Sample Final Exam - Probability with Engineering Applications | ECE 313, Exams of Statistics

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;

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Pre 2010

Uploaded on 02/24/2010

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University of Illinois Spring 2008
ECE 313: Final Exam
Friday May 2, 2008
1. [48 points, 4 per answer]
In order to discourage guessing, 4 points will be deducted for each incorrect answer
(no penalty or gain for blank answers). A net negative score on this problem will
reduce your total exam score.
You do not need to show any work to justify your answers for this problem.
(a) Aand Bare two events such that 0 < P (A)<1 and 0 < P(B)<1.
Mark TRUE or FALSE for each question below.
TRUE FALSE
2 2 P(AB)max{P(A), P (B)}
2 2 P(AB)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)=1P(AB).
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)=1P(B).
(b) Xand Yare random variables such that var(X) = var(Y) = σ2<.
Suppose that var(2X+ 3Y+ 4) = var(3X 2Y+ 1).
Mark TRUE or FALSE for each of the following statements.
TRUE FALSE
2 2 Xand Yare uncorrelated random variables.
2 2 Xand Yare independent random variables.
2 2 var(2X+ 3Y+ 4) = var(2X 3Y+ 1).
2 2 cov(X+Y,X Y) = 0.
2. [42 points] At the Democratic National Convention (DNC), Hillary Clinton and
Barack Obama have equal numbers of delegates committed to them, and neither
candidate can win the nomination on a ballot. In desperation, the DNC decides to
have a series of debates between the candidiates to decide the Democratic nominee.
Hillary wins a debate (event H) with probability p, and Barack wins a debate (event
B) with probability q= 1 p.There are no draws. The debates continue until one
of the candidates wins two debates in a row and is declared the Democratic nominee.
Successive debates can be regarded as independent trials of an experiment, and X
denotes the total number of debates.
Express the answers to the following questions in terms of pand q, that is, do not
write (say) pq as p(1 p) or multiply it out as pp2. On the other hand, feel free to
simplify p+q= 1.
pf3

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University of Illinois Spring 2008

ECE 313: Final Exam

Friday May 2, 2008

  1. [48 points, 4 per answer] In order to discourage guessing, 4 points will be deducted for each incorrect answer (no penalty or gain for blank answers). A net negative score on this problem will reduce your total exam score.

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.

TRUE FALSE

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.

  1. [42 points] At the Democratic National Convention (DNC), Hillary Clinton and Barack Obama have equal numbers of delegates committed to them, and neither candidate can win the nomination on a ballot. In desperation, the DNC decides to have a series of debates between the candidiates to decide the Democratic nominee. Hillary wins a debate (event H) with probability p, and Barack wins a debate (event B) with probability q = 1 − p. There are no draws. The debates continue until one of the candidates wins two debates in a row and is declared the Democratic nominee. Successive debates can be regarded as independent trials of an experiment, and X denotes the total number of debates. Express the answers to the following questions in terms of p and q, that is, do not write (say) pq as p(1 − p) or multiply it out as p − p^2. On the other hand, feel free to simplify p + q = 1.

(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}.

  1. [46 points] The joint pdf of random variables X and Y is given by

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.

  1. [34 points] Consider the following binary hypothesis testing problem. If hypothesis H 0 is true, the continuous random variable X ∼ U (− 2 , 2), while if hypothesis H 1 is

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

|X |

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).