Probability Quiz for ECE 534: Random Processes, UIUC, Fall 2006, Quizzes of Electrical and Electronics Engineering

A probability quiz for the university of illinois at urbana-champaign's ece 534: random processes course, given in fall 2006. The quiz covers topics such as probability of cancellations for air illini flights, minimum and maximum of independent and identically distributed random variables, and independence of random variables.

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Pre 2010

Uploaded on 02/24/2010

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University of Illinois at Urbana-Champaign
ECE 534: RANDOM PROCESSES
Fall 2006
Probability Quiz
Monday, September 11, 2006
Name:
This is a closed-book exam.
Calculators, laptop computers, Palm Pilots, two-way email pagers, etc.
may not be used.
Write your answers in the space provided. If you need extra space, use
the back of the previous page.
Please show all of your work. Answers without appropriate justification
will receive very little credit.
Score:
1. (12 points)
2. (12 points)
3. (12 points)
Total. (36 points)
1
pf3
pf4
pf5

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University of Illinois at Urbana-Champaign

ECE 534: RANDOM PROCESSES

Fall 2006

Probability Quiz

Monday, September 11, 2006

Name:

  • This is a closed-book exam.
  • Calculators, laptop computers, Palm Pilots, two-way email pagers, etc. may not be used.
  • Write your answers in the space provided. If you need extra space, use the back of the previous page.
  • Please show all of your work. Answers without appropriate justification will receive very little credit.

Score:

  1. (12 points)
  2. (12 points)
  3. (12 points) Total. (36 points)

1 A group of Michigan Alumni at GoBlue Airlines just purchased trou- bled Air Illini. Air Illini currently only offers service to Springfield and Decatur. Because they are so unorganized, flights occur in a ran- dom manner and often get cancelled. The probability that a flight to Springfield or Decatur is cancelled is 1/5 and 1/10 respectively. Any particular flight goes to Springfield with probability 2/3 and Decatur with probability 1/3. a) What is the probability that a flight gets cancelled?

b) What is the expected number of flights before the first cancella- tion?

2 Suppose X 1 ,... , Xn are independent and identically distributed (i.i.d.) random variables with distribution FX (x). Define U and L as

L = min (X 1 ,... , Xn) U = max (X 1 ,... , Xn)

a) Find FU (u). Hint: consider equivalence of events.

b) Find FL (l). Hint: consider 1 − FL (l) and equivalence of events.

c) Are they independent? Justify your answer.

c) Find P (X 1 ≤ X 2 ). Note that minimal computation is required.