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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.
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ECE 534 Fall 2009 August 27, 2009
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.
w(b) =
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).
©cV. V. Veeravalli, 2009 1
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?
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
k=
kuk −
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