MA202 - Probability and Random Processes

Lecture - 13

Dr. Dhaval Patel

Information and Communication Technology (ICT),
SEAS-Ahmedabad University,
Ahmedabad, Gujarat, India

January 23, 2017

Dr. Dhaval Patel, SEAS-AU MA202 - Probability and Random Processes 1/10 January 23, 2017 1 / 10
Poisson Random Variable
- Example 1

The atoms of radioactive element are randomly

disintegrating. If every gram of this element, on average ,
emits 3.9 alpha PPS, What is the probability that during
the next second the number of alpha particle emitted
from 1 gram is,
1 at most 6
2 at least 2
3 at least 3 and at most 6

Dr. Dhaval Patel, SEAS-AU MA202 - Probability and Random Processes 2/10 January 23, 2017 2 / 10
Poisson Random Variable
- Example 2

Suppose the number of accidents occurring weekly on a

particular stretch of a highway follow a Poisson
distribution with mean 3. Calculate the probability that
there is at least one accident this week.

Dr. Dhaval Patel, SEAS-AU MA202 - Probability and Random Processes 3/10 January 23, 2017 3 / 10
Geometric Random Variable
- Example 3

If the probability that an applicant for a drivers license

will pass road test on any given trial is 0.8. What is the
probability that he will finally pass the test,
1 on the fourth trial
2 fewer than 4 trials

Dr. Dhaval Patel, SEAS-AU MA202 - Probability and Random Processes 4/10 January 23, 2017 4 / 10
Exponential Random Variable
- Example 4

The time (hours) required to repair a watch is

exponentially distributed with =0.5.
1 What is the probability that the repair time exceeds 2
hours?
2 What is the probability that the repair time exceeds 5
hours?

Dr. Dhaval Patel, SEAS-AU MA202 - Probability and Random Processes 5/10 January 23, 2017 5 / 10
Gamma Erlang Chi-square Random Variable

Applications: Queuing theory and has several other random variables as

special cases.
Dr. Dhaval Patel, SEAS-AU MA202 - Probability and Random Processes 6/10 January 23, 2017 6 / 10
Gamma Random Variable
K= c and b = Theta

Resulting random variables:

(1) c or k is an integer, the resulting RV is as an Erlang RV (2) For
b = 2, c = 0.5, the resulting RV is as an Chi-square RV. (3) For c = 1,
the resulting RV is as an Chi-square RV.
Dr. Dhaval Patel, SEAS-AU MA202 - Probability and Random Processes 7/10 January 23, 2017 7 / 10
Gamma Random Variable
- Example # 5 Home Work Problem

Prove the following properties of the Gamma RV:

1 (n)=(n-1)! for n=1,2,3
2 (x + 1)=x(x)

3 ( 21 )= 0.5
Post your answer on Piazza !

Dr. Dhaval Patel, SEAS-AU MA202 - Probability and Random Processes 8/10 January 23, 2017 8 / 10
Gamma / Erlang Random Variable
- Example 6

In a certain city, the daily consumption of electric power

in millions of kilowatt-hours can be treated as a random
variable having Gamma or Erlang distribution with
parameter = 0.5 and k = 3. If the power plant of this
city has a daily capacity of 12 millions killowatts-hours,
what is the probability that this power supply will be
inadequate on any day?

Dr. Dhaval Patel, SEAS-AU MA202 - Probability and Random Processes 9/10 January 23, 2017 9 / 10
 Thank you

Dr. Dhaval Patel, SEAS-AU MA202 - Probability and Random Processes 10/10 January 23, 2017 10 / 10