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Probability Random Variables and Stochastic Processes - Papoulis
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Solutions Manual
to accompany
Probability,
Random Variables
and
Stochastic Processes
Fourth Edition
Athanasios Papoulis
Polytechnic University
S. Unnikrishna Pillai
Polytechnic University
Solutions Manual to accompany
PROBABILITY, RANDOM VARIABLES AND STOCHASTIC PROCESSES, FOURTH EDITION
ATHANASIOS PAPOULIS
Published by McGraw-Hill Higher Education, an imprint of The McGraw-Hill Companies, Inc., 1221 Avenue of the Americas,
New York, NY 10020. Copyright © 2002 by The McGraw-Hill Companies, Inc. All rights reserved.
The contents, or parts thereof, may be reproduced in print form solely for classroom use with PROBABILITY, RANDOM
VARIABLES AND STOCHASTIC PROCESSES, FOURTH EDITION, provided such reproductions bear copyright notice, but may
not be reproduced in any other form or for any other purpose without the prior written consent of The McGraw-Hill Companies, Inc.,
including, but not limited to, in any network or other electronic storage or transmission, or broadcast for distance learning.
www.mhhe.com
CHAPTER
2
2-1
We
use
De Morgan's law:
-
-
(a)
X+6+
I+B
=
AB
+
A%
=
A(B+%)
=
A
because
=
(01
BB
=
I01
2-2
If
A
=
{2<x;5)
-
B
=
{3<x<61
- -
S
=
{-=-<x<=-)
then
A+B
=
{2<x<6)
- -
AB
=
{3<x<5)
-
-
(A+B)(E)
=
{2<x<61
- -
[{x<31
+
Ex>51]
=
{2<x<3)
-
+
{5<x<61
-
2-3
If
AB
=
(0
1
then
A
c;;
hence
P (A)
-
<
P
(i)
2-4
(a)
P(A)
=
P(AB)
+
P(A~)
P(B)
=
P(AB)
+
P(XB)
If,
therefore,
P(A) =P(B)
=
P(AB)
then
P(G)
=
0
~(h)
=
0
hence
P(XB+AIB)
=
P(XB)
+
P(A%)
=
o
(b)
If
P(A)
=
P (B)
=
1
then
1
=
P (A)
5
P
(A
+
B)
hence
1
=
P(A+B)
=
P(A)
+
P(B)
-
P(AB)
=
2
-
P(AB)
This
vields P(AB)
=
1
2-5 From (2-1
3)
it
follows
that
P(A+B+C)
=
P(A)
+
P(B+C)
-
P[A(B+c)]
P(B+C)
=
P(B)
+
P(C)
-
P(BC)
P [A(B
+
C)
]
=
P (AB)
+
P(AC)
-
P(ABC)
because ABAC
=
ABC. Combining, we
obtain
the
desired
result.
Using
induction,
we
can
show similarly
that
?(A +A2+*-+A
)
=
P(A1)
+
P(A2)+*** +P(An)
1
n
-
P(A A
)
-
...
-
12
P
'An-lAn'
+
P (A1A2A3)
+
+
P (An-2An)
*..*.I................*.,.*
kP(A A
**
An)
12
___
_..__---I
-.
----
-
2-6
Any subset of
S
contains a countable number of elements, hence,
it
can be written as a countable union of elementary events.
It
is
therefore an event.
2-7 Forming all unions, intersections, and complements of the sets
El)
and {2,3),
we
obtain the following
sets:
(01,
C11,
(41, {2,31, {1,41, {1,2,31, {2,3,41, {1,2,3,41
2-8 If ACB,P(A)
=
114, and P(B)
=
113, then
2-10 We use induction. The formula
is
true for n=2 because
P(A1A2)
-
P(A~IA~)P(A~).
Suppose that
it
is
true for n. Since
we conclude that
it
must be true forn+l.
2-11 First solution. The total number of
m
element subsets equals (") (see
m
Probl. 2-26). The total number of
m
element subsets containing
5
equals
0
n-
l
(m-l) Hence
Second solution.
Clearly,
P{C,
IA~)
=
mln
is
the probability that
5
0
is
in
a
specific
Am.
Hence (total probability)
where the summation
is
over
all
sets
A
.
m
2
2-12 (a) PE6<t<81=-
- -
10
PE6rts81 2
(b)
~{6
-
<
t
-
<
81t
>
51
=
P(t,
51
=
-
5
2-13 From (2-27)
it
follows that
Equating the two sides and setting
tl=tO+
At
we
obtain
for every
to.
Hence,
Differentiating the setting
c=a(O),
we
conclude that
2-14
If
A
and
B
are independent,
then P (AB)
=
P
(A)P (B)
.
If they are
mutually exclusive, then
P(AB)
=
0,
Hence,
A
and
B
are mutually
exclusive and independent iff
P(A)P(B)
=
0.
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