Chapter 2

Distributions


2.1 Let A = { seven appears} = {(1 ,6) , (2 , 5) , (3 , 4) , (4 , 3) , (5 , 2) , (6 , 1)}.
Then, ( ) .
6
5
6
1
1 and
6
1
36
6
) ( = = = = A P A P

(a) This is Bernoulli trials with k = 2 successes and n = 6 trials. Hence,

2009 0
6
5
6
1
! 2 ! 4
! 6
6
5
6
1
2
6
trials) 6 in successes 2 (
4 2 4 2
. n k P = |
.
|

\
|
|
.
|

\
|
= |
.
|

\
|
|
.
|

\
|
|
|
.
|

\
|
= = =

(b) 3349 . 0
6
5
6
5
6
1
0
6
trials) 6 in successes (no
6 6 0
= |
.
|

\
|
= |
.
|

\
|
|
.
|

\
|
|
|
.
|

\
|
= = n P

2.2 The number of ways of obtaining 4 white balls out of 10 is
|
|
.
|

\
|
4
10
. The other
number of different ways of obtaining 3 other balls (not white) is
|
|
.
|

\
|
3
9
. Hence, the
probability of obtaining the fourth white ball in the seventh trial is
3501 . 0
7
19
3
9
4
10
=
|
|
.
|

\
|
|
|
.
|

\
|
|
|
.
|

\
|

or, using the formula of the hypergeometric distribution without replacement, we
have 19 = N balls, 10 = r and 4 = k in 7 = n trials. Hence,


22
Distributions
23
. 3501 . 0
7
19
3
9
4
10
) 4 ( =
|
|
.
|

\
|
|
|
.
|

\
|
|
|
.
|

\
|
= = X P
2.3 The probability of success is 9 . 0 = p while the probability of failure is
1 . 0 1 = = p q .

(a) ) 9 ( ) 8 ( ) 7 ( ) 6 ( zone) in land 6 least (at = + = + = + = = X P X P X P X P P
) 10 ( = + X P

( ) ( ) ( ) ( ) ( ) ( )
( ) ( ) ( ) . . . . .
. . . . . .
998 0 9 0
10
10
1 0 9 0
9
10
1 0 9 0
8
10
1 0 9 0
7
10
1 0 9 0
6
10
10 9
2 8 3 7 4 6
=
|
|
.
|

\
|
+
|
|
.
|

\
|
+
|
|
.
|

\
|
+
|
|
.
|

\
|
+
|
|
.
|

\
|
=

(b) ( ) ( ) ( ) . 1 . 0 1 . 0 9 . 0
0
10
zone) in lands none ( P
10 10 0
=
|
|
.
|

\
|
=
(c) Probability that at least 70
0
/
0
land in zone is
= = = = = = + = ) 10 ( ) 9 ( ) 8 ( ) 7 ( X P X P X P X P
( ) ( ) ( ) ( ) ( ) ( ) ( ) 0.987. 9 . 0
10
10
1 . 0 9 . 0
9
10
1 . 0 9 . 0
8
10
1 . 0 9 . 0
7
10
10 9 2 8 3 7
=
|
|
.
|

\
|
+
|
|
.
|

\
|
+
|
|
.
|

\
|
+
|
|
.
|

\
|

Hence, the program is successful.
2.4 Substitution for 0 = k in the Poisson density function, we have

= = = e X P 2 . 0 ) 0 ( . Hence, = 1.609.

. .
e
.
e .
X P X P X P X P X P
.
219 0
]
! 2
) 609 1 (
609 1 2 . 0 [ 1
)] 2 ( ) 1 ( ) 0 ( [ 1 ) 2 ( 1 ) 2 (
609 1
2
609 . 1
=
+ + =
= + = + = = = >





2.5 Let X represent the Poisson distribution of the incoming calls with
hour 12 = .

Signal Detection and Estimation
24
(a) The probability of more than 15 calls per a given hour is
( )

= = = >
15
0
12
1556 . 0
!
12
1 ) 15 ( 1 ) 15 (
k
k
k
e X P X P
(b) No calls in 15 minute ( 4 / 1 hour) break ) 0 ( = X P in 15 minutes.
Hence,
0498 . 0 ) 0 (
3
= = =

e X P
2.6 X is Poisson distributed and ) 1 ( ) 3 / 2 ( ) 2 ( = = = X P X P . That is,
! 1 3
2
! 2
2

e e . Solving for we obtain
3
4
0
3
4
= = |
.
|

\
|
since 0 = is
not a solution. Therefore,
2636 . 0 ) 0 (
3 / 4
= = =

e X P and
( )
1041 . 0
! 3
3 / 4
) 3 (
3
3 / 4
= = =

e X P
2.7 The lack of memory property is

( )
( )
( )
( )
( )
( )
2
1
2 1
1
1 2 1
1 2 1
2
1
2 1
) | (
x X P e
e
e
x X P
x x X P
x X P
x X x x X P
x X x x X P
x
x
x x
= = =
>
+
=
>
> +
= > +

+

I

2.8 (a) In this case the parameter
12
1 1
=

= and the density function is

=



otherwise , 0
0 ,
12
1
) (
12

x e
x f
x
X

Hence, 2325 0
12
1
1 ) 15 ( 1 ) 15 (
15
0
12
. e X P X P
k
k

= = = >
(b) 0833 . 0
12
1
) 0 ( = = = X P .
Distributions
25
2.9 X is the standard normal X ~ N (0. 1)

(a) )] 1 P( 2[1 ) 1 ( 2 ) 1 ( ) 1 ( ) 1 ( = > = > + < = > X X P X P X P X P
3174 . 0 ) 8413 . 0 2(1 )] 1 ( 2[1 = = = I



(b) 1587 0 ) 1 ( 1 ) 1 ( 1 ) 1 ( . I X P X P = = = >

2.10 X ~ N (0,1). Then, 0013 0 3 3 1 3 1 3 . ) Q( ) I( ) P(X ) P(X = = = = >

2.11 20
0
/
0
of 200 = 40 times. A success is when
X = 7 {(1,6), (2,5), (3,4), (4,3), (5,2), (6,1)}.
Hence, we have success with .
6
5
1 and
6
1
36
6
= = = = p q p

(a) ) 40 ( time) the of 20 least at (success
0
0
= X P P

|
.
|

\
|
|
.
|

\
|
|
|
.
|

\
|
=
200
40
200
6
5
6
1 200
k
k k
k
= 0.1223.
(b) Using the central limit theorem to obtain the approximation to the normal
distribution, we have
. . ) . I(
npq
X-np
-P X P X P 1423 0 07 1 1
36
1000
6
200
39
1 ) 39 ( 1 ) 40 ( = =
|
|
|
|
|
.
|

\
|

=

+1 -1
x
fX(x)
Signal Detection and Estimation
26
2.12
100 2 1
X X X X S
k
+ + + + + = L L , X
k
is Poisson distributed with =3.2
(a)

= =
= = = =
4
1
2 3
100
5
2 . 3
2602 0
!
) 2 3 (
1 ) 4 ( 1
!
) 2 . 3 (
) 5 (
k
k
.
k
k
. .
k
.
e S P
k
e S P
(b) Using the central limit theorem, S becomes normal with mean 3.2 and
variance 3.2. That is S ~ N(0.032 100, 0.032 100) . Hence,
3264 . 0 ) 45 . 0 ( 45 0 1
2 3
2 3 4
2 3
2 3
1 ) 4 ( 1 ) 5 ( = =
|
|
.
|

\
|

= Q ) . I(
.
.
.
. S-
P S P S P
2.13 X ~ N(1, 2)
(a) From the tables,
|
|
.
|

\
|

= >
2
1 2
2
1
1 2 1 2
X
P ) P(X ) P(X
2399 0 707 0 1 . ) . I( = =
(b)
|
|
.
|

\
|

=
2
2 2 2
2
2
2
2 6 1
) 2 2 6 1 (
. X .
P . X . P
. . ) . I( ) . I( .
X
P .
X
P 166 0 28 0 14 0 28 0
2
2
14 0
2
2
= =
|
|
.
|

\
|

|
|
.
|

\
|

=

2.14

=
otherwise , 0
6 1 ,
5
1
) (

x
x f
X










Using the fundamental theorem, we have
2
2
and
1 1
x
dy
dx
dx
x
dy
x
y = = = . Hence,
+ + + + + + x
1 2 3 4 5 6
fX(x)

5
1

Distributions
27
. 1
6
1
for
5
1
5
1
) (
) (
) (
2
2
= = = = y
y
x
dy
dx
x f
dx
dy
x f
y f
X
X
Y












2.15 (a) We found in Example 1.19 for
2
X Y = that

>
=
0 , 0
0 , ) ( ) (
) (
y
y y F y F
y F
X X
Y


and
| |

>
=
0 , 0
0 , ) ( ) (
2
1
) (
y
y y f y f
y y f
X X
Y


For X uniformly distributed between 0 and 1, we obtain

< <

=
1 , 1
1 0 ,
0 , 0
) (
y
y y
y
y F
Y

and

<
=
otherwise , 0
1 0 ,
2
1
) (

y
y y f
Y



1
FY(y)
y
0 1
y
1
fY(y)
1/2

+ + + + + + y

6
1

6
2

6
3

6
4

6
5
1
5
1

fY(y)
5
36

Signal Detection and Estimation
28
(b) For e Z
X
, =
) ( ) ( z Z P z F
Z
=

> = =

=
0 , ) (ln ) ln ( ) (
0 , 0
z z F z X P z e P
z
X
X

Hence,

>
=
0 , 0
0 , ln
z
z z) ( F
(z) F
X
Z
. The density function is

>
= =
0 , 0
0 , ) (ln
1
) (
) (
z
z z f
z
dz
z dF
z f
X Z
Z


Substituting for z, we obtain

<
<
=
e z
e z z
z
z F
Z
, 1
1 , ln
1 , 0
) ( and

=
otherwise , 0
1 ,
1
) (

e z
z z f
Z


2.16 X and Y are standard normal, that is
2
2
2
1
) (
x
X
e x f

= and
2
2
2
1
) (
y
Y
e y f

= .
(a)

<
>
= =
0 ,
0
Y
Y
X
Y ,
Y
X
Y
X
Z


The distribution function of Z is
|
|
.
|

\
|
< +
|
|
.
|

\
|
> = = 0 0 ) ( ) ( Y z
Y
X
P Y z
Y
X
P z Z P z F
Z

) y yz X P( ) y yz X P( 0 0 < + > = with the regions shown
below.
Distributions
29

( ) ( )




+

=
=
+ =
0
2 2
0
2 2
0
0
0
0
2 2 2 2
2
1
2
1
) , (
) , ( ) , ( ) (
dy e ye

dy e ye

yz,y)dy ( yf dy y yz yf
dxdy y x f dxdy y x f z F
y yz y yz
-
XY XY
yz
XY
y
XY Z


Using Leibnizs rule, we obtain
z.
z
z f
Z
all for
) 1 (
1
) (
2
+
=
(b) For
Y
X
W = , we have .
Y
X
Y
X
Z
Y
X
Z = = = Thus,

<
>
= = =
0
0
Z , Z
, Z Z
Z
Y
X
W .











Using the fundamental theorem of transformation of random variables, we have

x < -yz
y < 0
y
x
x=-yz
y
x
x=yz
x<yz
y>0
w
w
z
z
1
z
2
Signal Detection and Estimation
30

) ( '
) (
) ( '
) (
) (
2
2
1
1
z g
z f
z g
z f
w f
Z Z
W
+ = where w z =
1
and w z =
2
.
Also, 1 ) (
0 1
0 1
) ( ' =

<
> +
= z g'
z ,
z ,
z g .

Substituting, we obtain

( ) ] 1 [
1
] 1 [
1
) ( ) ( ) (
2 2
2 1
+
+
+
= + =
w w
z f z f w f
Z Z W

Therefore, . w
w
w f
W
<
+
= 0 for
) 1 (
2
) (
2


2.17 The joint density function of ) , (
2 1
X X is
( )
2
2
2 1
2 1
2
2
2 1
2
1
) , (

+

=
x x
X X
e x x f with
2
1
2
2
2
2
1 1
and
X
X
Y X X Y = + = .
Solving
2 2 1
2
1
2
2
2
1
and y x x y x x = = + , we obtain
( )
2
2
2 1
1
2
2
1
2
2
1
2
2
2
2
2
1
2
2
2
2
2
2
1
and
1
1
y
y y
x
y
y
x y y x y x y x
+
=
+
= = + = +
By definition, 0
1
y since
2 2 1
y x x = and hence, we have 2 solutions:
2
2
1
2
2
2
1 2
1
2
2
1
2
2
2
1 2
1
1 1
1 1
y
y
x
y
y y
x
y
y
x
y
y y
x
+
=
+
=
+
=
+
=



The Jacobian of the transformation is
Distributions
31
( ) ( )
1
2
2
1 1
2
2
2 / 1
2
2
2
1
2 / 1
2
2
2
1
2
2
2
1
2
2
1
2
2
2
2
1
2
2
2
2
1
1
2 1
1 1 1
1 1
1
) , (
y
y
y y
y
x x x x
x
x

x
x

x

x x
x

x x
x
x x J
+
= =
+

+
=

+ +
=

Therefore,
(
(
(

|
|
|
.
|

\
|
+

+
|
|
|
.
|

\
|
+ +
+
=
2
2
1
2
2
2 1
2
2
1
2
2
2 1
2
2
1
2 1
1
,
1 1
,
1
1
) , (
2 1
y
y
y
y y
f
y
y
y
y y
f
y
y
y y f
XY XY Y Y

Note that ) , ( ) , (
2 1 2 1
2 1 2 1
x x f x x f
X X X X
= . Hence,
) ( ) ( ) (
2
1
1
2
) , (
2 1 1
2
2 2
2
1
2 1
2 1
2 2
1
2 1
y f y f y u e
y
y
y y f
Y Y
y
Y Y
=
+
=


where, ) ( ) (
1
2
1 1
2 2
1
1
y u e ky y f
y
Y

= . We determine the constant k to be

= =
0
2
1
2
1
1
1
2 2
1
k dy e y k
y
. Thus, the density function of Y
1
and Y
2
are
respectively
) (
2
1
) (
1
2
2
1
1
2 2
1
1
y u e
y
y f
y
Y

=
and
2
2
2
1
1 1
) (
2
y
y f
Y
+

=


Signal Detection and Estimation
32
2.18 X is a standard normal
2
2
2
1
) (
x
X
e x f

= .
Y is a chi-square distributed random variable with n degrees of freedom
( )
0 for
2 / 2
1
) (
2
1
2
2 /
> =

y e y
n
y f
y n
n
Y

Let
n Y
X
T
/
= , then the cumulative distribution of T is
( )
( )

= = =
0
/
2
) (
1
2
2 /
2
2 2 / 2
1
/ ) ( ) (
n y t x y n
n
T
dxdy e y
n
n y t X P t T P t F
since the region of integration is the xy-plane with n y t x / . Note that the joint
density function of X and Y is just the product of the individual density functions
since we assume X and Y independent. Making the change of variables
n y u x / = , then du n y dx / = and ) / (
2 2
n y u x = . Substituting in the
integral, we obtain
( )
( )


=

=
|
|
.
|

\
|
+

(
(
(

=
t
u y
n
u y
n
n
t
n
y u y n
n
T
du dy e y
n
dudy e
n
y
e y
n
t F
0
1
2
2
1
2 /
0
2
1
2
2 /
2
2
2 2 / 2
1
2 2 / 2
1
) (


Let dz
n
u
dy z
n
u
y z
n
u y
2 2
2
1
2
and
1
2
1
2
+
=
+
= =
|
|
.
|

\
|
+ . The integral
becomes
Distributions
33
( )

=

=
+

+
(
(
(
(
(
(
(

|
|
.
|

\
|
+

=
t
u z
n
z
n
n
n
T
du dz
n
u
e z
n
t F
0
2
1
2
2
1
2 /
2
1
1
2 2 / 2
2
) (

( )
du
n
u
n n
n
t
u
n

=
+
|
|
.
|

\
|
+

|
.
|

\
| +
=
2
1
2
1
1
2 /
2
1

since .
n
m
n
m m dz e z
z m
2
1
with
2
1
) 1 ( !
0

= |
.
|

\
| +
= + = =

Taking the derivative of F
T
(t) using Leibnizs rule, we obtain the required density
function given by (2.171).

2.19 With = 0, the Cauchy density function is given by .
1
) (
2 2
x
x f
X
+

=
The moment generating function of X is then

+
+

=
+

= = dx
x
x
j dx
x
x
dx
x
e
e E
x j
X j
x
2 2 2 2 2 2
sin cos
] [ ) (
since x j x e
x j
+ =

sin cos . Also, 0 ) ( lim =

p
p
p
dx x f when f(x) is an odd
function of x. Then,

=
0
2 2
cos 2
) ( dx
x
x
x

since
2 2
cos
x
x
+

is even. Using the tables of integrals, we obtain
. 0 and 0 ) ( > > =

, e
x

Signal Detection and Estimation
34
2.20 (a) The mean value of Weibull distribution is given by
. ] [
0
dx e abx X E
b
ax b

=

Let
b
b b b
a
u
bu
du
dx
x
dx
ax b dx abx du ax u
/ 1
1
) ( |
.
|

\
|
= = = =

since
b
a
u
x
/ 1
|
.
|

\
|
= .
Hence, |
.
|

\
|
+ = = |
.
|

\
|
=

b
a du e u a du
a
u
bu
ue b X E
b u b b
b
u
1
1
1
] [
/ 1
0
/ 1 / 1
0
/ 1
.

(b) The variance is ( )
2 2 2
] [ ] [ X E X E = . We need to determine the mean
square value, which is . ] [
0
1 2
dx e abx X E
b
ax b

+
= Following the same approach as
in (a), we obtain

|
.
|

\
|
+ = =

b
a du e u a X E
b
u
b b
2
1 ] [
2
0
2 2
2
. Hence,

|
.
|

\
|
+ |
.
|

\
|
+ =

2 2
2
1
1
2
1
b b
a
b