ECE 313 University Final Exam - Probability and Random Variables, Exams of Statistics

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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Uploaded on 03/10/2009

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University Final Exam ECE 313
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
P(A|B) > P(A)
P(A|B) + P(A|Bc) = 1
P(A|B) + P(Ac|Bc) = 1
P(A|B) + P(Ac|B) = 1
If P(A) = P(B), then P(A|B) = P(B|A)
If P(A|B) = P(B|A), then P(A) = P(B)
If P(A|B) = P(B|A), then A and B are independent
P(A B) P(A)P(B) with equality if and only if A and B are independent
P(B|A)P(A) + P(A|Bc)P(Bc) = P(A)
P(A|B) = P(B|A)P(B)/P(A)
(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?
P(A B) min{P(A), P(B)} P(A B) [P(A) + P(B)]/2
P(A B) P(A) + P(B) – 1. P(A B) P(A|B)
Only and are true statements.
Only and are true statements.
Only , , and are true statements.
All four are true statements.
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?
P{X > b} = 1 – FX(b). If FX(a) < FX(b), then a < b.
If a < b, then FX(a) < FX(b). FX(u) = 1/2 for some u, – < u < .
Only is not a property of all CDFs.
Only and are not properties of all CDFs.
Only is not a property of all CDFs.
Only and are not properties of all CDFs.
You blew it, Professor! All four are properties of all CDFs.
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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)

n n P(A|B) + P(A|Bc) = 1

n n P(A|B) + P(Ac|Bc) = 1

n n P(A|B) + P(Ac|B) = 1

n n If P(A) = P(B), then P(A|B) = P(B|A)

n n If P(A|B) = P(B|A), then P(A) = P(B)

n n If P(A|B) = P(B|A), then A and B are independent

n n P(A ∩ B) ≤ P(A)P(B) with equality if and only if A and B are independent

n n P(B|A)P(A) + P(A|Bc)P(Bc) = P(A)

n n P(A|B) = P(B|A)P(B)/P(A)

(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?

¬ P(A ∩ B) ≤ min{P(A), P(B)} Á P(A ∪ B) ≥ [P(A) + P(B)]/ 2

 P(A ∩ B) ≥ P(A) + P(B) – 1. à P(A ∩ B) ≤ P(A|B)

n Only ¬ and  are true statements.

n Only Á and  are true statements.

n Only ¬, Â, and à are true statements.

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?

¬ P{ X > b} = 1 – F X (b). Á If F X (a) < F X (b), then a < b.

 If a < b, then F X (a) < F X (b). à F X (u) = 1/2 for some u, –∞ < u < ∞.

n Only Á is not a property of all CDFs.

n Only Á and  are not properties of all CDFs.

n Only  is not a property of all CDFs.

n Only  and à 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?

¬ E[ X^2 ] = E[ Y^2 ] Á var(4 X – 5 Y ) = var(4 Y – 5 X )

 |cov( X , Y )| ≤ σ^2 à X + Y and X – Y are uncorrelated RVs

n Only ¬, Á, and à are true statements.

n Only Á and à are true statements.

n Only Á, Â, and à are true statements.

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.

Find the conditional probability P{ X = 5, Z = 4 | Y = 2}.

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  

| X | > 2 π

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}.