ECE 313: Random Variables & Probability Distributions, UIUC, Fall 2003, Problem Set 10, Assignments of Statistics

Problem set 10 for the ece 313 course at the university of illinois, fall 2003. The problems cover various topics related to random variables and probability distributions, including average radius and volume of a sphere, hazard rate functions, and quantization of analog signals. Students are expected to use their knowledge of probability theory and statistics to solve these problems.

Typology: Assignments

Pre 2010

Uploaded on 02/24/2010

koofers-user-l0m
koofers-user-l0m 🇺🇸

10 documents

1 / 1

Toggle sidebar

This page cannot be seen from the preview

Don't miss anything!

bg1
University of Illinois Fall 2003
ECE 313: Problem Set #10
Assigned: Friday, November 7, 2003
Due: Friday, November 14, 2003
1. Consider a sphere whose radius is a random variable, R, with pdf fR(u) = 2ufor 0 < u < 1.
(a) What is the average radius of the sphere?
(b) What is the average volume of the sphere? If we call a sphere with average radius an average
sphere, then does the average sphere have the average volume?
2. Justify that the hazard rate function λ(t) as defined in the lecture is not a probability density
function.
3. An RV Xhas a hazard rate function λ(t) = at2,t0. Determine fX(t) and FX(t) for t0.
4. The lung cancer hazard rate of a t-year-old smoker, λ(t), is such that
λ(t) = 0.027 + 0.00025(t40)2, t 40
Assuming that a 40-year-old smoker survives all other hazards, what is the probability that the
smoker survives to (a) age 50, and (b) age 60, without contracting lung cancer?
5. Let Xbe a continuous RV with CDF FX(u).
(a) Define another random variable Yby Y=FX(X). Show that Yis uniformly distributed
over the interval [0,1], regardless of what FX(u) is.
(b) Now let’s do the reverse: We wish to generate a continuous RV Xwith a specified distribution
(CDF) F(u), and all we are given is a uniform RV on [0,1]. Define the random variable X
by X=F1(Y), where YU[0,1]. Show that Xhas CDF F(u).
6. An analog signal Xis modeled as a standard Gaussian random variable. For some applications,
only a quantized value is used (e.g., an A/D converter converts the analog signal to one of two
possible digitized values). Let Ydenote the quantized value, with Y=αfor X > 0 and Y=α
for X0, where α > 0.
(a) What is the pmf of Y?
(b) Suppose that α= 1. If the signal Xhappens to have the value 1.29, what is the error made
in representing Xby Y? What is the squared error, Z= (XY)2? What are the error
and squared errors for the cases of X=π/4 and X=π/4?
(c) You have been given the task of designing the quantizer that minimizes the expected value
of the squared error, E[Z]. Your only design choice here is the value for α. Find E[Z] as a
function of α, and then find the value of αthat minimizes E[Z].
7. Determine the pdf of Y= sin X, where XU[π, π].
8. (extra credit) Let XU[0,2]. Compute the pdf of Y if Y=g(X), with g(·) being defined as
g(x) =
0x0
2x0x1/2
22x1/2x1
0x > 1

Partial preview of the text

Download ECE 313: Random Variables & Probability Distributions, UIUC, Fall 2003, Problem Set 10 and more Assignments Statistics in PDF only on Docsity!

University of Illinois Fall 2003

ECE 313: Problem Set

Assigned: Friday, November 7, 2003 Due: Friday, November 14, 2003

  1. Consider a sphere whose radius is a random variable, R, with pdf fR(u) = 2u for 0 < u < 1.

(a) What is the average radius of the sphere? (b) What is the average volume of the sphere? If we call a sphere with average radius an average sphere, then does the average sphere have the average volume?

  1. Justify that the hazard rate function λ(t) as defined in the lecture is not a probability density function.
  2. An RV X has a hazard rate function λ(t) = at^2 , t ≥ 0. Determine fX (t) and FX (t) for t ≥ 0.
  3. The lung cancer hazard rate of a t-year-old smoker, λ(t), is such that

λ(t) = 0.027 + 0.00025(t − 40)^2 , t ≥ 40

Assuming that a 40-year-old smoker survives all other hazards, what is the probability that the smoker survives to (a) age 50, and (b) age 60, without contracting lung cancer?

  1. Let X be a continuous RV with CDF FX (u).

(a) Define another random variable Y by Y = FX (X). Show that Y is uniformly distributed over the interval [0, 1], regardless of what FX (u) is. (b) Now let’s do the reverse: We wish to generate a continuous RV X with a specified distribution (CDF) F(u), and all we are given is a uniform RV on [0, 1]. Define the random variable X by X = F−^1 (Y ), where Y ∼ U [0, 1]. Show that X has CDF F(u).

  1. An analog signal X is modeled as a standard Gaussian random variable. For some applications, only a quantized value is used (e.g., an A/D converter converts the analog signal to one of two possible digitized values). Let Y denote the quantized value, with Y = α for X > 0 and Y = −α for X ≤ 0, where α > 0.

(a) What is the pmf of Y? (b) Suppose that α = 1. If the signal X happens to have the value 1.29, what is the error made in representing X by Y? What is the squared error, Z = (X − Y )^2? What are the error and squared errors for the cases of X = π/4 and X = −π/4? (c) You have been given the task of designing the quantizer that minimizes the expected value of the squared error, E[Z]. Your only design choice here is the value for α. Find E[Z] as a function of α, and then find the value of α that minimizes E[Z].

  1. Determine the pdf of Y = sin X, where X ∼ U [−π, π].
  2. (extra credit) Let X ∼ U [0, 2]. Compute the pdf of Y if Y = g(X), with g(·) being defined as

g(x) =

    

0 x ≤ 0 2 x 0 ≤ x ≤ 1 / 2 2 − 2 x 1 / 2 ≤ x ≤ 1 0 x > 1