ELL711: Mid-term Examination (Sem-I 2024-25)

Department of Electrical Engineering, I.I.T. Delhi

October 11, 2024

Solution-1:-

(A) Given: ΦX (w) = 13 e−j2w + 32 ej5w .

We know that for a given characteristic function, the pdf of a R.V is given as
Z ∞
1
PX (x) = ΦX (w) e−jwx dw
2π −∞
1 2
= δ(x + 2) + δ(x − 5).
3 3
Similarly, for ΦY (w) = 52 ej2w + 35 ej3w .

Z ∞
1
PY (y) = ΦY (w) e−jwy dw
2π −∞
2 3
= δ(y − 2) + δ(y − 3).
5 5
C.D.F of X is

FX (x) = p(X ≤ x)

0, x < −2

1
3 , −2 ≤ x < 5
=

1, x ≥ 5.


C.D.F of Y is

FY (y) = p(Y ≤ y)

0, y < 2.

2
5, 2 ≤ y < 3
=

1, y ≥ 3.


X
(B) Characteristic function of Z = Y .

z=x/y x y PZ (z) = PX (x)PY (y) Since, X and Y are stat. indep.

-1 -2 2 2/15
-2/3 -2 3 1/5
5/2 5 2 4/15
5/3 5 3 2/5

Therefore,
2 4 j 52 w 5
ΦZ (w) = E[ejwZ ] = 2 −jw
15 e + 51 e−j 3 w + 15 e + 25 ej 3 w .

1
Solution-2:-

Given: X ∼ N (2, 5) and Z = X 2

FZ (z) = P (Z ≤ z)
√
= P (X 2 ≤ z)
√ √
= P (− z ≤ X ≤ z)
Z √z
= √
fX (x)dx
− z
√
Z − z Z ∞
= 1− fX (x)dx − √
fX (x)dx
−∞ z
√ √
Z z Z − z
= fX (x)dx − fX (x)dx
−∞ −∞

P.D.F of Z is

d
fZ (z) = FZ (z)
dz
1 √ 1 √
= √ fX ( z) + √ fX (− z)
2 z 2 z
√ √
fX ( z) + fX (− z)
= √
2 z

−(x−2)2
Given fX (x) = √1 e
10π
10 , x ∈ R. So,
√ √
1 −( z−2)2 −(− z−2)2
fZ (z) = √ [e 10 +e 10 ] ,z > 0
2 10πz
Solution-3:-

No of passengers(N(T)) in a time interval [0, T] is Poisson distributed i.e.

(λT )n −λT
P (N (T ) = n) = e
n!
where λ is the arrival rate.
1
In this question, λ = 1min , n=4 and T=10min. Therefore, λT = 10.
4 4
−10 −10
Prob. that there are 4 passengers after 10 minutes= 10
4! e = 10
24 e .

Solution-4:-

Given: X ∼ unif [2, 4] and Z = 1/X, Z ∈ [1/4, 1/2].

FZ (z) = P (Z ≤ z)
1
= P ( ≤ z)
X
1
= P (X ≥ )
 z
0,
 z < 14 .
1 1 1 1
2 (4 − z ), 4 ≤z ≤ 2
=

1, z > 1/2.


2
P.D.F of Z is
d
fZ (z) = FZ (z)
dz
(
0, z > 12 or z < 14 .
= 1 1 1
2z 2 , 4 ≤ z ≤ 2.

Solution-5:-

For, P (X > Y ), X ≥ 0, and Y ≥ 0,

Probability that (X, Y ) lies in the narrow shaded strip shown above is
Z x
fX,Y (x, y)dxdy,
y=0

where fX,Y (x, y) is the joint pdf of X and Y.

Z ∞ Z x
∴ P (X > Y ) = fX,Y (x, y)dydx
0 0
y
x −
∞
e− µx e µy
x
Z Z
= dydx
0 0 µx µy
Z ∞ − µx Z x − µyy !
e x e
= dy dx
0 µx 0 µy
Z ∞ − µx 
e x − x

= 1 − e µy dx
0 µx
 
Z ∞ −x µ1x + µ1y
e
= 1− dx
0 µx
1 µx
= 1− =
µx ( µ1x + µ1y ) µx + µy

3
Solution-6:-

Given: Y = X + Z

CDF of Y is
FY (y) = P (Y ≤ y) = P (Y ≤ y|X = −A)P (X = −A) + P (Y ≤ y|X = A)P (X = A)
= P (−A + Z ≤ y|X = −A)P (X = −A) + P (A + Z ≤ y|X = A)P (X = A)
1
= (P (Z ≤ y + A) + P (Z ≤ y − A)) Since X and Z are stat. independent and
2
1
P (X = −A) = P (X = A) =
! 2
Z y+A Z y−A
1
= fZ (z)dz + fZ (z)dz
2 −∞ −∞

PDF of Y is
dFY (y) 1
fY (y) = = (fZ (y + A) + fZ (y − A))
dy 2
α  −α|y+A| 
= e + e−α|y−A| , y ∈ R
4
Solution-7:-

(X, Y ) is uniformly distributed in the region between the concentric circles of radius r1 and r2 > r1

√
(see figure above). Further, R = X 2 + Y 2 .
Probability that (X, Y ) lies in a small annular ring (between radius r and r + dr) is
P (r ≤ R ≤ r + dr) = fR (r)dr (r1 ≤ r ≤ r2 ) (1)
where fR (r) is PDF of R. Since (X, Y ) is distributed uniformly,
( p
A, (x, y) ∈ r1 ≤ x2 + y 2 ≤ r2
fX,Y (x, y) = , (2)
0, otherwise

4
where A is a constant such that
x
fX,Y (x, y)dxdy = Aπ(r22 − r12 ) = 1
p
r1 ≤ x2 + y 2 ≤ r2
1
A = (3)
π((r22 − r12 )

Therefore,

P (r ≤ R ≤ r + dr) = 2πrdrA = fR (r)dr (see(1))

and therefore using (3) we get
2r
fR (r) = , r1 ≤ r ≤ r2 (4)
r22 − r12