Recent questions tagged random-variable

Let $X, N, Y$ and $Z$ be random variables. The variables $X$ and $N$ are independent of each other. $X$ is uniformly distributed between $-1$ and $1 ; N$ follows Normal d...

The random variable $X$ takes values in $\{-1,0,1\}$ with probabilities $P(X=-1)=P(X=1)=\alpha$ and $P(X=0)=1-2 \alpha$, where $0<\alpha<1 / 2$.Let $g(\alpha)$ denote the...

​​​​A white Gaussian noise $w(t)$ with zero mean and power spectral density $\frac{N_{0}}{2}$, when applied to a first-order RC low pass filter produces an output $n(t)$....

Suppose $\text{X}$ and $\text{Y}$ are independent and identically distributed random variables that are distributed uniformly in the interval $[0,1]$. The probability tha...

Let $X(t)=A \cos \left(2 \pi f_{0} t+\theta\right)$ be a random process, where amplitude $A$ and phase $\theta$ are independent of each other, and are uniformly distribut...

A random variable $\mathrm{X}$, distributed normally as $\mathrm{N(0,1)}$ undergoes the transformation$\mathrm{Y}=\mathrm{h}(\mathrm{X})$, given in the figure. The form o...

Consider a fair coin with probability of heads and tails equal to $1 / 2$. Moreover consider two dice, first $\mathrm{D}_{1}$ that has three faces numbered $1,3,5$ and se...

Recall that the entropy (in bits) of a random variable $\mathrm{X}$ which takes values in $\mathbb{N}$, the set of natural numbers, is defined as$$H(X)=\sum_{n=1}^{\infty...

Consider a disk $D$ of radius $1$ centered at the origin. Let $X$ be a point uniformly distributed on $D$ and let the distance of $X$ from the origin be $R$. Let $A$ be t...

Let $X$ and $Y$ be two independent and identically distributed random variables. Let $Z=\max (X, Y)$ and $W=\min (X, Y)$. Which of the following is true?$Z$ and $W$ are i...

Consider a random variable $X$ that takes integer values $1$ through $10$ each with equal probability. Now consider random variable\[Y=\min (7, \max (X, 4)).\]What is the...

Let $X$ be a uniform random variable between $[0,1]$. And let\[M=\min _{m X \geq 1, m \in \mathbb{N}} m .\]Then which of the following is true?$E(M)=\infty$$E(M) \in[5,10...

For a non-negative continuous random variable $X$, which of the following is TRUE?$E\{X\}=\int_{0}^{\infty} P(X>x) d x$.$E\{X\}=\int_{0}^{\infty} P(X \leq x) d x$.$P(X<x)...

Assume that $Y, Z$ are independent, zero-mean, continuous random variables with variances $\sigma_{Y}^{2}$ and $\sigma_{Z}^{2},$ respectively. Let $X=Y+Z$. The optimal va...

Let $X$ and $Y$ be two zero mean independent continuous random variables. Let $Z_{1}=\max (X, Y)$, and $Z_{2}=\min (X, Y)$. Then which of the following is TRUE.$Z_{1}$ an...

$X, Y, Z$ are integer valued random variables with the following two properties:$X$ and $Y$ are independent.For all integer $x$, conditioned on the event $\{X=x\}$, we ha...

A surprise quiz contains three multiple choice questions; question $1$ has $3$ suggested answers, question $2$ has four, and question $3$ has two. A completely unprepared...

Consider four coins, three of which are fair, that is they have heads on one side and tails on the other and both are equally likely to occur in a toss. The fourth coin h...

Suppose that a random variable $X$ can take $5$ values $\{1,2,3,4,5\}$ with probabilities that depend upon $n \geq 0$ and are given by\[P(X=k)=\frac{e^{k n}}{e^{n}+e^{2 n...

A drunken man walks on a straight lane. At every integer time (in seconds) he moves a distance of $1$ unit randomly, either forwards or backwards. What is the expectation...

Suppose that $X_{1}$ and $X_{2}$ denote the output of rolls of two independent dices that can each take integer values $\{1,2,3,4,5,6\}$ with probability $1 / 6$ for each...

A tourist starts by taking one of the $n$ available paths, denoted by $1,2, \cdots, n$. An hour into the journey, the path $i$ subdivides into further $1+i$ subpaths, onl...

We have the sequence, $a_{n}=\frac{1}{n \log ^{2} n}, n \geq 2$, where log is the logarithm to the base $2$ and let $A=\sum_{n=2}^{\infty} a_{n}$ be the sum of the sequen...

Given $n$ independent Bernoulli random variables, taking value $1$ with probability $p$ and $0$ with probability $1-p$. Then, which of the following is the value of $E\le...

Suppose that $X$ is a real valued random variable and $E[\exp X]=2$. Then, which of the following must be $\text{TRUE? Hint:}$ $(\exp (x)+\exp (y)) / 2 \geq \exp ((x+y) /...

Consider two random variables $X$ and $Y$ which take values in a finite set $S$. Let $p_{X, Y}$ represent their joint probability mass function (p.m.f.) and let $p_{X}$ a...

Let $X, Z_{1}$, and $Z_{2}$ be independent random variables taking values in the set $\{0,1\}$. $X$ is uniformly distributed in $\{0,1\}$, while the distributions of $Z_{...

Let $X$ and $Y$ be two independent and identically distributed binary random variables that take values $\{-1,+1\}$ each with probability $1 / 2$. Let $Z_{1}=\max (X, Y)$...

Recall that for a random variable $X$ which takes values in $\mathbb{N}$, the set of natural numbers, its entropy in bits is defined as\[H(X)=\sum_{n=1}^{\infty} p_{n} \l...

Let $X_{1}$ and $X_{2}$ be two independent continuous real-valued random variables taking values in the unit interval $[0,1]$. Let $Y=\max \left\{X_{1}, X_{2}\right\}$ an...