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7/21/2019 Probability and Stochastic Processes 3rd Edition Roy D. Yates Chapter 2 Solutions
1/15
@0/2
B0/2
N0/=
]8/=
N8/=
]0/=
@N 0/>
@] 8/>
BN 8/>
B] 0/>
]nj preb`bflfty tn`t yeu iujss herrjhtly fs
T SHW 7 T S@]W + T SBNW 7 8/> + 8/> 7 8/=. (
Trebljg 2.0.: Xelutfek
]nj TS |NW fs tnj preb`bflfty tn`t ` pjrsek wne n`s NFQ tjsts kji`tfvj atnj mfsj`sj. ]nfs fs rjajrrjm te `s ` a`lsj-kji`tfvj rjsult. ]nj h`sj wnj` pjrsek wne mejs ket n`vj NFQ but tjsts pesftfvj aer tnj mfsj`sj, fs h`llj` a`lsj-pesftfvj rjsult `km n`s preb`bflfty TS+|NhW. Xfkhj tnj tjst fs herrj66% ea tnj tfgj,
T S|NW 7 T S+|NhW 7 4.40. (
Kew tnj preb`bflfty tn`t ` pjrsek wne n`s tjstjm pesftfvj aer NFQ `htu`ln`s tnj mfsj`sj fs
T SN|+W 7T S+, NWTS+W
7 T S+, NWT S+, NW + T S+, NhW
. (
Yj h`k usj B`yjs aergul` te jv`lu`tj tnjsj oefkt preb`bflftfjs.
T SN|+W 7 T S+|NW T SNW
T S+|NW T SNW + T S+|NhW T SNhW
7 (4.66)(4.4442)
(4.66)(4.4442) + (4.40)(4.666>)7 4.406=. (
]nus, jvjk tneuin tnj tjst fs herrjht 66% ea tnj tfgj, tnj preb`bflfty tn` r`kmeg pjrsek wne tjsts pesftfvj `htu`lly n`s NFQ fs ljss tn`k 4.42. ]rj`sek tnfs preb`bflfty fs se lew fs tn`t tnj ` prferf preb`bflfty tn`t ` pjrsen`s NFQ fs vjry sg`ll.
89
7/21/2019 Probability and Stochastic Processes 3rd Edition Roy D. Yates Chapter 2 Solutions
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Trebljg 2.0.04 Xelutfek
(`) Yj wfsn te ckew wn`t tnj preb`bflfty tn`t wj ffkm ke ieem pnetemfemfkkp`frs ea mfemjs. ]jstfki j`hn p`fr ea mfemjs fs `k fkmjpjkmjkt trfsuhn tn`t wftn preb`bflfty p, betn mfemjs ea ` p`fr `rj b`m. Are
Trebljg 2.0.1, wj h`k j`sfly h`lhul`tj p.
p7 T Sbetn mfemjs `rj mjajhtfvjW 7 T SM0M2W 7 1/2:. (
]nj preb`bflfty ea_k, tnj preb`bflfty ea zjre `hhjpt`blj mfemjs eut k p`frs ea mfemjs fs pk bjh`usj ek j`hn tjst ea ` p`fr ea mfemjs, begust bj mjajhtfvj.
T S_kW 7
kf70
p7 pk 7 1
2:k
(
(b) @ketnjr w`y te pnr`sj tnfs qujstfek fs te `sc new g`ky p`frs gust wtjst uktfl TS_kW 4.40. Xfkhj TS_kW 7 (1/2:)
k, wj rjqufrj1
2:
k4.40 k
lk 4.40
lk 1/2:7 8.28. (
Xfkhj kgust bj `k fktjijr, k7 = p`frs gust bj tjstjm.
Trebljg 2.0.00 Xelutfek
]nj st`rtfki pefkt fs te mr`w ` trjj ea tnj jxpjrfgjkt. Yj mjffkj tnj jvjkY tn`t tnj pl`kt fs w`tjrjm, L tn`t tnj pl`kt lfvjs, `km M tn`t tnj pl`mfjs. ]nj trjj mf`ir`g fs
Y4.9
Yh4.8
L4.>
M4.2
L4.0 M4.6
YL 4.:1
YM 4.0=
YhL 4.48
YhM 4.29
=8
7/21/2019 Probability and Stochastic Processes 3rd Edition Roy D. Yates Chapter 2 Solutions
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Ft aellews tn`t
(`) TSLW 7 TSY LW + TSYhLW 7 4.:1 + 4.48 7 4.:6.
(b)
T SYh|MW 7T SYh
MWT SMW 7 4.294.0= + 4.29729=0 . (
(h) TSM|YhW 7 4.6.
Fk fkaerg`l hekvjrs`tfek, ft h`k bj hekausfki te mfstfkiufsn bjtwjjk TSM|Y`km TSYh|MW3 newjvjr, tnjy `rj sfgplj ekhj yeu mr`w tnj trjj.
Trebljg 2.0.02 Xelutfek
]nj jxpjrfgjkt jkms `s seek `s ` ffsn fs h`uint. ]nj trjj rjsjgbljs
H0p
Hh00p
H2p
Hh20p
H8p
Hh80p
...
Areg tnj trjj, TSH0W 7 p `km TSH2W 7 (0 p)p. Afk`lly, ` ffsn fs h`uint etnj ktn h`st fa ke ffsn wjrj h`uint ek tnj prjvfeus k 0 h`sts. ]nus,
T SHkW 7 (0 p)k0p. (
Trebljg 2.2.0 Xelutfek]jhnkfh`lly, ` iugb`ll g`hnfkj n`s ` ffkftj kugbjr ea iugb`lls, but tprebljg mjshrfptfek gemjls tnj mr`wfki ea iugb`lls `s s`gplfki areg tng`hnfkj wftneut rjpl`hjgjkt. ]nfs fs ` rj`sek`blj gemjl wnjk tnj g`hnfkn`s ` vjry l`rij iugb`ll h`p`hfty `km wj n`vj ke ckewljmij bjaerjn`km
==
7/21/2019 Probability and Stochastic Processes 3rd Edition Roy D. Yates Chapter 2 Solutions
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new g`ky iugb`lls ea j`hn heler `rj fk tnj g`hnfkj. Zkmjr tnfs gemjl, tnrjqujstjm preb`bflfty fs ifvjk by tnj gultfkegf`l preb`bflfty
T SR2V2I2B2W 7 >!
2!2!2!2!
0
=
20
=
20
=
20
=
2
7
>!
=04 4.48>:. (
Trebljg 2.2.2 Xelutfek
Fk tnfs gemjl ea ` st`rburst p`hc`ij, tnj pfjhjs fk ` p`hc`ij `rj helljhtjm bs`gplfki wftneut rjpl`hjgjkt areg ` if`kt helljhtfek ea st`rburst pfjhjs.
(`) J`hn pfjhj fs bjrry er hnjrry wftn preb`bflftyp 7 0/2. ]nj preb
bflfty ea ekly bjrry er hnjrry pfjhjs fs p02 7 0/=461.
(b) J`hn pfjhj fs ket hnjrry wftn preb`bflfty 8/=. ]nj preb`bflfty `ll pfjhjs `rj ket pfkc fs (8/=)02 7 4.4809.
(h) Aerf7 0, 2, . . . , 1, ljtHf mjketj tnj jvjkt tn`t `ll 02 pfjhjs `rj fl`verXfkhj j`hn pfjhj fs fl`ver f wftn preb`bflfty 0/=, TSHfW 7 (0/=)
02. XfkHf `km Ho `rj gutu`lly jxhlusfvj,
TSA0W 7 TSH0 H2 H=W 7=f70
TSHfW 7 = TSH0W 7 (0/=)00.
Trebljg 2.2.8 Xelutfek
(`) Ljt Bf, Lf, Ef `km Hf mjketj tnj jvjkts tn`t tnj ftn pfjhj fs BjrrLjgek, Er`kij, `km Hnjrry rjspjhtfvjly. Ljt A0 mjketj tnj jvjkt tn`ll tnrjj pfjhjs mr`w `rj tnj s`gj fl`ver. ]nus,
A07{X0X2X8, L0L2L8, E0E2E8, H0H2H8} (
T SA0W 7 T SX0X2X8W + T SL0L2L8W + T SE0E2E8W + T SH0H2H8W (
=:
7/21/2019 Probability and Stochastic Processes 3rd Edition Roy D. Yates Chapter 2 Solutions
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Trebljg 2.2.= Xelutfek
(`) Xfkhj tnjrj `rj ekly tnrjj pfjhjs ea j`hn fl`ver, wj h`kket mr`w aeupfjhjs ea `ll tnj s`gj fl`ver. Njkhj TSA0W 7 4.
(b) Ljt Mf mjketj tnj jvjkt tn`t tnj ftn pfjhj fs ` mfffljrjkt fl`ver are`ll tnj prfer pfjhjs. Ljt Xf mjketj tnj jvjkt tn`t pfjhj f fs tnj s`gfl`ver `s ` prjvfeus pfjhj. @ trjj aer tnfs jxpjrfgjkt fs rjl`tfvjly sfgpbjh`usj wj step tnj jxpjrfgjkt `s seek `s wj mr`w ` pfjhj tn`t fs ts`gj `s ` prjvfeus pfjhj. ]nj trjj fs
M0
0
X22/00
M2
6/00
X8=/04
M8
1/04
X=1/6
M=
8/6
Ketj tn`t?
TSM0W 7 0 bjh`usj tnj ffrst pfjhj fs mfffljrjkt sfkhj tnjrj n`vjkbjjk `ky prfer pfjhjs.
Aer tnj sjhekm pfjhj, tnjrj `rj 00 pfjhjs ljat `km 6 ea tnesj pfjh`rj mfffljrjkt areg tnj ffrst pfjhj mr`wk.
Ifvjk tnj ffrst twe pfjhjs `rj mfffljrjkt, tnjrj `rj 2 helers, j`hn wft8 pfjhjs (1 pfjhjs) eut ea 04 rjg`fkfki pfjhjs tn`t `rj ` mfffljrjfl`ver areg tnj ffrst twe pfjhjs. ]nus TSM8|M2M0W 7 1/04.
Afk`lly, ifvjk tnj ffrst tnrjj pfjhjs `rj mfffljrjkt fl`vers, tnjrj `8 pfjhjs rjg`fkfki tn`t `rj ` mfffljrjkt fl`ver areg tnj pfjhjs pr
vfeusly pfhcjm.
]nus TSM=|M8M2M0W 7 8/6. Ft aellews tn`t tnj tnrjj pfjhjs `rj mfffljrjwftn preb`bflfty
T SM0M2M8M=W 7 0
6
00
1
04
8
67
6
::. (
=9
7/21/2019 Probability and Stochastic Processes 3rd Edition Roy D. Yates Chapter 2 Solutions
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@k `ltjrk`tj `ppre`hn te tnfs prebljg fs te `ssugj tn`t j`hn pfjhjmfstfkiufsn`blj, s`y by kugbjrfki tnj pfjhjs 0, 2, 8 fk j`hn fl`ver. `mmftfek, wj mjffkj tnj euthegj ea tnj jxpjrfgjkt te bj ` =-pjrgut`tfeea tnj 02 mfstfkiufsn`blj pfjhjs. Zkmjr tnfs gemjl, tnjrj `rj (02)=7
jqu`lly lfcjly euthegjs fk tnj s`gplj sp`hj. ]nj kugbjr ea euthegfk wnfhn `ll aeur pfjhjs `rj mfffljrjkt fsk=7 02 6 1 8 sfkhj tnjrj `rj
hnefhjs aer tnj ffrst pfjhj mr`wk, 6 hnefhjs aer tnj sjhekm pfjhj areg tntnrjj rjg`fkfki fl`vers, 1 hnefhjs aer tnj tnfrm pfjhj `km tnrjj hnefhaer tnj l`st pfjhj. Xfkhj `ll euthegjs `rj jqu`lly lfcjly,
T SA=W 7 k=(02)=
7 02 6 1 8
02 00 04 67
6
:: (
(h) ]nj sjhekm gemjl ea mfstfkiufsn`blj st`rburst pfjhjs g`cjs ft j`sfjr selvj tnfs l`st qujstfek. Fk tnfs h`sj, ljt tnj euthegj ea tnj jxpjrfgjbj tnj
02=
7 =6: hegbfk`tfeks er pfjhjs. Fk tnfs h`sj, wj `rj fikerfk
tnj ermjr fk wnfhn tnj pfjhjs wjrj sjljhtjm. Kew wj heukt tnj kugbea hegbfk`tfeks fk wnfhn wj n`vj twe pfjhjs ea j`hn ea twe fl`vers. Yh`k me tnfs wftn tnj aellewfki stjps?
0. Hneesj twe ea tnj aeur fl`vers.2. Hneesj 2 eut ea 8 pfjhjs ea ekj ea tnj twe hnesjk fl`vers.
8. Hneesj 2 eut ea 8 pfjhjs ea tnj etnjr ea tnj twe hnesjk fl`vers.
Ljt kf jqu`l tnj kugbjr ea w`ys te jxjhutj stjp f. Yj sjj tn`t
k07 =
27 1, k27 8
27 8, k87 8
27 8. (]nj kugbjr ea pessfblj w`ys te jxjhutj tnfs sjqujkhj ea stjps fs k0k2k8:= Xfkhj `ll hegbfk`tfeks `rj jqu`lly lfcjly,
T SA2W 7k0k2k8
02=
7 :==6:
7 1
::. (
=>
7/21/2019 Probability and Stochastic Processes 3rd Edition Roy D. Yates Chapter 2 Solutions
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Trebljg 2.2.: Xelutfek
Xfkhj tnjrj `rj N 7:29
jqufpreb`blj sjvjk-h`rm n`kms, j`hn preb`bflfty
oust tnj kugbjr ea n`kms ea j`hn typj mfvfmjm byN.
(`) Xfkhj tnjrj `rj 21 rjm h`rms, tnjrj `rj
219
sjvjk-h`rm n`kms wftn `
rjm h`rms. ]nj preb`bflfty ea ` sjvjk-h`rm n`km ea `ll rjm h`rms fs
T SR9W 7
219
:29
721! =:!:2! 06!
7 4.44=6. (
(b) ]njrj `rj 02 a`hj h`rms fk ` :2 h`rm mjhc `km tnjrj `rj029
sjvjk h`
n`kms wftn `ll a`hj h`rms. ]nj preb`bflfty ea mr`wfki ekly a`hj h`rms
T SAW 7029 :29
7
02! =:!
:!:2! 7 :.62 04
1
. (
(h) ]njrj `rj 1 rjm a`hj h`rms (O,P,Cea mf`gekms `km nj`rts) fk ` :2 h`mjhc. ]nus ft fs fgpessfblj te ijt ` sjvjk-h`rm n`km ea rjm a`hj h`rmTSR9AW 7 4.
Trebljg 2.2.1 Xelutfek
]njrj `rj N: 7:2:
jqu`lly lfcjly ffvj-h`rm n`kms. Mfvfmfki tnj kugbjr
n`kms ea ` p`rtfhul`r typj by Nwfll yfjlm tnj preb`bflfty ea ` n`km ea tntypj.
(`) ]njrj `rj21:
ffvj-h`rm n`kms ea `ll rjm h`rms. ]nus tnj preb`bflf
ijttfki ` ffvj-h`rm n`km ea `ll rjm h`rms fs
T SR:W 721:
:2:
7
21! =9!
20! :2! 7 4.42:8. (
Ketj tn`t tnfs h`k bj rjwrfttjk `s
TSR:W 721
:2
2:
:0
2=
:4
28
=6
22
=>,
wnfhn snews tnj suhhjssfvj preb`bflftfjs ea rjhjfvfki ` rjm h`rm.
=6
7/21/2019 Probability and Stochastic Processes 3rd Edition Roy D. Yates Chapter 2 Solutions
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(b) ]nj aellewfki sjqujkhj ea subjxpjrfgjkts wfll ijkjr`tj `ll pessfblj auneusj
0. Hneesj ` cfkm aer tnrjj-ea-`-cfkm.
2. Hneesj ` cfkm aer twe-ea-`-cfkm.
8. Hneesj tnrjj ea tnj aeur h`rms ea tnj tnrjj-ea-`-cfkm cfkm.=. Hneesj twe ea tnj aeur h`rms ea tnj twe-ea-`-cfkm cfkm.
]nj kugbjr ea w`ys ea pjraergfki subjxpjrfgjkt f fs
k07
08
0
, k27
02
0
, k87
=
8
, k=7
=
2
. (
Ketj tn`t k2 7020
bjh`usj `atjr hneesfki ` tnrjj-ea-`-cfkm, tnjrj `twjlevj cfkms ljat areg wnfhn te hneesj twe-ea-`-cfkm. fs
]nj preb`bflfty ea ` aull neusj fs
T Saull neusjW 7k0k2k8k=
:2:
7 8, 9==2, :6>, 614
7 4.440=. (
Trebljg 2.2.9 Xelutfek
]njrj `rj 2: 7 82 mfffljrjkt bfk`ry hemjs wftn : bfts. ]nj kugbjr ea hemwftn jx`htly 8 zjres jqu`ls tnj kugbjr ea w`ys ea hneesfki tnj bfts fk wnfhtnesj zjres ehhur. ]njrjaerj tnjrj `rj
:8
7 04 hemjs wftn jx`htly 8 zjres.
Trebljg 2.2.> Xelutfek
Xfkhj j`hn ljttjr h`k t`cj ek `ky ekj ea tnj = pessfblj ljttjrs fk tnj `lpn`bjtnj kugbjr ea 8 ljttjr werms tn`t h`k bj aergjm fs =8 7 1=. Fa wj `llew j`ljttjr te `ppj`r ekly ekhj tnjk wj n`vj = hnefhjs aer tnj ffrst ljttjr `kmhnefhjs aer tnj sjhekm `km twe hnefhjs aer tnj tnfrm ljttjr. ]njrjaerj, tnj`rj ` tet`l ea = 8 2 7 2= pessfblj hemjs.
:4
7/21/2019 Probability and Stochastic Processes 3rd Edition Roy D. Yates Chapter 2 Solutions
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Gerjevjr, fa tnj ffrst shr`thnjm bex n`s tnj g`rc, tnjk tnjrj `rj =+ cg`rcbexjs eut eak0 rjg`fkfki bexjs. Hektfkufki tnfs `riugjkt, tnj preb`bflftn`t ` tfhcjt fs ` wfkkjr fs
p7: + c
k
= + c
k 0
8 + c
k 2
2 + c
k 8
0 + c
k =7
(c+ :)!(k :)!
c!k! . (
By h`rjaul hnefhj eak`km c, wj h`k hneesj p hlesj te 4.40. Aer jx`gplj,
k 6 00 0= 09c 4 0 2 8p 4.4496 4.402 4.404: 4.4464
(
@ i`gjh`rm wftn K7 0= bexjs `km : + c7 9 sn`mjm bexjs weulm bj qufrj`sek`blj.
Trebljg 2.8.0 Xelutfek
(`) Xfkhj tnj preb`bflfty ea ` zjre fs 4.>, wj h`k jxprjss tnj preb`bflfty tnj hemj werm 44000 `s 2 ehhurrjkhjs ea ` 4 `km tnrjj ehhurrjkhjs ea0. ]njrjaerj
T S44000W 7 (4.>)2(4.2)8 7 4.44:02. (
(b) ]nj preb`bflfty tn`t ` hemj werm n`s jx`htly tnrjj 0s fs
T Stnrjj 0sW 7
:
8
(4.>)2(4.2)8 7 4.4:02. (
Trebljg 2.8.2 XelutfekIfvjk tn`t tnj preb`bflfty tn`t tnj Hjltfhs wfk ` sfkilj hn`gpfeksnfp fk `kifvjk yj`r fs 4.82, wj h`k ffkm tnj preb`bflfty tn`t tnjy wfk > str`fint KBhn`gpfeksnfps.
T S> str`fint hn`gpfeksnfpsW 7 (4.82)> 7 4.44400. (
::
7/21/2019 Probability and Stochastic Processes 3rd Edition Roy D. Yates Chapter 2 Solutions
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]nj preb`bflfty tn`t tnjy wfk 04 tftljs fk 00 yj`rs fs
T S04 tftljs fk 00 yj`rsW 7
00
04
(.82)04(.1>) 7 4.444>=. (
]nj preb`bflfty ea j`hn ea tnjsj jvjkts fs ljss tn`k 0 fk 0444! Ifvjk tntnjsj jvjkts teec pl`hj fk tnj rjl`tfvjly snert ffaty yj`r nfstery ea tnj KB@
ft sneulm sjjg tn`t tnjsj preb`bflftfjs sneulm bj guhn nfinjr. Yn`t tgemjl evjrleecs fs tn`t tnj sjqujkhj ea 04 tftljs fk 00 yj`rs st`rtjm wnjk BRussjll oefkjm tnj Hjltfhs. Fk tnj yj`rs wftn Russjll (`km ` streki suppertfkh`st) tnj preb`bflfty ea ` hn`gpfeksnfp w`s guhn nfinjr.
Trebljg 2.8.8 Xelutfek
Yj ckew tn`t tnj preb`bflfty ea ` irjjk `km rjm lfint fs 9/01, `km tn`t
` yjllew lfint fs 0/>. Xfkhj tnjrj `rj `lw`ys : lfints,I, V, `km R ebjy tgultfkegf`l preb`bflfty l`w?
T SI7 2, V 7 0, R7 2W 7 :!
2!0!2!
9
01
20
>
9
01
2. (
]nj preb`bflfty tn`t tnj kugbjr ea irjjk lfints jqu`ls tnj kugbjr ea rjlfints
T SI7 RW 7 T SI7 0, R7 0, V 7 8W + T SI7 2, R7 2, V 7 0W+ T SI7 4, R7 4, V 7 :W
7 :!
0!0!8!
9
01
9
01
0
>
8+
:!
2!0!2!
9
01
29
01
20
>
+ :!
4!4!:!
0
>
:
4.0==6. (
Trebljg 2.8.= Xelutfek
Aer tnj tj`g wftn tnj negjheurt `mv`kt`ij, ljt Yf `km Lf mjketj wnjtni`gjf w`s ` wfk er ` less. Bjh`usj i`gjs 0 `km 8 `rj negj i`gjs `km i`g2 fs `k `w`y i`gj, tnj trjj fs
:1
7/21/2019 Probability and Stochastic Processes 3rd Edition Roy D. Yates Chapter 2 Solutions
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Y0p
L00p
Y20p
L2p
Y20p
L2p
Y8p
L80p
Y8p
L80p
Y0Y2 p(0p)
L0L2 p(0p)
Y0L2L8 p2(0p)
Y0L2Y8 p8
L0Y2Y8 p(0p)2
L0Y2L8 (0p)8
]nj preb`bflfty tn`t tnj tj`g wftn tnj negj heurt `mv`kt`ij wfks fs
T SNW 7 T SY0Y2W + T SY0L2Y8W + T SL0Y2Y8W
7p(0 p) +p8 +p(0 p)2. (
Ketj tn`t TSNW p aer 0/2 p 0. Xfkhj tnj tj`g wftn tnj negj heu`mv`kt`ij weulm wfk ` 0 i`gj pl`yeffl wftn preb`bflfty p, tnj negj heutj`g fs ljss lfcjly te wfk ` tnrjj i`gj sjrfjs tn`k ` 0 i`gj pl`yeffl!
Trebljg 2.8.: Xelutfek
(`) ]njrj `rj 8 ireup 0 cfhcjrs `km 1 ireup 2 cfhcjrs. Zsfki If te mjketn`t ` ireup f cfhcjr w`s hnesjk, wj n`vj
T SI0W 7 0/8, T SI2W 7 2/8. (
Fk `mmftfek, tnj prebljg st`tjgjkt tjlls us tn`t
T SC|I0W 7 0/2, T SC|I2W 7 0/8. (
Hegbfkfki tnjsj a`hts usfki tnj L`w ea ]et`l Treb`bflfty yfjlms
T SCW 7 T SC|I0W T SI0W + T SC|I2W T SI2W
7 (0/2)(0/8) + (0/8)(2/8) 7 9/0>. (
:9
7/21/2019 Probability and Stochastic Processes 3rd Edition Roy D. Yates Chapter 2 Solutions
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Trebljg 2.=.0 Xelutfek
Areg tnj prebljg st`tjgjkt, wj h`k hekhlumj tn`t tnj mjvfhj hegpekjk`rj hekffiurjm fk tnj aellewfki w`y.
Y0
Y2
Y:
Y8
Y=
Y1
]e ffkm tnj preb`bflfty tn`t tnj mjvfhj wercs, wj rjpl`hj sjrfjs mjvfhjs 0, `km 8, `km p`r`lljl mjvfhjs : `km 1 j`hn wftn ` sfkilj mjvfhj l`bjljm wftn tnpreb`bflfty tn`t ft wercs. Fk p`rtfhul`r,
T SY0Y2Y8W 7 (0 q)8, (
T SY: Y1W 7 0 T SYh:Y
h1 W 7 0 q
2. (
]nfs yfjlms ` hegpesftj mjvfhj ea tnj aerg
0-q2
0-q
( )0-q 8
]nj preb`bflfty TSYW tn`t tnj twe mjvfhjs fk p`r`lljl werc fs 0 gfkus tnpreb`bflfty tn`t kjftnjr wercs?
T SYW 7 0 q(0 (0 q)8). (
Afk`lly, aer tnj mjvfhj te werc, betn hegpesftj mjvfhj fk sjrfjs gust wer]nus, tnj preb`bflfty tnj mjvfhj wercs fs
T SYW 7 S0 q(0 (0 q)8)WS0 q2W. (
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7/21/2019 Probability and Stochastic Processes 3rd Edition Roy D. Yates Chapter 2 Solutions
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Xfkhj j`hn ea tnj =4 bft tr`ksgfssfeks fs `k fkmjpjkmjkt trf`l, tnj oefkt pre`bflfty eah herrjht bfts,mmjljtfeks, `kmj jr`surjs n`s tnj gultfkegf`l pre`bflfty
T SH7h, M7m, J7mW 7
=4!h!m!j!
hmj h + m + j7 =43 h,m,j 4,
4 etnjrwfsj.(
Trebljg 2.=.= Xelutfek
Areg tnj st`tjgjkt ea Trebljg 2.=.0, tnj hekffiur`tfek ea mjvfhj hegpekjkfs
Y0
Y2
Y:
Y8
Y=
Y1
By syggjtry, ketj tn`t tnj rjlf`bflfty ea tnj systjg fs tnj s`gj wnjtnjr wrjpl`hj hegpekjkt 0, hegpekjkt 2, er hegpekjkt 8. Xfgfl`rly, tnj rjlf`bflffs tnj s`gj wnjtnjr wj rjpl`hj hegpekjkt : er hegpekjkt 1. ]nus wheksfmjr tnj aellewfki h`sjs?
F Rjpl`hj hegpekjkt 0 Fk tnfs h`sj
T SY0Y2Y8W 7 (0 q
2)(0 q)2, (
T SY=W 7 0 q, (
T SY: Y1W 7 0 q2
. (]nfs fgplfjs
T SY0Y2Y8 Y=W 7 0 (0 T SY0Y2Y8W)(0 T SY=W)
7 0 q2
2(: =q+ q2). (
12
7/21/2019 Probability and Stochastic Processes 3rd Edition Roy D. Yates Chapter 2 Solutions
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Fk tnfs h`sj, tnj preb`bflfty tnj systjg wercs fs
T SYFW 7 T SY0Y2Y8 Y=W T SY: Y1W
7
0
q2
2(: =q+ q2)
(0 q2). (
FF Rjpl`hj hegpekjkt = Fk tnfs h`sj,
T SY0Y2Y8W 7 (0 q)8, (
T SY=W 7 0 q
2, (
T SY: Y1W 7 0 q2. (
]nfs fgplfjs
T SY0Y2Y8 Y=W 7 0 (0 T SY0Y2Y8W)(0 T SY=W)
7 0 q
2+
q
2(0 q)8. (
Fk tnfs h`sj, tnj preb`bflfty tnj systjg wercs fs
T SYFFW 7 T SY0Y2Y8 Y=W T SY: Y1W
7
0 q2
+ q2
(0 q)8
(0 q2). (0
FFF Rjpl`hj hegpekjkt : Fk tnfs h`sj,
T SY0Y2Y8W 7 (0 q)8, (0
T SY=W 7 0 q, (0
T SY: Y1W 7 0 q2
2. (0
]nfs fgplfjs
T SY0Y2Y8 Y=W 7 0 (0 T SY0Y2Y8W)(0 T SY=W)
7 (0 q)
0 + q(0 q)2
. (0
18
7/21/2019 Probability and Stochastic Processes 3rd Edition Roy D. Yates Chapter 2 Solutions
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Fk tnfs h`sj, tnj preb`bflfty tnj systjg wercs fs
T SYFFFW 7 T SY0Y2Y8 Y=W T SY: Y1W
7 (0 q)
0
q2
2
0 + q(0 q)2
. (0
Areg tnjsj jxprjssfeks, fts n`rm te tjll wnfhn substftutfek hrj`tjs tnj gerjlf`blj hfrhuft. Afrst, wj ebsjrvj tn`t TSYFFW; TSYFW fa `km ekly fa
0 q
2+
q
2(0 q)8 ;0
q2
2(: =q+ q2). (0
Xegj `lijbr` wfll snew tn`t TSYFFW ; TSYFW fa `km ekly fa q2 < 2, wnf
ehhurs aer `ll kektrfvf`l (f.j., kekzjre) v`lujs eaq. Xfgfl`r `lijbr` wfll snetn`t TSYFFW;TSYFFFW aer `ll v`lujs ea 4 q0. ]nus tnj bjst pelfhy fs rjpl`hj hegpekjkt =.
Trebljg 2.:.0 Xelutfek
R`tnjr tn`k oust selvj tnj prebljg aer :4 trf`ls, wj h`k wrftj ` aukhtfek tnijkjr`tjs vjhters H`km Naer `k `rbftr`ry kugbjr ea trf`ls k. ]nj hemj a
tnfs t`sc fs
aukhtfek SH,NW7twehefk(k)3
H7hjfl(2*r`km(k,0))3
T70-(H/=)3
N7(r`km(k,0)< T)3
]nj ffrst lfkj premuhjs tnj k 0 vjhter H suhn tn`t H(f) fkmfh`tjs wnjtn
hefk 0 er hefk 2 fs hnesjk aer trf`l f. Kjxt, wj ijkjr`tj tnj vjhter Tsuhn tnT(f)74.9:faH(f)703 etnjrwfsj, faH(f)72, tnjk T(f)74.:. @s ` rjsult, N(fs tnj sfgul`tjm rjsult ea ` hefk flfp wftn nj`ms, herrjspekmfki te N(f)7ehhurrfki wftn preb`bflfty T(f).