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Material Type: Exam; Professor: Hasegawa-Johnson; Class: Probability with Engrg Applic; Subject: Electrical and Computer Engr; University: University of Illinois - Urbana-Champaign; Term: Spring 2008;
Typology: Exams
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University of Illinois Spring 2008
You do not need to show any work to justify your answers for this problem.
(a) A and B are two events such that 0 < P (A) < 1 and 0 < P (B) < 1.
Mark TRUE or FALSE for each question below.
2 2 P (A ∪ B) ≥ max{P (A), P (B)} 2 2 P (A ∩ B) ≥ min{P (A), P (B)} 2 2 P (A|B) + P (A|Bc) = 1. 2 2 P (A|B)P (B) + P (Ac|Bc)P (Bc) = 1 − P (A ⊕ B). 2 2 P (A|B)P (B) + P (Ac|B)P (B) = P (A). 2 2 If P (A) = P (B), then P (A|B) = P (B|A). 2 2 If P (A|B) = P (B|A), then P (A) = P (B). 2 2 If P (A|B) = P (A), then P (Bc|A) = 1 − P (B). (b) X and Y are random variables such that var(X ) = var(Y) = σ^2 < ∞. Suppose that var(2X + 3Y + 4) = var(3X − 2 Y + 1). Mark TRUE or FALSE for each of the following statements. TRUE FALSE 2 2 X and Y are uncorrelated random variables. 2 2 X and Y are independent random variables. 2 2 var(2X + 3Y + 4) = var(2X − 3 Y + 1). 2 2 cov(X + Y, X − Y) = 0.
(a) [6 points] For n > 0, find the probability that more than 2 n debates occur at the DNC. (b) [6 points] For n ≥ 0, find the probability that more than 2 n + 1 debates occur at the DNC. (c) [12 points] Find E[X ]. Hint: use the results of parts (a) and (b). (d) [12 points] Find P {X = 2n + 1} and P {X = 2n + 1
∣X > 2 n}.
Let H¯ denote the event that Hillary wins the Democratic nomination. Note that this is not the same as the event H that she wins a debate.
(e) [6 points] Find P { H¯
∣X = 2n + 1}.
fX ,Y (u, v) =
u + v, 0 < u < 1 , 0 < v < 1 , 0 , otherwise.
(a) [12 points] Find the marginal pdf fX (u) of the random variable X. Be sure to specify the value of fX (u) for all real numbers u. (b) [12 points] Find the probability that the solutions of the quadratic equation α^2 + 2X α + Y = 0 are real numbers. (c) [12 points] Find the conditional pdf f Y
∣X (v
∣β) of Y given that X = β, where
0 < β < 1. Be sure to specify the value of f Y
∣X (v
∣β) for all real numbers v.
(d) [10 points] Find the minimum-mean-square-error (MMSE) estimate of Y given that X = β where 0 < β < 1.
true, the pdf of X is f 1 (u) =
(2 − |u|), |u| < 2 ,
0 , otherwise.
(a) [11 points] The maximum-likelihood decision rule can be stated in the form
Hx ≷ H 1 −x
η. Specify whether x denotes 0 or 1, and find the values of η, the
probability of false alarm PFA, and the probability of missed detection PMD. (b) [3 points] Suppose that the hypotheses have a priori probabilities π 0 = 1/ 3 and π 1 = 2/3. What is the error probability P (E) of the maximum-likelihood decision rule? (c) [14 points] The MAP (also known as the minimum-error-probability or Bayesian)
decision rule can be stated in the form |X |
Hx ≷ H 1 −x
ξ. Specify whether x denotes
0 or 1, and find the values of ξ and the error probability P (E).