Problem Set 11 on Probability with Engineering Applications | ECE 313, Assignments of Statistics

Material Type: Assignment; Class: Probability with Engrg Applic; Subject: Electrical and Computer Engr; University: University of Illinois - Urbana-Champaign; Term: Spring 2003;

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University Problem Set #11 ECE 313
of Illinois Page 1 of 2 Spring 2003
Assigned: Wednesday, April 9
Due: Wednesday, April 16
Reading: Yates and Goodman: Chapter 5
Reminder: Hour Exam II is scheduled for Monday April 14, in class.
One 8.5" by 11" sheet of notes is allowed.
Calculators, laptop computers, Palm Pilots, pagers, SMS, etc are not allowed.
The material covered on Problem Sets 5-10 is included on the exam. It will also help
you if you make an early start on this Problem Set since it will provide you with
valuable practice in problem-solving.
Lecture material covered on the Exam is Lectures 12-14 and 18-28 of the Powerpoint
slides available on the class web page. Also, discrete random variables treated earlier
in the course re-appeared in Poisson random processes, DeMoivre-LaPlace theorem
etc., so don’t neglect them entirely.
You should have the pdfs/pmfs, means, variances etc. of binomial, Poisson,
geometric, negative binomial; uniform, exponential, gamma, and Gaussian random
variables on your sheet of notes
Problems:
1. [“A chip off the old block”] We return to Problem 4 of Problem Set #9 where you were asked
to show that Y, the lifetime of a TMR system (with infallible majority gate and VLSI chips
with lifetimes that are exponential random variables with parameter λ = –ln 0.999/week),
has complementary CDF 1 – FY(t) = P{Y > t} = 3exp(–2λt) – 2exp(–3λt), t > 0.
(a) Sketch fY(t), the pdf of Y and also fX(t), the pdf of X, the lifetime of a chip, on the same
set of axes. Use Mathematica/Matlab etc. for this. Don’t just wing it!
(b) Find all values of t for which fY(t) = fX(t). An analytical answer is desired. Don’t just
guesstimate the locations of the crossing-points of the two pdf curves from your graph in
part (a). [Hint: set x = exp(–λt)]. For small values of t, which is larger: fY(t) or fX(t)?
(c) Sketch the hazard rate hY(t) of the TMR system and the hazard rate hX(t) of a VLSI chip on
the same set of axes. For what values of t does the TMR system have a larger hazard rate
than the VLSI chip?
(d) Which is more likely to fail in the next minute: a one-week old TMR system or a one-week
old VLSI chip?
(e) Which is more likely to fail in the next minute: a twenty-year old TMR system or a twenty-
year old VLSI chip? For the purposes of this problem, twenty years = 1040 weeks, (which
reminds me: income tax returns must be filed by April 15…)
2. The random variable X has probability density function fX(u) =
2(1 – u), 0 u 1,
0, elsewhere.
Let Y = (1 – X)2.
(a) What is the CDF FY(v) of the random variable Y? Be sure to specify the value of FY(v)
for all v, – < v < .
(b) What is the pdf fY(v) of the random variable Y? Be sure to specify the value of fY(v) for
all v, – < v < .
3. [“Give me an A! Give me a D! Give me a converter! What have we got? An A/D converter! Go Team!”]
A signal X is modeled as a unit Gaussian random variable. For some applications,
however, only the quantized value Y (where Y = α if X > 0 and Y = –α if X 0) is used.
Note that Y is a discrete random variable.
(a) What is the pmf of Y?
pf2

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University Problem Set #11 ECE 313

of Illinois Page 1 of 2 Spring 2003

Assigned: Wednesday, April 9 Due: Wednesday, April 16 Reading: Yates and Goodman: Chapter 5 Reminder: Hour Exam II is scheduled for Monday April 14, in class.

One 8.5" by 11" sheet of notes is allowed. Calculators, laptop computers, Palm Pilots, pagers, SMS, etc are not allowed. The material covered on Problem Sets 5-10 is included on the exam. It will also help you if you make an early start on this Problem Set since it will provide you with valuable practice in problem-solving. Lecture material covered on the Exam is Lectures 12-14 and 18-28 of the Powerpoint slides available on the class web page. Also, discrete random variables treated earlier in the course re-appeared in Poisson random processes, DeMoivre-LaPlace theorem etc., so don’t neglect them entirely. You should have the pdfs/pmfs, means, variances etc. of binomial, Poisson, geometric, negative binomial; uniform, exponential, gamma, and Gaussian random variables on your sheet of notes

Problems: 1. [“A chip off the old block”] We return to Problem 4 of Problem Set #9 where you were asked to show that Y , the lifetime of a TMR system (with infallible majority gate and VLSI chips with lifetimes that are exponential random variables with parameter λ = –ln 0.999/week), has complementary CDF 1 – F Y (t) = P{ Y > t} = 3exp(–2λt) – 2exp(–3λt), t > 0. (a) Sketch f Y (t), the pdf of Y and also f X (t), the pdf of X , the lifetime of a chip, on the same set of axes. Use Mathematica/Matlab etc. for this. Don’t just wing it! (b) Find all values of t for which f Y (t) = f X (t). An analytical answer is desired. Don’t just guesstimate the locations of the crossing-points of the two pdf curves from your graph in part (a). [Hint: set x = exp(–λt)]. For small values of t, which is larger: f Y (t) or f X (t)? (c) Sketch the hazard rate h Y (t) of the TMR system and the hazard rate h X (t) of a VLSI chip on the same set of axes. For what values of t does the TMR system have a larger hazard rate than the VLSI chip? (d) Which is more likely to fail in the next minute: a one-week old TMR system or a one-week old VLSI chip? (e) Which is more likely to fail in the next minute: a twenty-year old TMR system or a twenty- year old VLSI chip? For the purposes of this problem, twenty years = 1040 weeks, (which reminds me: income tax returns must be filed by April 15…)

2. The random variable X has probability density function f X (u) = 

2(1 – u), 0 ≤ u ≤ 1 , 0, elsewhere. Let Y = (1 – X )^2. (a) What is the CDF F Y (v) of the random variable Y? Be sure to specify the value of F Y (v) for all v, –∞ < v < ∞. (b) What is the pdf f Y (v) of the random variable Y? Be sure to specify the value of f Y (v) for all v, –∞ < v < ∞.

3. [“Give me an A! Give me a D! Give me a converter! What have we got? An A/D converter! Go Team!”] A signal X is modeled as a unit Gaussian random variable. For some applications, however, only the quantized value Y (where Y = α if X > 0 and Y = –α if X ≤ 0) is used. Note that Y is a discrete random variable. (a) What is the pmf of Y?

University Problem Set #11 ECE 313

of Illinois Page 2 of 2 Spring 2003

(b) Suppose that α = 1. If the signal X happens to have value 1.29, what is the error made in representing X by Y? What is the squared-error? Repeat for the case when X happens to have value π/4 and when X happens to have value –π/4. (c) We wish to design the quantizer so as to minimize the squared-error. However, since X (and Y ) are random, we can only minimize the squared-error in the probabilistic (that is, average) sense. Now, part (b) shows that the squared-error depends on the value of X ,

and can be expressed as Z = ( XY )^2 = g( X ) = 

( X – α)^2 if X > 0 ( X + α)^2 if X ≤ 0. So we want to choose α so that E[ Z ] is as small as possible. Use LOTUS to e-zily find E[ Z ] as a function of α, and then find the value of α that minimizes E[ Z ]. [Hint: read the solutions to Problem 2(a) of Problem Set #10.] (d) We now get more ambitious and use a 3-bit A/D converter which first quantizes X to the

nearest integer W in the range –3 to +3. Thus, W = 3 if X ≥ 2.5, W = 2 if 1.5 ≤ X < 2.5, etc. Note that W is a discrete random variable. Find the pmf of W. (e) The output of the A/D converter is a 3-bit 2's complement representation of W. Suppose that the output is ( Z 2 , Z 1 , Z 0 ). What is the pmf of Z 2? of Z 1? of Z 0? (f) Noncredit exercise (but a real-life engineering problem!): Suppose that W

takes on values –3α, –2α, –α, 0, +α, +2α, +3α and quantization is as before: X is mapped to the nearest W value. What value of α minimizes E[( XW )^2 ]?

4. The discrete random variables X and Y have joint pmf p X,Y (u,v) given by

4 0 1/12 1/6 1/ 3 1/6 1/12 0 1/ –1 1/12 1/6 1/12 0 v↑ / u→ 0 1 3 5

(a) Find the marginal pmfs p X (u) and p Y (v) of X and Y. (b) Are the random variables X and Y independent? (c) Find P{ XY } and P{ X + Y ≤ 8}. (d) Find p X | Y (u|3), E[ X | Y =3], and var( X | Y =3).