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Problem 4.2.

4 Solution
In this problem, the CDF of W is

(w + 5)/8

FW (w) = 1/4

1/4 + 3(w 3)/8

w < 5,
5 w < 3,
3 w < 3,
3 w < 5,
w 5.

(1)

Each question can be answered directly from this CDF.


(a)
P [W 4] = FW (4) = 1/4 + 3/8 = 5/8.

(2)

P [2 < W 2] = FW (2) FW (2) = 1/4 1/4 = 0.

(3)

P [W > 0] = 1 P [W 0] = 1 FW (0) = 3/4.

(4)

(b)

(c)

(d) By inspection of FW(w), we observe that P[W a] = FW(a) = 1/2 for


a in the range 3 a 5. In this range,
FW (a) = 1/4 + 3(a 3)/8 = 1/2.
This implies a = 11/3.

Problem 4.2.3 Solution

152

(5)

Problem 4.3.1 Solution


(
cx 0 x 2,
fX (x) =
0 otherwise.

(1)

(a) From the above PDF we can determine the value of c by integrating
the PDF and setting it equal to 1, yielding
Z 2
cx dx = 2c = 1.
(2)
0

Therefore c = 1/2.
R1
(b) P[0 X 1] = 0 x2 dx = 1/4.
R 1/2
(c) P[1/2 X 1/2] = 0 x2 dx = 1/16.
(d) The CDF of X is found by integrating the PDF from 0 to x.

x < 0,
Z x
0
0
0
fX (x ) dx = x2 /4 0 x 2,
FX (x) =

1
x > 2.

(3)

Problem 4.3.2 Solution


From the CDF, we can find the PDF by direct differentiation. The CDF and
corresponding PDF are

x < 1,
0
FX (x) = (x + 1)/2 1 x 1,
(1)

1
x > 1,
(
1/2 1 x 1,
fX (x) =
(2)
0
otherwise.

154

The expected value is then


Z
E [X] =
0

x
dx = 1.
2

(3)

(b)
2

x2
dx = 8/3,
0 2
 
Var[X] = E X 2 E [X]2 = 8/3 1 = 5/3.
 
E X2 =

(4)
(5)

Problem 4.4.4 Solution


We can find the expected value of X by direct integration of the given PDF.
(
y/2 0 y 2,
fY (y) =
(1)
0
otherwise.
The expectation is
Z
E [Y ] =
0

y2
dy = 4/3.
2

To find the variance, we first find the second moment


Z 2 3
 2
y
E Y =
dy = 2.
0 2

(2)

(3)

The variance is then Var[Y ] = E[Y 2 ] E[Y ]2 = 2 (4/3)2 = 2/9.

Problem 4.4.5 Solution


The CDF of Y is

y < 1,
0
FY (y) = (y + 1)/2 1 y < 1,

1
y 1.
160

(1)

(a) We can find the expected value of Y by first differentiating the above
CDF to find the PDF
(
1/2 1 y 1,
fY (y) =
(2)
0
otherwise.
It follows that
Z

y/2 dy = 0.

E [Y ] =

(3)

(b)
1

y2
dy = 1/3,
1 2
 
Var[Y ] = E Y 2 E [Y ]2 = 1/3 0 = 1/3.
 
E Y2 =

(4)
(5)

Problem 4.4.6 Solution


To evaluate the moments of V , we need the PDF fV (v), which we find by
taking the derivative of the CDF FV (v). The CDF and corresponding PDF
of V are

v < 5,
0
2
FV (v) = (v + 5) /144 5 v < 7,
(1)

1
v 7,

v < 5,
0
fV (v) = (v + 5)/72 5 v < 7,
(2)

0
v 7.

161

Problem 4.5.1 Solution


Since Y is a continuous uniform (a = 1, b = 5) random variable, we know
that
(
1/4 1 y 5,
fY (y) =
(1)
0
otherwise,
and that
(b a)2
4
a+b
= 3,
Var[Y ] =
= .
E [Y ] =
2
12
3
With these facts, the remaining calculations are straightforward:
R5
(a) P[Y > E[Y ]] = P[Y > 3] = 3 14 dy = 12 .
R 4/3
1
.
(b) P[Y Var[Y ]] = P[X 4/3] = 1 41 dy = 12

(2)

Problem 4.5.2 Solution


Note that Y has PDF
(
1/20 10 y < 10,
fY (y) =
0
otherwise.

(1)

Hence,
P [|Y | < 3] = P [3 < Y < 3] =

fY (y) dy =
3

1
3
dy = .
20
10

(2)

Problem 4.5.3 Solution


The reflected power Y has an exponential ( = 1/P0 ) PDF. From Theorem 4.8, E[Y ] = P0 . The probability that an aircraft is correctly identified
is
Z
1 y/P0
dy = e1 .
(1)
P [Y > P0 ] =
e
P
0
P0
Fortunately, real radar systems offer better performance.
165

Problem 4.5.13 Solution


Given that
(
(1/2)ex/2
fX (x) =
0

x 0,
otherwise,

(1)

(a)
P [1 X 2] =

Z
1

(1/2)ex/2 dx = e1/2 e1 = 0.2387.

(b) The CDF of X may be be expressed as


(
(
0
x < 0,
0
FX (x) = R x
=
x/2
(1/2)e
d x 0,
1 ex/2
0

x < 0,
x 0.

(2)

(3)

(c) X is an exponential random variable with parameter a = 1/2. By


Theorem 4.8, the expected value of X is E[X] = 1/a = 2.
(d) By Theorem 4.8, the variance of X is Var[X] = 1/a2 = 4.

Problem 4.5.14 Solution


Given the uniform PDF
(
1/(b a) a u b,
fU (u) =
0
otherwise.
The mean of U can be found by integrating
Z b
b 2 a2
b+a
E [U ] =
u/(b a) du =
=
.
2(b a)
2
a

172

(1)

(2)

Problem 4.6.1 Solution


Given that the peak temperature, T , is a Gaussian random variable with mean
85 and standard deviation 10 we can use the fact that FT(t) = ((t T )/T )
and Table 4.2 on page 143 to evaluate:
P [T > 100] = 1 P [T 100]
= 1 FT (100)


100 85
=1
10
= 1 (1.5) = 1 0.933 = 0.066,


60 85
P [T < 60] =
10
= (2.5) = 1 (2.5) = 1 .993 = 0.007,
P [70 T 100] = FT (100) FT (70)
= (1.5) (1.5) = 2(1.5) 1 = .866.

(1)

(2)
(3)

Problem 4.6.2 Solution


The standard normal Gaussian random variable Z has mean = 0 and
variance 2 = 1. Making these substitutions in Definition 4.8 yields
1
2
fZ (z) = ez /2 .
2

(1)

Problem 4.6.3 Solution


(a)
V 0
40
P [V > 4] = 1 P [V 4] = 1 P

= 1 (4/)
= 1 (2) = 0.023.


179

(1)

(b)

W 2
22
1
P [W 2] = P

= (0) = .
5
5
2


(2)

(c)
P [X + 1] = P [X 1]


1
X

=P

= (1/) = (0.5) = 0.692.

(3)

(d)
P [Y > 65] = 1 P [Y 65]


Y 50
65 50
=1P

10
10
= 1 (1.5) = 1 0.933 = 0.067.

(4)

Problem 4.6.4 Solution


In each case, we are told just enough to determine .
(a) Since 0.933 = (1.5),



X
10
10
(1.5) = P [X 10] = P

=
.

It follows that

10
= 1.5,

or = 10 1.5 = 5.

180

(1)

Problem 4.6.8 Solution


Repeating Definition 4.11,
Z
1
2
eu /2 du.
Q(z) =
2 z

Making the substitution x = u/ 2, we have




Z
1
z
1
x2
Q(z) =
e
dx = erfc .
2
z/2
2

(1)

(2)

Problem 4.6.9 Solution


Moving to Antarctica, we find that the temperature, T is still Gaussian but
with variance 225. We also know that with probability 1/2, T exceeds 75
degrees. First we would like to find the mean temperature, and we do so by
looking at the second fact.


75 T
P [T > 75] = 1 P [T 75] = 1
= 1/2
(1)
15
By looking at the table we find that if (x) = 1/2, then x = 0. Therefore,


75 T

= 1/2
(2)
15
implies that (75 T )/15 = 0 or T = 75. Now we have a Gaussian T
with expected value 75 and standard deviation 15. So we are prepared to
answer the following problems:


0 (75)
P [T > 0] = Q
= Q(5) = 2.87 107 , (3)
15


100 (75)
P [T < 100] = FT (100) =
15
= (5/3) = 1 (5/3) = 0.0478.
(4)
183