Part 1

Quiz 1.11
Solution:
For this problem MATLAB function mnrnd(n,p) can be used. r =
mnrnd(n,p) returns random values r from the multinomial distribution with
parameters n and p. n is a positive integer specifying the number of trials
(sample size) for each multinomial outcome. p is a 1-by-k vector of
multinomial probabilities, where k is the number of multinomial bins or
categories. p must sum to one
Code
>> n=100;
>> p=[0.4, 0.5, 0.1];
>> X=mnrnd(n,p)
X=
38

51

11

Problem 1
Solution:
Function Code:
function [ N ] = countequal( G,T )
%countequal function to duplicate the funcionality of hist function
%
Using ndgrid function we first convert input arguments in to grid.
%
When G has n elements, and T has m elements, ndgrid(G,T) creates
%
a grid (an n m array) of all possible pairs [G(i) T(j)]. This
%
grid is represented by two separate n m matrices: MX and MY
%
which indicate the x and y values at each grid point.
%
Mathematically,
%
MX(i,j) = G(i), MY(i,j)=H(j)
%
then defined c=(MX==MY), which gives n x m array, whose values are
%
1 or 0 depending whether elements of MX and MY are equal or not. %
Summing this c across coloums gives the derised result N
[MX,MY]=ndgrid(G,T);
c=(MX==MY);
N=sum(c,1);
N=N';

Code Test with Example 1.47 Values:

>> G=ceil(4*rand(1,100));
>> T=1:4;
>> N=countequal(G,T)

N=
21
29
33
17
Problem 2
Solution:
In C 1 indicate biased coin is chosen and 0 indicates unbiased coin is chosen
First we take equal probability event in which coin no 1 or 2 is selected
Then based selection coin occurrence of head is represented by 1 in output H
>>
>>
>>
>>
>>

n=50;
C=ceil(2*rand(n,1));
p=1-(C/4);
H=(rand(n,1)<p);
C=C'

C=
Columns 1 through 22
2
2
1
1
1
1
1
1
1
Columns 23 through 44
1
2
1
1
1
2
1
1
1
Columns 45 through 50
1
1
2
1
1
1

>> H=H'
H=
Columns 1 through 22
1
1
0
1
1
1
1
1
1
Columns 23 through 44
1
0
1
1
1
0
1
0
0
Columns 45 through 50
1
1
1
1
0
0

Part 2
Quiz 2.10
Solution:
First generated a column vector from 1 to n. then generated a zero matrix M of
order n x 5. For every column of matrix generated random n random samples.
Evaluating cumulative sum of random samples and dividing it element wise with k
and plotting the result gives desired result
For n=100
K=(1:100)';
M=zeros(100,5);
for i=1:5,
X=(ceil(10*rand(1,100)))';
M(:,i)=cumsum(X)./K;
end;
plot(K,M);
7

10

20

For n=1000
K=(1:1000)';
M=zeros(1000,5);
for i=1:5,
X=(ceil(10*rand(1,1000)))';
M(:,i)=cumsum(X)./K;

30

40

50

60

70

80

90

100

end;
plot(K,M);
10

100

200

300

400

500

600

700

800

900

1000

Problem 1
Solution:

Following the algorithm random sample, a value of R = rand (1)

sample is generated and then find k * such that

FK( k * - 1) <R <FK (k *)

Problem 2.4.4, we know for integer k 1 Geometric (p) random variable K
has CDF
FK (k) = 1 - (1 - p) k. Therefore,

1 - (1 - p) k * -1 <R 1 - (1 - p) k *
Subtracting 1 from each side and then multiplying by -1 through (which
reverses the inequality), we obtain
(1 - p) k * -1> 1 - R (1 - p) k *
Next we take the logarithm of each side. Since logarithms are monotonic
functions, we

(k * - 1) ln (1 - p)> ln (1 - R) k * ln (1 - p)
Since 0 <p <1, we have ln (1 - p) <0. So dividing by ln (1 - p) reverses
inequalities, producing

Since k * is an integer, must be the smallest integer greater than or equal to

ln
(1
R)
/
ln
(1
p).
That is, after the last stage of the algorithm random sample,

Using this derivation to in matlab:

function x=geometricrv(p,m)
r=rand(m,1);
z=log(1-r);
v=log(1-p);
x=ceil(z/v);
end

Results:
geometricrv(.5,5)

ans =
3
1
1
1
1
Problem 2
Solution:
Using matlab to find n* we use following code

>> i=0;
>> n=0;
>> while i==0
if poissonpmf(n,n) == Inf
i=1;
else
n=n+1;
end
end
>> n
n=
714
From this we find n*=714 for which answers becomes infinity, now using hint the new function code is
given below
function pmf=poissonpmf(alpha,x)
x=x(:);
if (alpha==0)
pmf=1.0*(x==0);
else
k=(1:ceil(max(x)))';
logfacts =cumsum(log(k));
pb=exp([-alpha; -alpha+ (k*log(alpha))-logfacts]);
okx=(x>=0).*(x==floor(x));
x=okx.*x;
pmf=okx.*pb(x+1);
end
%pmf(i)=0 for zero-prob x(i)

Problem 3
Solution:
First we generate m samples of the length X. Next we convert that to m samples of the fax cost Y .
Summing these samples and dividing by m, we obtain the average cost of m samples.
The matlab code is given below:
function y=avgfax(m)
sx=1:8;
p=[0.15*ones(1,4) 0.1*ones(1,4)];
r=rand(m,1);
cdf=cumsum(p);
x=sx(1+count(cdf,r));
yy=cumsum([10 9 8 7 6]);
yy=[yy 50 50 50];
y=sum(yy(x))/m;
end

Part 3
Quiz 3.9
Solution:

A way to produce random variables with PDF f T |T >2 (t ) is to generate samples of T with
PDF f T (t ) and then to discard those samples which fail to satisfy the condition T > 2. In
below code x is evaluated as exponential random variable
function t=t2rv(m)
i=0;lambda=1/3;
t=zeros(m,1);
while (i<m),
x=-(1/lambda)*log(1-rand(m,1));
if (x>2)
t(i+1)=x;
i=i+1;
end
end

end