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ECE-517 - Reinforcement Learning in AI
12
Mean of a Binomial r.v.
Note that:
ECE-517 - Reinforcement Learning in AI
13
Examples (from ECE-453)
Consider the following network. Packets transmitted from Router A
to Router B have a packet error rate (PER) of p
AB
, while packets
transmitted from Router B to Router C have a PER of p
BC
. The packet
error rates are assumed to be independent.
p
AB
A B C
p
BC
If all traffic from Router A to Router C traverses Router B, what is the probability
that all N packets transmitted from Router A to Router C are received correctly?
Given that N packets were transmitted from Router A to Router B, write an
expression for the probability that at least m of those N packets are received
correctly.
Assuming Router A has transmitted N packets to Router C (via Router B), what is
the probability that exactly m packets (where m<N) are received correctly at Router
C?
ECE-517 - Reinforcement Learning in AI
14
CDF and PDF
The Cumulative Distribution Function (cdf) of a r.v. X,
F
X
(x), is defined as the probability of the event {X s x}
Axioms related are:
The probability density function (pdf) of a r.v. X, f
X
(x), is
defined as the derivative of the CDF
< < s = x x X P x F
X
], [ ) (
) ( ) ( b a
0 ) ( lim , 1 ) ( lim , 1 ) ( 0
x x
b F a F then if
x F x F x F
X X
X X X
> >
= = s s
k} {X (k) P
dx
x dF
x f
X
X
X
= = = Pr
) (
) (
ECE-517 - Reinforcement Learning in AI
15
Exponential Distribution
Continuous random variable
Continuous-time analogy to the geometric
distribution (memoryless properties hold)
Models lifetime, inter-arrival times,
ECE-517 - Reinforcement Learning in AI
16
Minimum of Independent Exponential rvs
Assume X
1
, X
2
, , X
n
, are Independent Exponentials
ECE-517 - Reinforcement Learning in AI
17
Memoryless Property
True for Geometric and Exponential Dist.:
The coin does not remember that it came up tails l times
Root cause of Markov property (discussed later)
ECE-517 - Reinforcement Learning in AI
18
Useful Results
The following are some results that are useful for
manipulating many of the equations that may arise when
dealing with discrete-time probabilistic models
when |x|<1,
Differentiating both sides of the previous equation yields
another useful expression:
=
+
=
n
k
n
k
x
x
x
0
1
1
1
=
=
0
1
1
k
k
x
x
=
=
0
2
) 1 (
k
k
x
x
kx