis0.9.

11
Chooserightanswer: 5.1 10 3 ;0.810;0.00361;0.190;0.5.Why? (ii)Whatisthe
probabilityofsuccessfultransmissionbetweenAandB?

0.9

0.9
0.9

A
0.9
Solution;

0.9

Q
(i)Prob(all3pathsfail)
=[1Prob(pathsAP&PB)][1Prob(PathsAB)][1Prob(PathsAQ&QB]
[1 0.9 0.9 ][1 0.9][1 0.9 0.9 ] 0.00361
(ii)Prob(TransmissionfromAtoB)

=(1Prob(all3pathsfail)=10.00361=0.99369

Problem A-II-20
MeasurementsattheTriangleUniversitiesComputationcenter(TUCC)onacertainday
indicatedthatthesourceofincomingcomputationaljobsis15%fromDuke,35%from
UNCand50%fromNCState.Supposethattheprobabilitiesthatajobinitiatedfrom
these universities requires operator intervention/setup are 0.01, 0.05 and 0.02
respectively.FindtheprobabilitythatarandomlychosenjobcomesfromtheUNC,given
thatitisanoperatorintervention/setupjob.
Solution
DefinetheeventspaceBi=Jobisfromtheuniversity,i(i=1:Duke;i=2:UNCandi=
3:NCS)
DefineA=jobrequiresoperatorintervention/setup
Totalprobability:P(A)
=
P(A|B1)P(B1)+P(A|B2)P(B2)+P(A|B3)P(B3)
=
0.010.15+0.050.35+0.020.50=0.029
TofindP(B2|A),useBayesrule.
P(B2|A)=P(A|B2)P(B2)/P(A)=0.050.35/0.029=0.603

12