problem_set_1_sol

Islamic University of Gaza Probability and Stochastic Processes
Faculty of Engineering EELE 3340

Electrical Engineering Department Fall semester 2011/2012
Problem Set #1 Solution

Problem(1)
In an experiment A, B, C and D are events with probabilities 0.2, 0.35, 0.625 and 0.375, respectively.
A and B are disjoint while C and D are independent.
Find:
1. P[A ∩ B], P[A ∪ B], P[A ∩ BC ] and P[A ∪ BC ]
2. Are A and B independent ?
3. P[C ∩ D], P[C ∩ DC ] and P[C C ∩ DC ]
4. Are C C and DC independent ?
Solution :
P[A]  0.2 , P[B]  0.35 , P[C]  0.625 and P[D]  0.375
(a) P[A  B]  0
P[A  B]  P [A ]  P [B ]  0.55
P[A  BC ]  P [A ]  0.2
P[A  BC ]  P [BC ]  1  0.35  0.65
(b) P[A]P[B]  0.07  P[A  B]  0
(c) P[C  D]  P[C].P[D]  0.234
P[C  DC ]  P [C ]  P[C  D  0.391
P[CC  DC ]  1  P[C  D]  1  ( P [C ]  P [ D ]  P[C  D])  0.234
(d) P[CC ].P[D C ]  (1  0.625)(1  0.375)  0.234  P[CC  D C ]
then CC and DC are independent.
Problem(2)
Prove that:
P[AUBUC] = P[A] + P[B] + P[C] − P[A ∩ B] − P[A ∩ C] − P[B ∩ C] + P[A ∩ B ∩ C]
Solution :
let D  B  C  A  D  A  (B  C)  (A  B)  (A  C)
P(A  D)  P(A  B)  P(A  C)-P(A  B  C)........(1)
P (D )  P (B )  P (C )  P (B  C ).............(2)
P (A  B  C )  P (A  D )  P (A )  P (D )  P (A  D )
from (1),(2)
 P (A )  P (B )  P (C )  P (B  C )  P(A  B)  P(A  C)-P(A  B  C )
 P (A )  P (B )  P (C )  P (B  C )  P(A  B)-P(A  C)  P(A  B  C)
Problem(3)
A box contains 7 red, 3 white balls. If a ball is drawn from the box a ball of the other color is then put into
the box.
(a) Find the probability that the second ball is red?
(b) If both balls were of the same color what is the probability that they were both white?
Solution :
(a )
P [ R 2]  P [ R 1R 2]  P [W 1R 2]
66
 (7 / 10)(6 / 10)  (3 / 10)(8 / 10) 
100
(b )
48
P [same ]  P [R 1R 2]  P [W 1W 2] 
100
6
P [W 1W 2] 
100
6
Pr ob  100  1
48 8
100
Problem(4)
Find P(B/A) if:
(a) A is subset of B?
(b) A and B are mutually exclusive?
Solution :
P [BA ] P [A ]
(a ) P [B / A ]   1
P [A ] P [A ]
P [ ] 0
(b ) P [B / A ]   0
P [A ] P [A ]
Problem(5)
In a certain colleague 25% of students failed in math, 15% failed in chemistry, 10% failed in both. A student
is selected randomly.
(a) If he failed in chemistry what is the probability that he failed in math ?
(b) If he failed in math what is the probability that he failed in chemistry?
(c) Find probability that he failed in chemistry or math ?
Solution :
P [MC ] 0.1 2
(a ) P [M / C ]   
P [C ] 0.15 3
P [MC ] 0.1 2
(b ) P [C / M ]   
P [M ] 0.25 5
(c ) P [M  C ]  P [M ]  P [C ]  P [M  C ]  0.25  0.5  0.1  0.3
Problem(6)
Suppose that X and Y are events and P[X]=0.4,P[Y]=0.6 , find P[X|Y] in the following cases:
(a) X and Y are independent.
(b) X and Y are mutually exclusive.
(c) X is subset of Y
(d) Y is subset of X
Solution :
P [X Y ] P [X ]P [Y ]
(a) P [X /Y ]    P [ X ]  0.4
P [Y ] P [Y ]
P [X Y ] 0
(b) P [X /Y ]   0
P [Y ] P [Y ]
P [X Y ] P [X ] 0.4
(c) P [X /Y ]     2/3
P [Y ] P [Y ] 0.6
P [X Y ] P [Y ]
(d) P [X /Y ]   1
P [Y ] P [Y ]
Problem(7)
Consider the binary communication channel shown in Fig. The channel input symbol X may assume the
state 0 or the state 1, and, similarly, the channel output symbol Y may assume either the state 0 or the state 1.
Because of the channel noise, an input 0 may convert to an output 1 and vice versa. The channel is
characterized by the channel transition probabilities 𝑝𝑜 , 𝑞𝑜, 𝑝1 𝑎𝑛𝑑 𝑞1 defined by:
𝑝𝑜 = 𝑃(𝑦1 /𝑥𝑜 ) 𝑎𝑛𝑑 𝑝1 = 𝑃(𝑦𝑜 /𝑥1 )

𝑞𝑜 = 𝑃(𝑦𝑜 /𝑥𝑜 ) 𝑎𝑛𝑑 𝑞1 = 𝑃(𝑦1 /𝑥1 )
where 𝑥𝑜 and 𝑥1 denote the events (X = 0) and (X = 1), respectively, and 𝑦𝑜 and 𝑦1 denote the events (Y =
0) and (Y = 1), respectively.
Note that 𝑝𝑜 + 𝑞𝑜 = 1 , 𝑝1 + 𝑞1 = 1
Let 𝑃(𝑥𝑜 ) = 0.5 , 𝑝𝑜 = 0.1 , and 𝑝1 = 0.2
(a) Find 𝑃 𝑦𝑜 𝑎𝑛𝑑 𝑃(𝑦1 )

(b) If a 0 was observed at the output, what is the probability that a 0 was the input state?
(c) If a 1 was observed at the output, what is the probability that a 1 was the input state?
(d) Calculate the probability of error Pe.
Solution
To simplify our solution we can do that by making tree diagram for our experiment:
(a) P yo = 𝑃 x o yo + 𝑃 x1 yo = 0.45 + 0.1 = 0.55
𝑃 𝑦1 = 𝑃 x 𝑜 𝑦1 + 𝑃 x1 𝑦1 = 0.05 + 0.4 = 0.45

𝑃 x 0 .𝑦0 0.45
(b) 𝑃 x o |𝑦0 = = = 0.818
𝑃 𝑦0 0.55
𝑃 x 1 .𝑦1 0.4
(c) 𝑃 x1 |𝑦1 = = = 0.889
𝑃 𝑦1 0.45
(d) 𝑃e = 𝑃 𝑥0 y1 + 𝑃 𝑥1 y0 = 0.05 + 0.1 = 0.15
Note: 𝑃 𝑥0y1 = 𝑃 y1 |𝑥0 𝑃 𝑥0 = 0.1 ∗ 0.5 = 0.05
𝑃 𝑥1 y0 = 𝑃 y0 |𝑥1 𝑃 𝑥1 = 0.2 ∗ 0.5 = 0.1
Or directly from tree diagram

problem_set_1_sol

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problem_set_1_sol

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Islamic University of Gaza Probability and Stochastic Processes

Faculty of Engineering EELE 3340

Problem Set #1 Solution

𝑝𝑜 = 𝑃(𝑦1 /𝑥𝑜 ) 𝑎𝑛𝑑 𝑝1 = 𝑃(𝑦𝑜 /𝑥1 )

(a) Find 𝑃 𝑦𝑜 𝑎𝑛𝑑 𝑃(𝑦1 )

𝑃 𝑦1 = 𝑃 x 𝑜 𝑦1 + 𝑃 x1 𝑦1 = 0.05 + 0.4 = 0.45

(d) 𝑃e = 𝑃 𝑥0 y1 + 𝑃 𝑥1 y0 = 0.05 + 0.1 = 0.15

Note: 𝑃 𝑥0y1 = 𝑃 y1 |𝑥0 𝑃 𝑥0 = 0.1 ∗ 0.5 = 0.05

𝑃 𝑥1 y0 = 𝑃 y0 |𝑥1 𝑃 𝑥1 = 0.2 ∗ 0.5 = 0.1

Or directly from tree diagram

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