Probability and Random Processes Midterm Exam, Exams of Probability and Statistics

This is a midterm exam for a probability and random processes course in the electrical engineering and computer sciences department at the university of california. It covers topics such as jointly distributed random variables, expected values, independence, random walks, and binary symmetric channels.

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2012/2013

Uploaded on 03/22/2013

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Name: _________________________ Student ID No: ______________
UNIVERSITY OF CALIFORNIA
College of Engineering
Department of Electrical Engineering and
Computer Sciences
Professor Tse Fall 1998
EECS 126 — MIDTERM #2
6 November 1998, 11:10–12:10
[20 pts.] 1a. are two jointly distributed random variables. Are the following statements true in
general? If so, explain. If not, give examples for which they are true.
i)
ii)
iii)
iv)
[15 pts.] 1b: i) If and are independent, is ? Explain.
ii) Suppose now
Is ? Is independent?
[30 pts.] 2. Starting from the origin, a particle takes a random walk in the plane. Each step is of unit
length and is equally likely in any direction, and the direction taken in each step is inde-
pendent of any other. Find the expected squared distance from the origin after steps.
[35 pts.] 3. A message containing a random number bits is transmitted through a binary symmet-
ric channel with cross-over probability . is geometrically distributed with pariame-
ter (i.e., ). Let be the total number of bits
transmitted through correctly. Find:
a. (10 pts.)
b. (15 pts.)
c. pmf of (10 pts.)
(The mean and variance of are and , respectively.)
XY
,
EX Y+
()
EX
()
EY
()
+=
EXY() EX()EY()=
EX
Y
---
⎝⎠
⎛⎞ EX()
EY()
------------=
EXYY 3=()3EX()=
X
Y
EYX
()
EY
()
=
Xwith probability 1
2
---
X with probability 1
2
---
=
EYX()EY()=
XY
,
n
M
ε
M
p
PM k=()1p()
k
p k
0
,=
N
EN
()
Var N
()
N
M
1p
p
-
-------
----
1p
p2
-
-------
----

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Name: _________________________ Student ID No: ______________

UNIVERSITY OF CALIFORNIA College of Engineering Department of Electrical Engineering and Computer Sciences

Professor Tse Fall 1998

EECS 126 — MIDTERM

6 November 1998, 11:10–12:

[20 pts.] 1a. are two jointly distributed random variables. Are the following statements true in general? If so, explain. If not, give examples for which they are true. i)

ii)

iii)

iv)

[15 pts.] 1b:

i) If and are independent, is? Explain.

ii) Suppose now

Is? Is independent?

[30 pts.] 2. Starting from the origin, a particle takes a random walk in the plane. Each step is of unit length and is equally likely in any direction, and the direction taken in each step is inde- pendent of any other. Find the expected squared distance from the origin after steps.

[35 pts.] 3. A message containing a random number bits is transmitted through a binary symmet-

ric channel with cross-over probability. is geometrically distributed with pariame- ter (i.e., ). Let be the total number of bits transmitted through correctly. Find: a. (10 pts.) b. (15 pts.) c. pmf of (10 pts.)

(The mean and variance of are and , respectively.)

X Y ,

E X ( + Y ) = E X ( ) + E Y ( )

E XY ( ) = E X ( ) ⋅ E Y ( )

E X

Y

⎝⎛ ---⎠⎞^ E X (^ )

E Y ( )

E XY Y ( = 3 ) = 3 E X ( )

X Y E Y X ( ) = E Y ( )

Y

X with probability

  • X with probability^1 2

E Y X ( ) = E Y ( ) X Y ,

n

M ε M p P M ( = k ) = ( 1 – p ) kp , k ≥ 0 N

E N ( )

Var N ( ) N

M 1 – p p

1 – p p^2