Homework Assignment for ECE 534 - Fall 2009 - Prof. Venugopal V. Veeravalli, Assignments of Electrical and Electronics Engineering

The first homework assignment for the ece 534 course in the fall semester of 2009. It includes various problems related to probability theory, random variables, and their distributions. The assignment covers topics such as sample spaces, event spaces, probability measures, conditional probability, and joint cumulative distribution functions.

Typology: Assignments

Pre 2010

Uploaded on 02/24/2010

koofers-user-kd1
koofers-user-kd1 🇺🇸

10 documents

1 / 2

Toggle sidebar

This page cannot be seen from the preview

Don't miss anything!

bg1
ECE 534 Fall 2009
August 27, 2009
Homework Assignment 1
Due Date: Thursday, September 10 (in class)
Announcement: There will be a probability review quiz on Tuesday, September 15 from 8:00-9:30
PM (the room will be announced later). The quiz will be closed book and you will not be allowed any
notes. Also, calculators, laptop computers, PDA’s, etc. are not permitted.
Reading: Chapter 1 of text (and if necessary, the notes on the ECE 313 website). Also read the
solutions to the even numbered problems of Chapter 1 given at the end of the book.
1. Tung, our beloved TA, has two coins in his pocket: one is a fair coin with a head and a tail, the
other is a special coin with two heads. Tung picks out a coin randomly, tosses it and observes
if he gets a head or a tail. After that, he puts the coin back into the pocket and repeats the
procedure once more. Specify the sample space Ω, the event space F, and the probability measure
Passigned to each event in F. What is the probability that a head was obtained in the first toss
given that the second toss is a tail?
2. Problem 1.3 of text.
3. Consider a communication system in which information is transmitted in bytes (sequences of 8 bits)
and all bytes are equally probable. A byte bis represented by the sequence of bits [b1, b2, . . . , b8],
where bi {0,1}. The weight of a byte is the number of 1’s in the byte, i.e.,
w(b) =
8
X
i=1
bi
Define the following events:
A={b:b1=b2= 1},and B={b:w(b) is odd}
Evaluate P(A), P(B), P(B|A), and P(A|B).
4. Problem 1.7 of text.
5. Let U,V,Wbe independent, exponentially distributed random variables with parmeter α. Hence
each variable has mean 1
αand variance 1
α2.
(a) Evaluate E[W2].
(b) Evaluate E[UV W + 3U2].
(c) Evalulate Cov(2 + U, U V ).
6. Problem 1.11 of text.
7. Problem 1.21 of text.
c
V. V. Veeravalli, 2009 1
pf2

Partial preview of the text

Download Homework Assignment for ECE 534 - Fall 2009 - Prof. Venugopal V. Veeravalli and more Assignments Electrical and Electronics Engineering in PDF only on Docsity!

ECE 534 Fall 2009 August 27, 2009

Homework Assignment 1

Due Date: Thursday, September 10 (in class) Announcement: There will be a probability review quiz on Tuesday, September 15 from 8:00-9: PM (the room will be announced later). The quiz will be closed book and you will not be allowed any notes. Also, calculators, laptop computers, PDA’s, etc. are not permitted. Reading: Chapter 1 of text (and if necessary, the notes on the ECE 313 website). Also read the solutions to the even numbered problems of Chapter 1 given at the end of the book.

  1. Tung, our beloved TA, has two coins in his pocket: one is a fair coin with a head and a tail, the other is a special coin with two heads. Tung picks out a coin randomly, tosses it and observes if he gets a head or a tail. After that, he puts the coin back into the pocket and repeats the procedure once more. Specify the sample space Ω, the event space F, and the probability measure P assigned to each event in F. What is the probability that a head was obtained in the first toss given that the second toss is a tail?
  2. Problem 1.3 of text.
  3. Consider a communication system in which information is transmitted in bytes (sequences of 8 bits) and all bytes are equally probable. A byte b is represented by the sequence of bits [b 1 , b 2 ,... , b 8 ], where bi ∈ { 0 , 1 }. The weight of a byte is the number of 1’s in the byte, i.e.,

w(b) =

∑^8

i=

bi Define the following events: A = {b : b 1 = b 2 = 1}, and B = {b : w(b) is odd} Evaluate P(A), P(B), P(B|A), and P(A|B).

  1. Problem 1.7 of text.
  2. Let U , V ,W be independent, exponentially distributed random variables with parmeter α. Hence each variable has mean (^) α^1 and variance (^) α^12. (a) Evaluate E[W 2 ]. (b) Evaluate E[U V W + 3U 2 ]. (c) Evalulate Cov(2 + U, U V ).
  3. Problem 1.11 of text.
  4. Problem 1.21 of text.

©cV. V. Veeravalli, 2009 1

  1. We are given the joint cdf FX,Y (x, y) =

[

1 +^14 (e−x−^3 y^ − e−x^ − e−^3 y)

]

(^11) {x≥ 0 } (^11) {y≥ 0 } (a) Evaluate P{X ≤ 1 , Y ≤ 2 }. (b) Find FX (x) and FY (y). (c) Are X and Y independent?

  1. Let a > 0 and suppose (X, Y ) is uniformly distributed over the disk in the plane centered at the origin with radius a. Let R = √X^2 + Y 2. (a) Find the cdf FR(r). Be sure to specify it over the entire real line. (b) Find the pdf fR(r). Again specify it over the entire real line.
  2. As we saw in class, the joint characteristic function of random variables X 1 , X 2 ,... , Xn is defined by ΦX 1 ,X 2 ,...,Xn (u 1 , u 2 ,... , un) = E

[

exp

j ∑^ n k=

Xkuk

)]

where j = √−1. Now suppose the joint characteristic function of three random variables X 1 , X 2 , and X 3 satisfies the equation: ΦX 1 ,X 2 ,X 3 (u 1 , u 2 , u 3 ) = exp

j

∑^3

k=

kuk −

∑^3

k=

k^2 u^2 k

(a) Find the characteristic function of X 2. (b) Evaluate E[X 2 ] and Var(X 2 ).

©cV. V. Veeravalli, 2009 2