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The document contains 14 questions related to probability and statistics concepts like joint and marginal probability distributions, moments, correlation, autocorrelation functions, and expected values. The questions involve calculating probabilities, moments, variances, correlations, and expected values given joint and marginal distributions, density functions, and autocorrelation functions.

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Nicholas Foster
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Download as DOCX, PDF, TXT or read online on Scribd
254 views

Assignment

The document contains 14 questions related to probability and statistics concepts like joint and marginal probability distributions, moments, correlation, autocorrelation functions, and expected values. The questions involve calculating probabilities, moments, variances, correlations, and expected values given joint and marginal distributions, density functions, and autocorrelation functions.

Uploaded by

Nicholas Foster
Copyright
© © All Rights Reserved
Available Formats
Download as DOCX, PDF, TXT or read online on Scribd
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Question No.

01

An binary communication system consists of a transmitter that sends one of two possible symbols (a 1
or a 0) over a channel to a receiver. The channel occasionally causes errors to occur so that a 1 shows
up at the receiver as a 0, and vice versa. If P(B1) = 0.6, P(B2) = 0.4, P(A1B1)=0.9 and P(A2B1)=0.1,
P(A1B2)=0.1 and P(A2B2)=0.9. Find the probabilities P(B1A1), P(B2A1), P(B1A2) and
P(B2A2)?

Question No. 02.


Assume that the joint sample space S, has only three possible elements: (1,1), (2,1) and (3,3). The probabilities
of these elements are assumed to be P(1,1) = 0.2, P(2,1) = 0.3 and P(3,3) = 0.5.
(a) Find FX,Y (x,y) and plot it?
(b) Marginal distributions and plot these distributions?
Question No. 03.
Show that 2 = E(X2 ) -2
Question No.4.
Two random variables X and Y have density function
f(x,y) =

2
(x+0.5y)2
43

0<x<2

0<y<3

1
elsewhere
(a) Find all first and second order moments?
(b) Find covariance?
(c) Are X and Y correlated?
Question No. 05.
Given the autocorrelation function, for stationary ergodic process with no periodic component is

Rxx (

) = 25 +

4
1 +6 2

Find mean and variance?


Question No. 06.

Assume that an Ergodic random process X (t) has an autocorrelation function,

Rxx (
a) Find X?
b) What is the average power in X (t)?

) = 18 +

3
2
6+

[1+4cos (12

Question No. 07.

a) Two random variables X and Y have the joint characteristic function given. Show that X and Y
are both zero-mean random variables and that they are uncorrelated.

b) Let X be a random variable that has a mean value E[X] = 3 and variance 2 = 2. Let Y = -6X +

22. Find that X and Y are correlated or not?


Question No. 08.

A company sells high efficiency fidelity amplifiers capable of generating 10, 25, and 50W of audio
power. It has on hand 100 of the 10 W units, of which 15% are defective, 70 of the 25 W units with
10% defective, and 30 of the 50 W units with 10% defective.
a) What is the probability that an amplifier sold from the 10 W units is defective.
b) What is the probability that a unit randomly selected for sale is defective.
Question No. 09.
(a) Find a constant b > 0 so that the function

fx (x) = {

e 3 x/ 4

; 0 x b
;

elsewhere

is a valid probability density.


(b) let the random variable x represents the number of automobiles that are used for official business
purposes on any given work day. The probability distribution for company A is:
x= 1,2,3 f(x) = 0.3, 0.4, 0.3 and for company B x= 0,1,2,3,4 f(x) = 0.2, 0.1, 0.3, 0.3, 0.1
show that the variance of probability distribution for company B is greater than that of company A.
Question No. 10.
Find fx (x) and fy (y) when joint distribution function is given:
fX,Y (x,y) = u(x) u(y) x e-x(y+1)
Question No11.
A joint sample space for two random variables X and Y has four elements (1,1), (2,3), (3,3) and (4,4).
Probabilities of these elements are 0.1, 0.35, 0.05, and 0.5 respectively.
(a) Determine through logic and sketch the distribution function FX,Y (x,y).
(b) Find the probability of the event X < =2.5, Y <= 6
(c) Find the probability of the event X <= 3
Question No. 12.
A random variable x(t) = A where A is a continuous random variable uniformly distributed on (0,1). Find mean
and autocorrelation of the process?
Question No. 13.

Assume that an Ergodic random process X (t) has an autocorrelation function,

Rxx (
c) Find the mean and variance?
d) What is the average power in X (t)?

) = 1+

6
6 +2

[1+8cos (15

Question No. 14.


(a) Show that Cxy = Rxy - E[X]E[Y]
(b) Random variables X and Y have the joint density
fX,Y (x,y) =

1
24

0 < x < 6 and 0 < y < 4

1
elsewhere
what is the expected value of the function g(X,Y) = (XY) 2 ?

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