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    hw1, Random Processes

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    This document contains information about homework assignment 1 for ECE 534 Spring 2016. The homework is due on February 3rd and involves reading Chapter 1 of the textbook as well as solved problems. It then lists 10 problems dealing with probability, random variables, and their distributions that must be completed for homework.

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    hw1, Random Processes

    Uploaded by

    anthalya
    43 views2 pages
    This document contains information about homework assignment 1 for ECE 534 Spring 2016. The homework is due on February 3rd and involves reading Chapter 1 of the textbook as well as solved problems. It then lists 10 problems dealing with probability, random variables, and their distributions that must be completed for homework.

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    hw1,random processes

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    This document contains information about homework assignment 1 for ECE 534 Spring 2016. The homework is due on February 3rd and involves reading Chapter 1 of the textbook as well as solved problems. It then lists 10 problems dealing with probability, random variables, and their distributions that must be completed for homework.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    43 views2 pages

    hw1, Random Processes

    Uploaded by

    anthalya
    This document contains information about homework assignment 1 for ECE 534 Spring 2016. The homework is due on February 3rd and involves reading Chapter 1 of the textbook as well as solved problems. It then lists 10 problems dealing with probability, random variables, and their distributions that must be completed for homework.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    of 2

    ECE 534

    Spring 2016

    January 20, 2016

    Homework Assignment 1
    Due Date: Wednesday February 3 (in class)
    Reading: Chapter 1 of text (and if necessary, the notes on the ECE 313 website). Also read the
    solutions to the even numbered problems of Chapter 1 given at the end of the book.
    1. Xiaobin, our beloved TA, has two coins in his pocket: one is a fair coin with a head and a tail, the
    other is a special coin with two heads. Xiaobin picks out a coin randomly, tosses it and observes
    if he gets a head or a tail. After that, he puts the coin back into the pocket and repeats the
    procedure once more. Specify the sample space , the event space F, and the probability measure
    P assigned to each event in F. What is the probability that a head was obtained in the first toss
    given that the second toss is a tail?
    2. Problem 1.5 of text.
    3. Consider a communication system in which information is transmitted in bytes (sequences of 8 bits)
    and all bytes are equally probable. A byte b is represented by the sequence of bits [b1 , b2 , . . . , b8 ],
    where bi {0, 1}. The weight of a byte is the number of 1s in the byte, i.e.,
    w(b) =

    8
    X

    bi

    i=1

    Define the following events:


    A = {b : b1 = b2 = 1}, and B = {b : w(b) is odd}
    Evaluate P(A), P(B), P(B|A), and P(A|B).
    4. Problem 1.9 of text.
    5. Let U , V ,W be independent, exponentially distributed random variables with parmeter . Hence
    each variable has mean 1 and variance 12 .
    (a) Evaluate E[W 2 ].
    (b) Evaluate E[U V W + 3U 2 ].
    (c) Evalulate Cov(2 + U, U V ).
    6. Problem 1.13 of text.
    7. Problem 1.23 of text.
    8. We are given the joint cdf
    

    
    
    1 x3y
    x
    3y
    FX,Y (x, y) = 1 +
    e
    e e
    11{x0} 11{y0}
    4
    c
    V.
    V. Veeravalli, 2016

    (a) Evaluate P{X 1, Y 2}.


    (b) Find FX (x) and FY (y).
    (c) Are X and Y independent?
    9. Let a > 0 and suppose (X, Y )
    is uniformly distributed over the disk in the plane centered at the
    origin with radius a. Let R = X 2 + Y 2 .
    (a) Find the cdf FR (r). Be sure to specify it over the entire real line.
    (b) Find the pdf fR (r). Again specify it over the entire real line.
    10. As we saw in class, the joint characteristic function of random variables X1 , X2 , . . . , Xn is defined
    by
    "
    !#
    n
    X
    X1 ,X2 ,...,Xn (u1 , u2 , . . . , un ) = E exp j
    Xk uk
    k=1

    where j = 1. Now suppose the joint characteristic function of three random variables X1 , X2 ,
    and X3 satisfies the equation:
    !
    3
    3
    X
    X
    2 2
    X1 ,X2 ,X3 (u1 , u2 , u3 ) = exp j
    kuk
    k uk
    k=1

    k=1

    (a) Find the characteristic function of X2 .


    (b) Evaluate E[X2 ] and Var(X2 ).

    c
    V.
    V. Veeravalli, 2016

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