EE2012: Spring 2024

Tutorial 1

1. Problem 1.5 (Bertsekas and Tsitsiklis)

Out of the students in a class, 60% are geniuses, 70% love chocolate, and 40% fall into both
categories. Determine the probability that a randomly selected student is neither a genius nor
a chocolate lover.

2. Problem 1.6 (Bertsekas and Tsitsiklis)

A six – sided die is loaded in a way that each even face is twice as likely as each odd face.
All even faces are equally likely, as are all odd faces. Construct a probabilistic model for a
single roll of this die and find the probability that the outcome is less than 4.

3. Problem 1.14 (Bertsekas and Tsitsiklis)

We roll two fair 6 – sided dice. Each one of the 36 possible outcomes is assumed to be
equally likely.
(a) Find the probability that doubles are rolled.
(b) Given that the roll results in a sum of 4 or less, find the conditional probability that
doubles are rolled.
(c) Find the probability that at least one die roll is 6.
(d) Given that the two dice land on different numbers, find the conditional probability that at
least one die roll is a 6.

4. Problem 1.16 (Bertsekas and Tsitsiklis)

We are given three coins: one has head in both faces, the second has tails in both faces, and
the third has a head in one face and a tail in the other. We choose a coin at random, toss it,
and the result is heads. What is the probability that the opposite face is tails?

5. Problem 1.17 (Bertsekas and Tsitsiklis)

A batch of one hundred items is inspected by testing four randomly selected items. If one of
the four is defective, the batch is rejected. What is the probability that the batch is accepted if
it contains five defectives?

6. Problem 1.18 (Bertsekas and Tsitsiklis)

Let A and B be events. Show that P ( A ∩B|B )=P( A∨B), assuming that P ( B )> 0.
 EE2012: Spring 2024
Tutorial 2

1. Two fair coins are tossed. Find the conditional probability that two heads will occur given
that at least one occurs.

2. At a certain university, 4% of the men are over 6 feet tall and 1% of the women are over 6
feet tall. The total student population is divided in the ratio of 3 : 2 in favour of women. If a
student is selected at random from among all those over six feet tall, what is the probability
that the student is a woman?

3. Machines A and B produce 10% and 90% respectively of the production of a component
intended for the motor industry. From experience, it is known that the probability that
machine A produces a defective component is 0.01 while the probability that machine B
produces a defective component is 0.05. If a component is selected at random from a day’s
production and is found to be defective, find the probability that it was made by Machine A.

4. Problem 1.19

Alice searches her term paper in the filing cabinet, which has several drawers. She knows that
she left her term paper in drawer j with probability p j> 0. The drawers are so messy that even
if she correctly guesses that the term paper is in drawer i, the probability that she finds it is
only d i. Alice searches in a particular drawer, say drawer i, but the search is unsuccessful.
Conditioned on this event, show that the probability that her paper is in drawer j, is given by

pj pi ( 1−d i )
, if j ≠i , if j=i
1− pi d i 1− pi d i

5. Problem 1.22

Each of k jars contains m white balls and n black balls. A ball is randomly chosen from jar 1
and transferred to jar 2, then a ball is randomly chosen from jar 2 and transferred to jar 3, etc.
Finally, a ball is randomly chosen from jar k. Show that the probability that the last ball is
m
white is the same as the probability that the first ball is white, i.e., it is .
m+ n

6. Problem 1.23

We have two jars, each initially containing an equal number of balls. We perform four
successive ball exchanges. In each exchange, we pick simultaneously and at random a ball
from each jar and move it to the other jar. What is the probability that at the end of the four
exchanges, all the balls will be in the jar where they started?

7. Problem 1.31 (Communication through a noisy channel)

A source transmits a message (a string of symbols) through a noisy communication channel.

Each symbol is 0 or 1 with probability p and 1 – p, respectively, and is received incorrectly
with probability ε 0 and ε 1 respectively (see figure below). Errors in different symbol
transmissions are independent.

(a) What is the probability that the kth symbol is received correctly?
(b) What is the probability that the string of symbols 1011 is received correctly?
(c) In an effort to improve reliability, each symbol is transmitted three times and the received
string is decoded by the majority rule. In other words, a 0 (or 1) is transmitted as 000 (or 111,
respectively), and it is decoded at the receiver as a 0 (or 1) if and only if the received three –
symbol string contains at least two 0s (or 1s, respectively). What is the probability that a 0 is
correctly decoded?
(d) For what values of ε 0 is there an improvement in the probability of correct decoding for a
0 when the scheme of part (c) is used?
(e) Suppose that the scheme of part (c) is used. What is the probability that a symbol was 0
given that the received string is 101?

8. Problem 1.34

An electrical system consists of identical components, each of which is operational with

probability p, independent of other components. The components are connected in three
subsystems, as shown in the figure below. The system is operational if there is a path that
starts at point A, ends at point B, and consists of operational components. What is the
probability of this happening?

Figure. A system of identical components that consists of the three subsystems 1, 2, and 3.
The system is operational if there is a path that starts at point A, ends at point B, and consists
of operational components.

9. Problem 1.36

A power utility can supply electricity to a city from n different power plants. Power plant i
fails with probability pi, independent of the others.

(a) Suppose that any one plant can produce enough electricity to supply the entire city. What
is the probability that the city will experience a black – out?
(b) Suppose that two power plants are necessary to keep the city from a black – out. Find the
probability that the city will experience a black – out?
 EE2012: Spring 2024
Tutorial 3

1. Problem 1.35 (Reliability of a k – out –of – n system)

A system consists of n identical components, each of which is operational with probability p,

independent of other components. The system is operational if at least k out of the n
components are operational. What is the probability that the system is operational?

2. Problem 1.49 (De Méré’s puzzle)

A six – sided die is rolled three times independently. Which is more likely: a sum of 11 or a
sum of 12? (This question was posed by the French nobleman de Méré to his friend Pascal in
the 17th century.)

3. Problem 1.50 (The birthday problem)

Consider n people who are attending a party. We assume that every person has an equal
probability of being born on any day during the year independent of everyone else, and
ignore the additional complication presented by leap years (i.e., assume that nobody is born
on February 29). What is the probability that each person has a distinct birthday?

4. Using the digits 1, 2, 3 and 5, how many 4 – digit numbers can be formed if

(a) The first digit must be 1 and repetition of the digits is allowed
(b) The first digit must be 1 and repetition of the digits is not allowed
(c) The number must be divisible by 2 and repetition is allowed
(d) The number must be divisible by 2 and repetition is not allowed

5. In how many different ways can the letters of the word \OPTICAL" be arranged so that the
vowels (O, I, and A) always come together?

6. In a group of 6 boys and 4 girls, four children are to be selected. In how many different
ways can they be selected such that at least one boy should be there?

7. Find the number of arrangements that can be made with the letters of the word
MEADOWS so that the vowels occupy the even places?

8. There are 9 identical balls. We want to distribute them in three boxes such that each box
contains at least one ball. How many combinations are possible?

9. How many non – negative integer solutions are there to the equation
x 1+ x2 + x 3 + x 4=10
This means that each of the x i ' s is a number in {0, 1, 2, …, 10}.
10. In a small village, there are 87 families, of which 52 families have at most 2 children. In a
rural development programme, 20 families are to be chosen for assistance, of which at least
18 families must have at most 2 children. In how many ways can the choice be made?
EE2012: Spring 2024
Tutorial 4

1. Problem 2.1 (Bertsekas and Tsitsiklis)

The MIT soccer team has 2 games scheduled for one weekend. It has a 0.4 probability of not
losing the first game, and a 0.7 probability of not losing the second game, independent of the
first. If it does not lose a particular game, the team is equally likely to win or tie, independent
of what happens in the other game. The MIT team will receive 2 points for a win, 1 for a tie,
and 0 for a loss. Find the PMF of the number of points that the team earns over the weekend.

2. Problem 2.3 (Bertsekas and Tsitsiklis)

Fischer and Spassky play a chess match in which the first player to win a game wins the
match. After 10 successive draws, the match is declared drawn. Each game is won by Fischer
with probability 0.4, is won by Spassky with probability 0.3 and is a draw with probability
0.3 independent of the previous games.

(a) What is the probability that Fischer wins the match?

(b) What is the PMF of the duration of the match?

3. Problem 2.4 (Bertsekas and Tsitsiklis)

An internet service provider uses 50 modems to serve the needs of 1000 customers. It is
estimated that at a given time, each customer will need a connection with probability 0.01,
independent of the other customers.

(a) What is the PMF of the number of modems in use at a given time?
(b) Repeat part (a) by approximating the PMF of the number of customers that need a
connection with a Poisson PMF.
(c) What is the probability that there are more customers needing a connection than there are
modems? Provide an exact, as well as an approximate formula based on the Poisson
approximation of part (b).

4. Problem 2.13 (Bertsekas and Tsitsiklis)

A family has 5 natural children and has adopted 2 girls. Each natural child has equal
probability of being a girl or a boy, independent of the other children. Find the PMF of the
number of girls out of the 7 children.

5. Problem 2.14; Only Part (a) (Bertsekas and Tsitsiklis)

1
Let X be a random variable that takes values from 0 to 9 with equal probability of .
10
(a) Find the PMF of the random variable Y = X mod (3).

Hint: X mod (3) is the remainder when X is divided by 3. For example, 10 mod (3) = 1.

6. Problem 2.15 (Bertsekas and Tsitsiklis)

1
Let K be a random variable that takes, with equal probability , the integer values in the
2n+ 1
interval [-n, n]. Find the PMF of the random variable Y = ln X, where X =a¿ K ∨¿¿, and a is a
positive number.

7. Problem 2.16 (Bertsekas and Tsitsiklis)

Let X be a random variable with PMF

{ x2
p X ( x )= a ,if x=−3 ,−2 ,−1 , 0 , 1 ,2 , 3
0 , otherwise

(a) Find a and E[X].

2
(b) What is the PMF of the random variable Z=( X −E [ X ]) ?
(c) Using the result from part (b), find the variance of X.
(d) Find the variance of X using the formula var ( X )=∑ ( x −E [ X ]) p X (x).
2

8. Problem 2.18 (Bertsekas and Tsitsiklis)

Let a and b be positive integers with a ≤ b, and let X be a random variable that takes as
values, with equal probability, the powers of 2 in the interval [2a ,2b ] . Find the expected value
and variance of X.

Hint: This means that X has probability mass function

{
1 k
, if x=2 where a ≤ k ≤ b , k integer
p X ( x )= b−a+1
0 , else

9. Suppose that X ~ Bin (n, 0.5). Find the probability mass function of Y = 2X.
 EE2012: Spring 2024
Tutorial 5

1. Problem 2.24 (Bertsekas and Tsitsiklis)

A stock market trader buys 100 shares of stock A and 200 shares of stock B. Let X and Y be
the price changes of A and B, respectively over a certain time period. We assume that the
joint PMF of X and Y is uniform over the set of integers x and y satisfying

−2 ≤ x ≤ 4−1≤ y− x ≤ 1

(a) Find the marginal PMFs and the means of X and Y.

(b) Find the mean of the trader’s profit.

2. Problem 2.25 (Bertsekas and Tsitsiklis)

A class of n students takes a test consisting of m questions. Suppose that student i submitted
answers to the first mi questions.

(a) The grader randomly picks one answer, call it (I, J) where I is the student ID number
(taking values 1, …, n) and J is the question number (taking values 1, …, m). Assume that all
answers are equally likely to be picked. Calculate the joint and the marginal PMFs of I and J.

(b) Assume that an answer to question j, if submitted by student i, is correct with probability
p j. Each answer gets a points if it is correct and gets b points otherwise. Calculate the
expected value of the score of student i.

3. Problem 2.26 PMF of the minimum of several random variables (Bertsekas and Tsitsiklis)

On a given day, your golf score takes values from the range 101 to 110, with probability 0.1,
independent of other days. Determined to improve your score, you decide to play on three
different days and declare as your score the minimum X of the scores X 1 , X 2 and X 3 on the
different days.

(a) Calculate the PMF of X.

(b) By how much has your expected score improved as a result of playing on three days?

4. Problem 2.31 (Bertsekas and Tsitsiklis)

Consider four independent rolls of a 6 – sided die. Let X be the number of 1s and Y be the
number of 2s obtained. What is the joint PMF of X and Y?
5. Suppose you roll two fair, six-sided dice, one of which is red and the other of which is
green. Define the following random variables:

X =The number shown on the red die

{
0if the die show the same number
Y = 1 if the number onthe green dieis bigger than the number on the red die
2 if the number onthe red dieis bigger than the number on the green die

(a) Write down a table showing the joint probability mass function for X and Y.
(b) Find the marginal probability mass function for Y, and compute its expected value.
(c) Find the conditional probability mass function for X given Y = 1.

6. Suppose you randomly pick an integer from 1 to 3, with the three possibilities being
equally likely. Call this integer N. You then randomly pick an integer from N to 3, with the 4
– N possibilities being equally likely. Call this second integer M. What is the probability that
M will be 3?

7. You flip a fair coin. If the coin lands heads, you roll a fair six-sided die 100 times. If the
coin lands tails, you roll the die 101 times. Let X be 1 if the coin lands heads and 0 if the coin
lands tails. Let Y be the total number of times that you roll a 6. Find Pr ( X=1∨Y =15).

8. Let X be a discrete random variable taking values in {0, 1, 2, …}. Show that
∞ ∞
E [ X ] =∑ Pr ( X > x )=∑ P r (X ≥ x)
x=0 x=1

Let X , Y ∈{0 ,1 , 2 , …} . Based on the above displayed equality, can you write the following
quantity, known as the covariance of X and Y, as a function of Pr ( X > x , Y > y ) , P r ( X > x ) and
Pr (Y > y)

Cov ( X , Y ) =E [ XY ] −( E [ X ] ) ( E [ Y ] ) ?
 EE2012: Spring 2024
Tutorial 6

1. Problem 2.38 (Bertsekas and Tsitsiklis)

Alices passes through four traffic lights on her way to work, and each light is equally likely to
be green or red, independent of the others.

(a) What is the PMF, the mean, and the variance of the number of red lights that Alice
encounters?
(b) Suppose that each red light delays Alice by exactly two minutes. What is the variance of
Alice’s commuting time?

2. Problem 2.39 (Bertsekas and Tsitsiklis)

Each morning, Hungry Harry eats some eggs. On any given morning, the number of eggs he
eats is equally likely to be 1, 2, 3, 4, 5 or 6, independent of what he has done in the past. Let
X be the number of eggs that Harry eats in 10 days. Find the mean and variance of X.

3. Problem 2.40 (Bertsekas and Tsitsiklis)

A particular professor is known for his arbitrary grading policies. Each paper receives a grade
from the set {A, A-, B+, B, B-, C+} with equal probability, independent of other papers. How
many papers do you expect to hand in before you receive each possible grade at least once?

4. Problem 2.41 (Bertsekas and Tsitsiklis)

You drive to work 5 days a week for a full year (50 weeks), and with probability p = 0.02 you
get a traffic ticket on any given day, independent of other days. Let X be the total number of
tickets you get in the year.

(a) What is the probability that the number of tickets you get is exactly equal to the expected
value of X?
(b) Calculate approximately the probability in (a) using a Poisson approximation.
(c) Any one of the tickets is $10 or $20 or $50 with respective probabilities 0.5, 0.3, and 0.2,
and independent of other tickets. Find the mean and variance of the amount of money you
pay in traffic tickets during the year.
(d) Suppose you don’t know the probability p of getting a ticket, but you got 5 tickets during
the year, and you estimate p by the sample mean
 5
^p= =0.02
250

What is the range of possible values of p assuming that the difference between p and the
sample mean ^p is within 5 times the standard deviation of the sample mean?

5. Consider an outcome comprising eight equally likely events points, as shown below:

(a) Which value(s) of x maximize(s) E [Y ∨X=x ]? No calculations are needed. Just look at
the figure.
(b) Let R = min {X, Y}. Find the PMF of R.
(c) Determine E [XY ].
(d) Let A denote the event { X 2 ≥ Y }. Determine E [ XY | A ].

6. Let X and Y be two independent random variables. Suppose that we know Var (2X – Y) =
6 and Var (X + 2Y) = 9. Find Var (X) and Var (Y).

7. I have a coin with Pr ( Head )= p and Pr ( Tail )=1− p . Coin tosses are independent of one
another.

(a) Let X be the number of heads I observe before I observe r ≥ 1 tails. What is the probability
mass function of X?
(b) How is X related to a Geometric random variable?
(c) Find the mean and variance of X.

8. (Challenging and Optional)

Liaoxue and Samuel from EE2012A each pick out independently k distinct integers out of the
set {1, …, n}. Every subset of size k is equally likely to be picked. Let L and S be the subsets
they pick. Find the probability of the following events:

(a) L = S
(b) L and S have exactly m common elements
(c) The numbers in L are drawn in increasing order
(d) L does not contain two consecutive integers
 EE2012: Spring 2024
Tutorial 7

1. Problem 3.1 (Bertsekas and Tsitsiklis)

Let X be uniformly distributed in the unit interval [ 0 , 1 ]. Consider the random variable
Y =g (X ), where

{
1
1, if x ≤
g ( x )= 3
1
2 , if x>
3

Find the expected value of Y by first deriving its PMF. Verify the result using the expected
value rule.

2. Problem 3.2 (Bertsekas and Tsitsiklis)

Let x have the PDF

λ −λ∨x∨¿¿
f X ( x )= e
2

where λ is a positive scalar. Verify that f X satisfies the normalization condition and evaluate
the mean and variance of X .

3. Problem 3.5 (Bertsekas and Tsitsiklis)

Consider a triangle and a point chosen within the triangle according to the uniform
probability law. Let X be the distance from the point to the base of the triangle. Given the
height of the triangle, find the CDF and the PDF of X .

4. Problem 3.6 (Bertsekas and Tsitsiklis)

Calamity Jane goes to the bank to make a withdrawal, and is equally likely to find 0 or 1
customers ahead of her. The service time of the customer ahead, if present, is exponentially
distributed with parameter λ . What is the CDF of Jane’s waiting time?
5. Problem 3.7 (Bertsekas and Tsitsiklis)

Alvin throws darts at a circular target of radius r and is equally likely to hit any point in the
target. Let X be the distance of Alvin’s hit from the center.

(a) Find the PDF, the mean, and the variance of X .

1
(b) The target has an inner circle of radius t . If X ≤ t , Alvin gets a score of S= . Otherwise,
X
his score is S=0. Find the CDF of S. Is S a continuous random variable?

6. Problem 3.8 (Bertsekas and Tsitsiklis)

Consider two continuous random variables Y and Z , and a random variable X that is equal to
Y with probability p and Z with probability 1− p .

(a) Show that the PDF of X is given by

f X ( x )= p f Y ( x ) + ( 1−p ) f Z ( x ).

(b) Calculate the CDF of the two – sided exponential random variable that has PDF given by

{
λx
f X ( x )= pλ e , if x< 0
( 1− p ) λ e− λx , if x ≥ 0

where λ> 0 and 0< p< 1.

7. For each of the following functions F i ( x ), state whether or not F i ( x ) is the CDF of some
random variable. If not, state which of the properties of a CDF it violates. If so, find the
corresponding PDF.

{
0, x≤0
F 1 ( x )= 0.5 x , 0< x ≤1
(a)
0.25+0.25 x ,1< x ≤ 3
1 , x >3

{
0 , x ≤0
F 2 ( x )= 0.5 , 0< x ≤1
(b)
0.75 , 1< x ≤ 3
1 , x> 3

{
0.5 , x<1
(c) F 3 ( x )= 0.75 , 1≤ x ≤ 3
1, x≥3

{
0 , x <0
(d) F 4 ( x )= 0.5 ,0 ≤ x< 1
0.75 ,1 ≤ x <3
1, x≥3
 {
0 , x< 0
F 5 ( x )= 0.5 , 0 ≤ x <1
(e)
0.25 , 1≤ x <3
1, x ≥3

{
0, x≤0
(f) F 6 ( x )= 0.5 x , 0< x ≤ 1
0.25+ 0.25 x , x>1

8. Random variable X is distributed with the following PDF:

{
f X ( u )= sin x ,0 ≤ x ≤ A
0 , else

(a) What is the value of the constant A ?

(b) What is the corresponding CDF, F X ( x )?
(c) What is E [ X ] ?
(d) What is Var ( X ) ?

9. The length of time X , needed by students in a particular course to complete a 1 hour exam
is a random variable with PDF given by

{
f X ( x )= k ( x + x ) , 0 ≤ x ≤ 1
2

0 ,else

(a) Find k that makes f X a PDF;

(b) Find the CDF of X ;
(c) Draw the graphs of the PDF and the CDF.
(d) Use the CDF to find Pr ( X ≤ 0 ) , P r ( X ≤1 ) , P r ( X ≤ 2);
(e) Find the probability that a randomly selected student will finish the exam in less than half
an hour;
(f) Find the mean time needed to complete a 1 hour exam;
(g) Find the variance and standard deviation of X .

10. Let X and Y have joint probability density function (PDF)

{
f X , Y ( x , y )= c ( x+ y ) ,0< x<1 , 0< y <1
0 , else

(a) Find the constant c .

(b) Find the marginal PDFs f X and f Y .
(c) Are X and Y independent.

( 1
(d) Compute Pr 0< X < ,0< Y < .
2
1
2 )
(e) Find the conditional expectation E [X ∨Y = y] for each y ∈(0 ,1).
 EE2012: Spring 2024
Tutorial 8

1. Problem 3.11 (Bertsekas and Tsitsiklis)

Let X and Y be normal random variables with means 0 and 1, respectively, and variances 1
and 4, respectively.

(a) Find P( X ≤ 1.5) and P( X ≤ 1).

Y −1
(b) Find the PDF of .
2
(c) Find P(−1 ≤ Y ≤ 1).

2. Problem 3.12 (Bertsekas and Tsitsiklis)

Find X be a normal random variable with zero mean and standard deviation σ . Use the
normal tables to compute the probabilities of the events { X ≥ kσ } and {| X|≤ kσ } for k =1 ,2 , 3.

3. Problem 3.13 (Bertsekas and Tsitsiklis)

A city’s temperature is modelled as a normal random variable with mean and standard
deviation both equal to 10 degrees Celsius. What is the probability that the temperature at a
randomly chosen time will be less than or equal to 59 degrees Fahrenheit?

4. Problem 3.15 (Bertsekas and Tsitsiklis)

A point is chosen at random (according to a uniform PDF) within a semicircle of the form
2 2 2
{( x , y )∨x + y ≤ r , y ≥ 0 }, for some given r >0 .

(a) Find the joint PDF of the coordinates X and Y of chosen point.
(b) Find the marginal PDF of Y and use it to find E [ Y ] .
(c) Check your answer in (b) by computing E [ Y ] directly without using the marginal PDF of
Y

5. (Challenging) Problem 3.16 (Bertsekas and Tsitsiklis)

Consider the following variant of Buffon’s needle problem (Example 3.11), which was
investigated by Laplace. A needle of length l is dropped on a plane surface that is partitioned
in rectangles by horizontal lines that are a apart and vertical lines that are b apart. Suppose
that the needle’s length l satisfies l<a and l<b . What is the expected number of rectangle
sides crossed by the needle? What is the probability that the needle will cross at least one side
of some triangle?

6. Problem 3.18 (Bertsekas and Tsitsiklis)

Let X be a random variable with PDF

{
x
,if 1< x ≤ 3
f X ( x )= 4
0 , otherwise
and let A be the event { X ≥ 2 }.

(a) Find E [ X ] , P ( A ) , f X ∨ A ( x ), and E [ X| A ].

(b) Let Y = X 2. Find E [ Y ] and var (Y ).

7. Random variables X and Y have the joint PDF

{
1
,1≤x ≤ y ≤3
f X , Y ( x , y )= 2
0 , otherwise

(a) Sketch the region of non – zero probability.

(b) Find Pr ( X >2).
(c) Find f X (x ).
(d) Find E [ X ] and E [ Y ] .
(e) Find Cov ( X , Y ) =E [ XY ] −( E [ X ] ) ( E [ Y ] ) .

8. Random variable X is distributed with the following PDF

{
f X ( x )= sin x , 0 ≤ x ≤ a
0 , otherwise

(a) What is the value of the constant a ?

(b) What is the corresponding CDF F X (x )?
(c) Find E [ X ] .
(d) Find Var ( X ).

9. You are a Grab driver and your monthly income X is a Gaussian random variable with
mean $ 3,000 and variance 10002 dollars squared. When X < 0, it means you don’t make
money in a particular month. What’s the probability that you don’t make any money in a
particular month?

10. Random variables X and Y have joint PDF

{ 5 x2
f X , Y ( x , y )= 2 ,−1 ≤ x ≤1 , 0 ≤ y ≤ x
0 , else
2

{ 14 } be an event.
Let A= Y ≤
(a) What is the conditional PDF f X , Y∨ A ( x , y )?
(b) What is f Y ∨A ( y )?
(c) What is E [ Y | A ]?
(d) What is f X∨ A (x)?
(e) What is E [ X| A ]?

EE2012: Spring 2024

Tutorial 9

1. Problem 3.19 (Bertsekas and Tsitsiklis)

The random variable X has the PDF

{
−2
f X ( x )= c x , if 1≤ x ≤ 2
0 , otherwise

(a) Determine the value of c .

(b) Let A be event { X >1.5 }. Calculate P( A) and the conditional PDF of X given that A has
occurred.
(c) Let Y = X 2. Calculate the conditional expectation and the conditional variance of Y given
A.

2. Problem 3.20 (Bertsekas and Tsitsiklis)

An absent – minded professor schedules two student appointments for the same times. The
appointment durations are independent and exponentially distributed with mean thirty
minutes. The first student arrives on time, but the second student arrives five minutes late.
What is the expected value of the time between the arrival of the first student and the
departure of the second student?
3. Problem 3.21 (Bertsekas and Tsitsiklis)

We start with a stick of length l . We break it at a point which is chosen according to a

uniform distribution and keep the piece, of length Y , that contains the left end of the stick.
We then repeat the same process on the piece that we were left with, and let X be the length
of the remaining piece after breaking for the second time.

(a) Find the joint PDF of Y and X .

(b) Find the marginal PDF of X .
(c) Use the PDF of X to evaluate E [ X ] .
(d) Evaluate E [ X ] , by exploiting the relation X =Y ( YX ).
4. Problem 3.23 (Bertsekas and Tsitsiklis)

Let the random variables X and Y have a joint PDF which is uniform over the triangle with
vertices at ( 0 , 0 ) , ( 0 , 1 ) , and (1 , 0).

(a) Find the joint PDF of X and Y .

(b) Find the marginal PDF of Y .
(c) Find the conditional PDF of X given Y.
(d) Find E [ X|Y = y ], and use the total expectation theorem to find E [ X ] in terms of E [ Y ] .
(e) Use the symmetry of the problem to find the value of E [X ].

5. Problem 3.25 (Bertsekas and Tsitsiklis)

The coordinates X and Y of a point are independent zero mean normal random variables with
common variance σ 2. Given that the point is at a distance of at least c from the origin. Find
the joint conditional joint PDF of X and Y .

6. Let X be Exponential with rate 1, i.e.,

{
−x
f X ( x )= e , x ≥ 0
0 , else

(a) Find the conditional PDF and CDF of X given { X >1 }.

(b) Find E [ X|X > 1 ].
(c) Find Var ( X|X > 1 ).

7. Let X and Y be two jointly continuous random variables with joint PDF

{ x 2 y 2 xy
f X , Y ( x , y )= 4 + 4 + 6 , 0 ≤ x ≤1 , 0 ≤ y ≤ 2
0 ,else

For 0 ≤ y ≤ 2, find
(a) the conditional PDF of X given {Y = y };
 ( | )
1
(b) Pr X < Y = y .
2

8. Let X 1 and X 2 be two independent Exponential random variables with rate λ> 0, i.e.,

{
−λx
f X ( x ) = λ e , x ≥ 0 i=1 ,2
i
0 , else

Let S= X 1 + X 2. Find the PDF of X i conditioned on {S=s }, i.e., f X ∨S ( x 1|s ).

1

9. Let X 1 , X 2 , X 3 , X 4 be i.i.d. (independent and identically distributed) random variables that

are distributed as Bernoulli with probability of success q , i.e., Pr ( X i=1 )=q and
Pr ( X i=0 ) =1−q for each i=1 , 2 ,3 , 4 . Consider the random variable

Y = X 1 X 2+ X 2 X 3 + X 3 X 4 + X 4 X 1

(a) Compute E [ Y ] .
(b) Compute E [ X 1 ].
2

(c) Hence or otherwise, compute Var (Y ).

EE2012: Spring 2024

Tutorial 10

1. Problem 4.1 (Bertsekas and Tsitsiklis)

If X is a random variable that is uniformly distributed between -1 and 1. Find the PDF of
√ ¿ X∨¿ ¿ and the PDF of −ln ¿ X ∨¿ ¿.
2. Problem 4.2 (Bertsekas and Tsitsiklis)

Find the PDF of e X in terms of the PDF of X . Specialize the answer to the case where X is
uniformly distributed between 0 and 1.

3. Problem 4.3 (Bertsekas and Tsitsiklis)

1 1
Find the PDFs of | X|3 and | X|4 in terms of the PDF of X .

4. Problem 4.4 (Bertsekas and Tsitsiklis)

The metro train arrives at the station near your home every quarter hour starting at 6:00 a.m.
You walk into the station every morning between 7:10 and 7:30 a.m., with the time in this
interval being a random variable with given PDF (cf. Example 3.14 in Chapter 3). Let X be
the elapsed time, in minutes, between 7:10 and the time of your arrival. Let Y be the time that
you have to wait until you board a train. Calculate the CDF of Y in terms of the CDF of X
and differentiate to obtain a formula for the PDF of Y .

5. Let X be a standard normal random variable. Find the PDF of Y = X 2. This random
variable Y has a name and is called the chi – squared random variable with one – degree – of
– freedom.

6. Let X have PDF given by f X ( x )=2(1−x ) for 0 ≤ x ≤ 1.

(a) Find the PDF of Y 1=2 X −1.

(b) Find the PDF of Y 2=1−2 X .
(c) Find the PDF of Y 3= X 2.

7. Two sentries are sent to patrol a road that is 1 mile long. The sentries are sent to points
chosen independently and uniformly along the road. Find the probability that the sentries will
1
be less than mile apart when they reach their assigned posts.
2

8. (Challenging) Let X be uniform on the interval [ −π , π ]. Find the PDF of Y =cos X .

9. (Challenging) Let X be uniform on the interval [ −1 ,1 ]. Find the PDF of Y = X 2.

10. (Challenging) Let X and Y be independent standard normal random variables. Let g be
the mapping that transforms Cartesian coordinates to polar coordinates so that

[]
g ( X , Y )= R =
⊖ [ √ X 2 +Y 2
arctan
Y
X ( ) ]
Note that the inverse map of g is ( x , y ) =g−1 ( r ,θ )=¿. Find the joint PDF of (R , ⊖).

11. (Challenging) Prove using the discrete convolution formula that the sum of two
independent Poisson random variables is a Poisson random variable. In particular, show that
if X Poi( λ1 ) and Y Poi(λ 2) are independent, X +Y Poi (λ1 + λ 2).
 EE2012: Spring 2024
Tutorial 11

1. Problem 4.17 (Bertsekas and Tsitsiklis)

Suppose that X and Y are random variables with the same variance. Show that X +Y and
X −Y are uncorrelated.

2. Problem 4.18 (Bertsekas and Tsitsiklis)

Consider four random variables W , X , Y , Z , with

E [ W ] =E [ X ] =E [ Y ] =E [ Z ] =0
var (W )=var ( X )=var ( Y )=var ( Z )=1
and assume that W , X , Y , Z are pairwise correlated. Find the correlation coefficients ρ(R , S)
and ρ(R , T ) , where R=W + X , S= X +Y and T =Y + Z .

3. Problem 4.19 (Bertsekas and Tsitsiklis)

Suppose that a random variable X satisfies

E [ X ] =0 E [ X 2 ] =1 E [ X 3 ] =0 E [ X 4 ]=3

and let
2
Y =a+bX + c X

Find the correlation coefficient ρ( X ,Y ).

4. Show that

( )
m n m n
Cov ∑ a i X i , ∑ b j Y j =∑ ∑ a i b j Cov( X i ,Y j)
i=1 j=1 i=1 j=1

5. Let X and Y be independent standard normal random variables. Put Z=1+ X + X Y 2 and
W =1+ X . Find Cov (Z , W ).

6. Let X and Y be two jointly continuous random variables with joint PDF

{
f X , Y ( x , y )= 2 , x> 0 , y> 0 , x + y ≤1
0 , else

Find Cov ( X , Y ) and ρ( X ,Y ) (the correlation coefficient).

7. Suppose you borrow $1,000 for one year at a variable interest rate tied to the yield on
government bonds. As a result, the total interest you will pay in dollars is a random variable
X 1, having mean 60 and standard deviation 2. You invest the borrowed money. Your earnings
on the investment X 2 have mean 85 and standard deviation 8. Suppose the correlation
coefficient between your earnings and the interest you pay on the loan is 0.3.
(a) Your net earnings at the end of the year is Y = X 1−X 2. Find the expected value of your net
earnings.
(b) Find the standard deviation of your net earnings

8. Let X and Y be two random variables. Suppose that the conditional expectation of Y given
X (a random variable) E [ Y |X ] equals −3 X , i.e.,

E [ Y |X ]=−3 X

It is known that Cov ( X , Y ) =c Var ( X ). Find the constant c ∈ R .

9. (Challenging) Given any random variables X 1 , X 2 , … , X n with variances σ 21 , σ 22 , … , σ 2n >0 ,

form the matrix
 [ ]
σ 21 ⋯ ρ ( X1 , Xn) σ1 σn
∑¿ ⋮ ⋱ ⋮
ρ( Xn , X1) σn σ1 ⋯ σ 2n

Show that ∑ ❑ is a positive definite matrix, i.e., all its eigenvalues are positive.

EE2012: Spring 2024

Tutorial 12

1. Problem 4.22 (Bertsekas and Tsitsiklis)

Consider a gambler who at each gamble either wins or loses his bet with probabilities p and
1
1− p , independent of the earlier gambles. When p> , a popular gambling system, known as
2
the Kelly strategy, is to always bet the fraction 2 p−1 of the current fortune. Compute the
expected fortune after n gambles, starting with x units and employing the Kelly strategy.
2. Problem 4.23 (Bertsekas and Tsitsiklis)

Pat and Nat are dating, and all of their dates are scheduled to start at 9 p.m. Nat always
arrives promptly at 9 p.m. Pat is highly disorganized and arrives at a time that is uniformly
distributed between 8 p.m. and 10 p.m. Let X be the time in hours between 8 p.m. and the
time when Pat arrives. If Pat arrives before 9 p.m., their date will last exactly 3 hours. If Pat
arrives after 9 p.m., their date will last for a time that is uniformly distributed between 0 and
3−X hours. The date starts at the time they meet. Nat gets irritated when Pat is late and will
end the relationship after the second date on which Pat is late by more than 45 minutes. All
dates are independent of any other dates.

(a) What is the expected number of hours Nat waits for Pat to arrive?
(b) What is the expected duration of any particular date?
(c) What is the expected number of dates they will have before breaking up?

3. Problem 4.24 (Bertsekas and Tsitsiklis)

A retired professor comes to the office at a time which is uniformly distributed between 9
a.m. and 1 p.m., performs a single task, and leaves when the task is completed. The duration
1
of the task is exponentially distributed with parameter λ ( y ) = , where y is the length of
5− y
the time interval between 9 a.m. and the time of his arrival.

(a) What is the expected amount of time that the professor devoted to the task?
(b) What is the expected time at which the task is completed?
(c) The professor has a Ph.D. student who on a given day comes to see him at a time that is
uniformly distributed between 9 a.m. and 5 p.m. If the student does not find the professor, he
leaves and does not return. If he finds the professor, he spends an amount of time that is
uniformly distributed between 0 and 1 hour. The professor will spend the same total amount
of time on his task regardless of whether he is interrupted by the student. What is the
expected amount of time that the professor will spend with the student and what is the
expected time at which he will leave the office?

4. Wee Kiat runs a dolphin – watch business. Every day, he is unable to run the trip due to
bad weather with probability p, independently of all other days. Wee Kiat works every day
except the bad – weather days, which he takes as holiday. Let Y be the number of consecutive
days Wee Kiat has to work between bad – weather days. Let X be the total number of
customers who go on Wee Kiat’s trip in this period of Y days. Conditional on Y , the
distribution of X is
−x y
( | ) e x
Pr Y = y X=x = , y=0 ,1 , …
y!

(a) Name the PMF of Y , and state E [Y ] and Var (Y ).

(b) Find the expectation and variance of the number of customers who Wee Kiat serves
between bad – weather days, E [X ] and Var ( X) .

5. Suppose that a million people have bought tickets for the weekly lottery draw. Each person
has a probability of one – in – a – million of selecting the winning numbers. If more than one
person selects the winning numbers, the winner will be chosen at random from all those with
matching numbers.

You watch the lottery draw on TV and your numbers match the winners!! You had a one – in
– a – million chance, and there were a million players, so it must be YOU, right?

Not so fast! Define Y to be the number of OTHER matching tickets out of the OTHER 1
million tickets sold. (If you are lucky, Y =0 so you have definitely won.) Since the total
number of people is large, we may assume that Y is Poisson with mean 1.

(a) Write down the PMF of Y .

(b) What is the probability that yours is the only matching ticket?
(c) The prize is chosen at random from all those who have matching tickets. What is the
probability that you win if there are Y = y OTHER matching tickets?
(d) Overall, what is the probability that you win, given that you have a matching ticket?

6. Problem 5.8 (Bertsekas and Tsitsiklis)

Before starting to play the roulette in a casino, you want to look for biases that you can
exploit. You therefore watch 100 rounds that result in a number between 1 and 36, and count
the number of rounds for the result is odd. If the count exceeds 55, you decide that the
roulette is not fair. Assuming that the roulette is fair, find an approximation for the
probability that you make the wrong decision.

7. Problem 5.9 (Bertsekas and Tsitsiklis)

During each day, the probability that your computer’s operating system crashes at least once
is 5%, independent of every other day. You are interested in the probability of at least 45
crash – free days out of the next 50 days.

(a) Find the probability of interest by using the normal approximation to the binomial.
(b) Repeat part (a), this time using the Poisson approximation to the binomial.

8. Problem 5.10 (Bertsekas and Tsitsiklis)

A factory produces X n gadgets on day n, where the X n are independent and identically
distributed random variables, with mean 5 and variance 9.

(a) Find an approximation to the probability that the total number of gadgets produced in 100
days is less than 440.
(b) Find (approximately) the largest value of n such that P ( X 1 +…+ X n ≥ 200+5 n ) ≤ 0.05
(c) Let N be the first day on which the total number of gadgets produced exceeds 1000.
Calculate an approximation to the probability that N ≥ 220,

9. Problem 5.11 (Bertsekas and Tsitsiklis)

Let X 1 , Y 1 , X 2 , Y 2 ,… be independent random variables, uniformly distributed in the unit

interval [0 ,1] , and let
 ( X 1+ …+ X 16) −(Y 1+ …+Y 16)
W=
16

Find a numerical approximation to the quantity P(|W −E [ W ]|<0.001).

10. (Challenging) Let X be a complex Gaussian RV, i.e., X =X 1 + j X 2 (here j=√ −1) where
X 1 and X 2 are zero – mean jointly – Gaussian real RVs with variances σ 21 and σ 22 respectively.

(a) Show that E [ X X ¿ ] =σ 21 + σ 22.

(b) Show that E [ ( X X ) ]=3 σ 1 +3 σ 2 +2 σ 1 σ 2 +4 ( E [ X 1 X 2 ] ) .
¿2 4 4 2 2 2

(c) Show that E [ ( X X ¿ )2 ] ≥2 ( E [ X X ¿ ] ) with equality if and only if X 1 and X 2 are

2

2
independently and identically distributed. Hint: Lower bound ( E [ X 1 X 2 ]) by 0.
2
(d) Show that Var ( X X ¿ ) ≥ ( E [ X X ¿ ] ) .