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10 views3 pages

Assignment 4

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akshatjha27
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DS313: Statistical Foundations of Data Science

Assignment No: 4

Course Instructor: Siddhartha Sarma Date: 28 Mar 2024


Submission deadline: 11 Apr 2024, 10 AM (Bring hardcopies to the classroom)

Related topics:
ˆ Continuous random variables and their distributions
ˆ Functions of a random variable

Notations:
ˆ FX (.), fX (.) denote cumulative distribution function(CDF) and probability den-
sity function (pdf) of a random variable X, respectively.

ˆ E[X], Var(X) denote the expectation and variance of random variable X, re-
spectively.

ˆ The characteristic function and the Moment generating function of a random


variable X is defined as ΦX (u) = E[ejuX ] and MX (s) = E[esX ], respectively.

ˆ Exp(λ) denotes exponential random variable with parameter λ, i.e, fX (x) =


λe−λx , x ≥ 0.

ˆ Unif(a, b) denotes continuous uniform distribution with a and b as left and right
limits, respectively.

ˆ N (µ, σ) denotes Gaussian


√ distribution
R ∞ −u2 /2 with mean µ and standard deviation
σ > 0 and Q(x) = (1/ 2π) x e du

Instructions & Information:


ˆ For the questions prefixed with [PA], you need to solve them on paper and write
code to simulate the underlying experiment as well. You are free to choose
the programming language for writing your code. As discussed in the second
tutorial session, you should plot the normalised frequencies of the events under
consideration as bar plots and compare them to their corresponding probabilities
calculated analytically. Please refer to the course moodle page for examples.

ˆ The programming assignments should be submitted through moodle only. You


also need to indicate in moodle quiz corresponding to the Assignment#4 the
questions you have submitted in hard copy.

ˆ You must include a table similar to the one below on the front page of your sub-
mission to indicate the page numbers of the answer to the assignment questions.

1
Question no. 1 2 3 4 5 6 7 8 9 10
Page no.

1. A system consisting of one original unit plus a spare can function for a random
amount of time X. If the density of X is given (in units of months) by
(
Cxe−x/2 , x > 0
f (x) =
0, x≤0
what is the probability that the system functions for at least 5 months?
(
U − 0.5, U ≥ 0.5
2. [PA] Let X = , where U ∼ Unif(0, 1)
0, U < 0.5
(a) Find and carefully sketch the CDF FX (.). In particular, what is FX (0)?
(b) Find the characteristic function ΦX (u).
3. [PA] Let X be exponentially distributed with mean 1/λ. Find and carefully
sketch the distribution functions for the random variables Y = exp(X) and
Z = min{X, 3}.
4. [PA] If X ∼ Unif(−2π, 2π), then find fY (y) if (a) Y = X 3 , (b) Y = X 4 , and
(c) Y = 2 sin(3X + 40◦ ).
5. [PA] Let FX (x) be the CDF of a random variable X. Find the distribution
(CDF) of random variable Y = FX (X). Crosscheck you answer for the following:
X ∼ Exp(λ), X ∼ N (µ, σ).
6. Find the mean and variance of random variables with the following characteristic
functions: (a) Φ(u) = exp(−5u2 + 2ju), (b) Φ(u) = (exp(ju) − 1)/ju, and (c)
Φ(u) = exp(λ(exp(ju) − 1)).
7. Show that for a continuous random variable X (recall Q.1 of Assignment#3 )
Z ∞ Z 0
E[X] = (1 − FX (x))dx − FX (x)dx
0 −∞

8. Express each of the given probabilities in terms of the standard Gaussian com-
plementary CDF Q(.) (a) Pr(X ≥ 16), (b) Pr(X 2 ≥ 16), where X ∼ N (10, 3).
9. If X has mean µ and standard deviation σ, the ratio ρ := |µ|/σ is called the
measurement signal-to-noise ratio of X. The idea is that X can be expressed
as X = µ + (X − µ), with µ representing the signal and X − µ the noise. If we
define D := |(X − µ)/µ| as the relative deviation of X from its signal (or mean)
µ, show that, for α > 0,
1
Pr(D ≤ α) ≥ 1 −
ρ2 α 2

2
10. Show that if m is the median of X, then
Z m
E[|X − a|] = E[|X − m|] + 2 (x − a)fX (x)dx
a

for any a. Find c such that E[|X − c|] is minimum.

Some questions were taken from the following books


ˆ Papoulis & Pillai, “Probability, Random Variables and Stochastic Processes”, McGraw Hill,
4th Ed
ˆ Sheldon Ross, “A first course in Probability”, 8th Ed
ˆ Lecture notes of Prof. Hajek, University of Illinois Urbana-Champaign

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