Math374COMPFinal

Math 374 Final Exam 12/14 Name: _____________________________________________________

One page of notes allowed. Show work CLEARLY!!!!!!

I. A nonsymmetric binary communications channel has input X and

output Y.
P(X = 0) = .4 ; P(Y =0|X = 0)= .8 , P(Y =0|X=1) =.3 Find
1. P(Y =1| X = 0) 2. P(Y=1|X=1) 3. P(Y=0) 4. P(Y=1)
5. P(X=0|Y=0) 6. P(X=0|Y=1) 7. P(X=1|Y=0)
If possible, draw a diagram representing the channel.

II. Suppose that X is exponential rv with E(X) = 2 and that Y = X2 – 1 .

Find
1. Var(X) 2. E(Y) 3. Var(Y) 4. cdf FX(x) 5. pdf fY(y)

III. Suppose X is Rayleigh rv with E(X) = √ π . Let Z = (X – r)+ = Max[ (X – r), 0] . Find
either the pdf or cdf for Z.
IV. Given rv X, Y with pdf fX,Y(x,y) = k(x + y) , 0 < x < y < 2. Find
1. Marginal pdf fX(x) 2. P(X >1) 3. P(Y>1) 4. P(X>1|Y>1)

V. Let rv X, Y be jointly normal with means 1 and 2 and s.d.’s 2 and 4

respectively and covariance 6.
Let U = X – Y and V = – X – 2Y. Find
1. Joint pdf fU,V(u,v) and marginal pdf fU(u)
 VI. Let rv X,Y be uniform on 0< x<1, 0 < y < 1. Find
1. pdf fX(x) 2. conditional pdf fY(y|x) 3. E(Y|X = x)
4. Correlation coefficient ρ X ,Y

VII. Given a random sample of 49 objects with mean 12 and variance 4, give
a 95% CI for the population mean. Assume the population is normal.

VIII. Given a random sample of 20 with mean 12 and variance 4, give a 95%
CI for the population variance. Assume the population is normal.

IX. Let Xn be iid random process with Xn = B(1, 2/3) for all n.
1. For rv’s X3, X7, X13 find pdf f3,7,13(x3,x7,x13) and autocorrelation
RX(7,13)
2. Let Sn = X1 +. . . +Xn be the sum process. Find P(S3=2, S8 = 5, S12 =7)

X. Suppose rv Y = X + N where X and N are independent Gaussian with

mean 0 and var(X) = 3, var(N) = 4. Find
1. E(Y) 2. Var(Y) 3. Pdf fY(y) 4. Cov(X,Y) 5. Pdf fX,Y(x,y)

Math 374 Final Exam 5/15 Name: ______________________________________________________

NO Calculators!! One page, one side of notes + 3 pages of reference sheets. Show work CLEARLY!!!
Don’t waste time on arithmetic or hard integrals!!
I. Let Xn = N(n, 2) be independent Gaussians.
1. Find the joint pdf f3,7,13(x3,x7,x13) for X3, X7, X13 and the autocorrelation
RX(7,13) .
2. Consider the sum process Sn = X1 + X2 + . . . + Xn . Find the joint pdf
f3,7,13(2,4,7) for S3, S7, S13 at (2,4,7)

II. Given a random sample of size 10 having mean 3 and variance 4, find a 98% CI for
the population mean.

III. 1. Suppose the scores on an exam are normally distributed with mean 70 and s.d.
10. Find the 95th percentile k, i.e. P(X >k) = .05
2. Suppose a random sample of 25 scores is taken from the above population.
Find k s.t. P( X > k ) = 0.05

IV. RV’s X,Y pdf f(x,y) given by y

Find: 1. pdf fX, 2. fY(y|X = 2)

3. E(X) 4. var(X) 5. E(Y|x = 2)

V. Let rv X, Y be jointly normal with means 1 and 2 and s.d.’s 2 and 4 respectively
and covariance 6.
Let U = X – Y and V = - X + 2Y. Find
2. Joint pdf fU,V(u,v) and marginal pdf fU(u)
 VI. A non-symmetric binary communications channel has input X and output Y.
P(X = 0) = .3 ; P(Y =0|X = 0)= .7 , P(Y =0|X=1) =.4 Find
2. P(Y =1| X = 0) 2. P(Y=0) 3. P(Y=1) 4. P(X=0|Y=0)
5. P(X=0|Y=1) 6. E(XY)
If possible, draw a diagram representing the channel.

VII. Suppose X, Y joint Gaussian with s.d.’s 1 and 3 respectively and covariance -2
Find the joint pdf and the two marginal pdf’s. What if the covariance were 4?

VIII. Let X1, X2, X3 be independent exponential RV’s each having λ =1.
Let Y = X1 + X2 – X3. Find
1. E(Y) 2. Var(Y) 3. Cov (X1,Y)
Math 374 Final Exam 12/7/15 Name: __________________________________________________
NNNCSWC!!!!! USE REFERENCE SHEETS!!!

I. Suppose test scores X1 have a Gaussian distribution with mean 72 and variance 9.
1. Find the 90th percentile k, i.e. P(X1 > k) = .90
2. If X1 , X2 , X3 , X4 are iid (X1 as above), find the 95th percentile for the mean X .

II. Suppose Xn is an iid random process with Xn exponential having E(Xn) = 3

1. Find the pdf f2,5,9(x2, x5,x9).
2. Find the autocovariance C(3,11)
III. Suppose Sn = X1 + . . . +Xn is the sum process for Xn iid Bernoulli with p = ¼ .
1. Find f2,5, 11(1,3,7) 2. Find f2, 7, 9(0, 6,7)

IV. Suppose that X1, X2, X3 and Y are independent RV’s. X1, X2, and X3 are each Rayleigh
X1+ X2+ X3
with expectation 7 and Y is exponential with mean 4. For X = , find E(
3
X ¿, var( X ¿ , E ¿ - Y) , and var( X −Y ¿

16 ( ) ( )
2 2
−9 x−4 2 x−4 y+3 y +3
[ − ( )( )+ ]
1
V. Suppose RV X,Y have pdf f(x,y) = e
3 3 3 5 5 ❑

10 π √ 8

Find 1. marginal pdf’s fX and fY . 2. Cov(X,Y)

x

VI. RV’s X,Y pdf f(x,y) given by y Find

1. cov(X,Y) 2. ρ X ,Y 3. fX(x|Y = 2) 4. Covariance matrix KX,Y

VIII. Suppose that X,Y are uniform on x2 + y2 < 1, y > 0. Find

1. marginal pdfs fX and fY 2. E(X) 3. fY(y|x)

IX. Suppose Y = X + N , where N is a Gaussian noise with mean 1 and variance 2,

independent of X, and X has pdf fX(x) = cx2 , x = -1, 1, 2. Find
1. pdf fY(y) 2. E(Y|X = 1) 3. Cov(X,Y)

Math 374 F16 Final Exam Name:

_____________________________________________________________ N0 Notes !!! N0
Calculators !!! Show work CLEARLY!!! Use reference sheets when appropriate !!!

I . 1. A random sample of 16 items from and approximately normal population has mean 6
and variance 1.44. Find a 90% CI for μ.
 (12) 2. A random sample of 10 items from a normal population has a
variance of 4. Find a 95% CI for the variance of the population.

II. 1. Suppose that exam scores are normally distributed with mean 63 and variance 9. Find
the 95th percentile. Explain briefly what 95th percentile means.
(12) 2. Suppose a random sample of 16 scores is taken
from the above population. Find k such that P( X > k) = 0.05.

III. Let Xn be an iid Gaussian process with E(Xn) = 1 and var(Xn) = 2, with sum process Sn = X1+ . . . + Xn.
1. For rv’s X4, X7 , X12 , find the joint pdf f4,7,12 and the correlation matrix K (12)
2. Find the joint pdf f4,7,12 (5, 8, 7) for S4 , S7, S12 evaluated at (5,8,7)

IV. Suppose rv’s X, Y are uniform on {(x,y): 0 < y < x2} Find (15)
1. Joint pdf and the two marginal pdfs 2. Conditional pdf f Y(y|x) 3. E(Y|X = x)
4. P(Y < (1/6) | x = ½} 5. Are X and Y independent? Explain.

V. Suppose rv X has pdf f(x) = cx , x = 1,2,3. Find (13)

1. Var(X) 2. P( X odd | X > 1) 3. Characteristic function Φ X

( )
1 −1 4
VI. Suppose rv X =(X,Y,Z)T has mean (3,2,1)T and covariance KX = −1 2 2 . Let U = X – Y,
4 2 3
V = X + Y + Z , and W = X + Z . Find the mean and covariance for U = (U, V, W)T (12)

VII. Consider independent rv’s X1, X2, . . . , X5 and Y, and let X denote the mean of the Xj. For
each j, Xj is a beta rv with α =β=1 and Y is Rayleigh with E(Y) = √ π /2 . Find
(12) 1. E( X ¿ 2. Var( X ¿ 3. Var
(Y) 4. Var( X – Y)

VIII. Suppose Y = X + N, where N is a Gaussian noise with E(N) = 2 = var(N) and X and N are
independent. Suppose X has pdf fX(x) = cx , x = 1, 2, 3. Find
(12) 1. pdf fY(y) 2. E(Y| X =1) 3.
Cov(X,Y)
 Math 374 Show ALL work CLEARLY!! Avoid foolish computations!!!
Name:_____________________________________

I. X1, X2, X3, Y are independent RVs. X1, X2, X3 are exponential with mean ½
and Y is uniform on [2,8]. X = (1/3)(X1 + X2 + X3) . Find
(12) 1. E( X ¿ 2. Var ( X ¿ 3. Var( X −¿ Y) 4. Joint
pdf of X1, X2, and Y

II. A random sample of 10 objects from an approximately normal

population has mean 3.2 and variance 3. Find a 90% CI for μand a 95%
CI for σ 2 (16)

III. Suppose that Xn is an iid random process with Xn Bernoulli with p =1/3
for all n and Sn = X1 + . . . + Xn . Find
(16) 1. joint pdf of X3 and X5 . 2. Pdf of S3 3.
P(S3 = 2 and S7=5 and S12 = 7)

IV. Suppose X and Y are joint Gaussian with E(X) =1, var(X) =2, E(Y) = 3,
var(Y) =4, and cov(X,Y) = - √ 2 . Find (16)
1. Joint pdf fX,Y 2. Conditional pdf fX(X|Y) 3. Covariance matrix for
X = ( X Y)T

V. Let X and Y be independent Cauchy RVs , X having α =1and Y having α =

2. Suppose U = 2X – Y and V = X + Y. Find (12)
1. Joint pdf fX,Y 2. Joint pdf fU,V

VI. RV X has pdf f(x) = cx, 0 < x < 4. Find

1. E(X) 2. P(X < 1) 3. P(X<1| X< 2) (15)
Consider a binary transmission system with transmitted signal X having P(X=0) =
1/3 and P(X=1) =2/3. The probability of a transmission error is 0.3 when X = 0 and
0.4 when X = 1. For received signal Y, find
1. P(Y =0) 2. P(X =0| Y = 0) 3. E(Y)