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Material Type: Exam; Class: Probability with Engrg Applic; Subject: Electrical and Computer Engr; University: University of Illinois - Urbana-Champaign; Term: Spring 2000;
Typology: Exams
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choices given correctly describes which are the true statements.
(c) None of the five choices correctly describes which are the true statements.
2. NO. F X (u) = 1 – F X (–u) for all u, –∞ < u < ∞.
YES. P{ X > α} = 1 – F X (α) = F X (–α) for all α, –∞ < α < ∞. NO. F Y (v) = P{ Y ≤ v} = F X (v) – F X (–v) for v ≥ 0, and F Y (v) = 0 for v < 0. YES. f Y (v), the derivative of F Y (v), is f X (v) + f X (–v) = 2f X (v) for v ≥ 0, and 0 for v < 0. NO. F X (–w) decreases from 1 to 0 as w increases from –∞ to +∞, and thus cannot be a CDF. YES. F Z (w) = 1 – F X (–w) has derivative f X (–w). NO. A pdf cannot be negative… YES. E[ X ] = 0 by the symmetry of the pdf (Note: the mean exists because the variance is finite). NO. var( Y ) = E[ Y^2 ] – (E[ Y ])^2. But, LOTUS gives E[ Y^2 ] = E[ X^2 ] = var( X ) = 9 since E[ X ] = 0. If E[ Y ] = 3, then var( Y ) would be 0… which it is not. YES. LOTUS gives E[ Y^2 ] = E[ X^2 ] = var( X ) = 9 since E[ X ] = 0. MAYBE. var( Y ) = E[ Y^2 ] – (E[ Y ])^2. Since E[ Y ] > 0, var( Y ) can be less than 8. For example, if X is uniformly distributed on [–3 3,+3 3] with variance (6 3)^2 /12 = 9, then Y is uniformly distributed on [0,3 3] and thus var( Y ) = (3 3)^2 /12 = 2.25. YES. var( Y ) = E[ Y^2 ] – (E[ Y ])^2 = 9 – (E[ Y ])^2 < 9 since E[ Y ] > 0.
0
∞
0 –u^2 f X (u) du = 0.
YES. cov( X , Y ) = E[ XY ] – E[ X ]E[ Y ] = 0. NO. Knowing the value of X tells you the value of Y exactly! YES. By LOTUS, E[ XZ ] = E[– X^2 ] = –E[ X^2 ] = –var( X ) = –9.
0, if X ≤ 0, 2 X > 0 , if X > 0. Thus, P{ X^ +^ Y^ ≤^ 0} = P{ X^ ≤^ 0} = 1/2. YES. By Chebyshev’s inequality, F Y (6) = F X (6) – F X (–6) = P{–6 ≤ X ≤ 6} ≥ 1 – (σ/6)^2 = 3/4. MAYBE. If X is a Gaussian random variable, then P{ X ≤ 6) = Φ(2) = 0.9772 according to the table of values of Φ(x). YES. P{ X^2 + 4 X + 3 < 0} = P{( X + 1)( X + 3) < 0} = P{–3 < X < –1} = F X (–1) – F X (–3). YES. P{ X^2 – 4 X + 3 > 0} = P{( X – 1)( X – 3) > 0} = P{ X > 3} + P{ X < 1} = 1 – F X (3) + F X (1) = F X (–3) + 1 – F X (–1) = P{ X ≤ –3} + P{ X > –1} = P{ X^2 + 4 X + 3 > 0}.
3. The Karnaugh map on the left is marked with letters a-h denoting the probabilities of the eight sets.
Since (b+d+e) + (c+f+h) + g = 0.8, and (c+f+h)+g = 0.6,we readily obtain that a = 0.2 and b+d+e = 0.2. Next, adding together the three equations c+d+g+h = 0.5, b+c+f+g = 0.5, e+f+g+h = 0.5, we get (b+d+e) + 2(c+f+h) + 3g = 1.5, i.e. 2(c+f+h) + 3g = 1.3 which combined with (c+f+h)+g = 0.6 gives
be determined from the given information. For example, the two Karnaugh maps shown on the right are consistent with the given data, and give different values for the desired probability.
5. Let P{ X = 1, Y = 1} = x. Then, independence requires that x = P{ X = 1, Y = 1} = P{ X = 1}P{ Y = 1} = (x + 0.3)(x + 0.2), that is, x = x^2 + 0.5x + 0.06, i.e. x^2 – 0.5x + 0.06 = (x – 0.2)(x – 0.3) = 0. Hence, P{ X = 1, Y = 1} must have value 0.2 or 0.3, and it is easily shown that both values give independence, that is, P{ X = i, Y = j} = P{ X = i}P{ Y = j} for i, j ∈ {0,1}.
6. The joint pdf is nonzero on the triangular region shown below in the left-hand figure. (a) Since the random point ( X , Y ) always lies in the region {(u,v) : v < u}, it follows immediately that P{ Y < X } = 1. We can also calculate
u=
∞
u/
u=
∞ (u/2)•exp(–u)du = (1/2)•Γ(2) =(1/2)•1•Γ(1) = 1/2.
u=
∞
αu exp(–u)du = α.
(c) Since F Z (α) =
α, 0 < α < 1 , 1, α ≥ 1,
1 , 0 < α < 1 , 0, otherwise.
u – v, if u ≥ v, v – u, if v > u. Hence, breaking the E[ Z ] integral into two and integrating by parts gives
u=
∞
∞
u=
∞
u
u=
∞
∞ (v – u)exp(–u–v) dv du
u=
∞
u
∞ u du
u=
∞ 2•exp(–2u) + u•exp(–u) – exp(–u) du = 1 + 1 – 1 = 1
on recognizing the integrands as the pdfs of gamma random variables with parameters (1,2), (2,1) and (1,1) respectively (or working out the integrals; they are not hard!).
E[ Y^2 ] = var( Y ) + (E[ Y ])^2 = 1 + 1, and E[ XY ] = E[ X ]E[ Y ] = 1 since X and Y are independent (and hence uncorrelated). Thus, E[ Z^2 ] = 2 + 2 – 2 = 2, and var( Z ) = E[ Z^2 ] – (E[ Z ])^2 = 2 – 1 = 1.
It is also possible to compute the pdf of Z and deduce the mean and variance from this. For α > 0, P{ Z > α} = 1–F Z (α) = P{ X – Y > α} + P{ X – Y < –α} = P{( X , Y ) ∈ shaded region in rightmost figure}
u=α
∞
u– α
u=α
∞ exp(–u)[1 – exp(–u+α)]du = 2[exp(–α) – (1/2)exp(–α)] = exp(–α).
Hence, Z is an exponential random variable with parameter 1 !! and therefore E[ Z ] = 1 and var( Z ) = 1 as obtained above.