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The final exam questions for the ece 313 course at the university of illinois, fall 1999, focusing on probability theory and random variables. The exam includes multiple-choice questions and problems requiring calculations and interpretations of probabilities, conditional probabilities, and expected values.
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of Illinois Page 1 of 3 Fall 1999 1. Check the appropriate box for each of the statements below. Answers need not be justified. However, in order to discourage guessing, you will be penalized for wrong answers. (a) (+4 points for a correct answer, –4 points for a wrong answer, and 0 points for no answer) Which of the following statements are true for all events A and B such that 0 < P(A) < 1 and 0 < P(B) < 1? TRUE FALSE
n n P(A ∩ B) ≤ P(A)P(B) with equality if and only if A and B are independent
(b) (+8 points for a correct answer, –2 points for a wrong answer, and 0 points for no answer)
Which of the following four statements are true for all events A and B such that 0 < P(A) < 1, 0 < P(B) < 1?
n All four are true statements. n None of the above: only the following are true statements (c) (+8 points for a correct answer, –2 points for a wrong answer, and 0 points for no answer) Which of the following four statements are NOT properties of all CDFs?
n You blew it, Professor! All four are properties of all CDFs.
of Illinois Page 2 of 3 Fall 1999 (d) (+8 points for a correct answer, –2 points for a wrong answer, and 0 points for no answer) Which of the following four statements are true for all random variables X and Y with identical finite variance σ^2?
n All four are true statements. n None of the above. Only the following are true statements:________
2. (10 points) Consider a Poisson process with arrival rate λ, and define the random variables X , Y , and Z as the number of arrivals in the intervals (0,4], (3,4] and (3,6] respectively.
3. (20 points) A continuous random variable X has pdf f X (u) = exp(–πu^2 ), –∞ < u < ∞. (a) (10 points) Find E[ X^2 + 2 X + 3].
(b) (10 points) Find P
4. (56 points) The joint probability density function f X , Y (u,v) for the continuous random variables X and Y has constant value 2 on the shaded region in the figure below. v
u 1/2 1
(a) (12 points) Find f X (u), the marginal probability density function for X. In order to obtain full credit, you must specify the value of f X (u) for all real numbers u. (b) (10 points) Compute P{ X > Y }. (c) (4 points) Are X and Y independent? (Note: No credit will be given if the correct box is checked but an incorrect explanation (or no explanation) is provided) n Yes, X and Y are independent. n No, X and Y are not independent. (d) (20 points) Find P{ X + Y < 1/3}, P{ X + Y < 2/3}, P{ X + Y > 4/3} and P{ X + Y > 5/3}.