Solution Assignment 1
Problem 1
(a) This is given as P(D|B) = 0.01.
(b) P (D) = P (A)P (D|A) + P (B)P (D|B) + P (C)P (D|C) = (0.2)(0.05) + (0.3)(0.01) +
(0.5)(0.02) = 0.023.
(c) P(B|D) = P(D|B) P(B) = (0.01)(0.3) = 3 .
Problem 2
a)
E[X] = 1/p = 3. var(X) = E[(X 3)2] = (1p)/p2 = (2/3)/(1/9) = 6 E[(X 2)2] =
var(X) + (23)2 = 7.
More long-windedly, E[(X 2)2] = E[X2] 4E[X] + 4 = var(X) + 32 4E[X] + 4 = 7.
(b) P{X = 2 | X < 4} = P{X = 2} = P{X = 2}= (2/3)(1/3) =2/9 = 6/27 = 6 .
Problem 3
Let X N(1,22).
a) P(|X| < 3) = P (-3 < X < 3) =
b) P(X23X+2 < 0) = P[ (X 1) (X 2) < 0] =
P[(X < 1) (X > 2 ) [(X > 1)
(X < 2 ) ]= P (1 < X < 2)
Problem 4
IQR = Q3 Q1 = P75 P25 = 75th percentile 25th percentile
0.75 = 1 e x
ln(0.25)
P75 = x =
ln(0.75)
P25 = x =
Problem 5
Solutions to ECE313 Exam 2, Fall 2002
1. (a)
a=
(b)
E[X] =
(c)
3
3
x
dx = =
ax
a
ln 4
f (x)dx =
1
dx = ln 4
x
1
ln 4 ln 3
dx =
ax
ln 4
2. (a) Dierentiate answer to part (b) to get:
fX (x) =
2 x
if 0 < x < 1
else
(Also need to sketch this function.)
(b) Note that X takes values in [0, 1], so let 0 x 1 and compute
P [X x] = P [U 2 x] = P [ x U x] = x
4.(a),(b) As studied in class, X is an exponential random variable with parameter . Hence, P{X > )} = exp())
and fX (u) = exp(u) for u > 0, and 0 otherwise.
P{X > ) | A} is obviously 0 if ) * 3, while for 0 % ) < 3,
P{X > ) | A} = P{No arrivals in (0,)] | two arrivals in (0,3]}
= P{No arrivals in (0,)] + two arrivals in (0,3]}/P{two arrivals in (0,3]}
= P{No arrivals in (0,)] + two arrivals in (),3]}/P{two arrivals in (0,3]}
= [exp())exp((3)))((3)))2 /2!]/exp(3)(3)2 /2! = (3))2 /9.
Problem 6
d
(d)
fX|A(u|A) = P{X > ) | A} = (6 2))/9, 0 % ) < 3, and 0 otherwise.
d)
72
12
5.
P{{|X 4 | > 3} = P{X > 7} + P{X < 1} = 1 ,
+,
= 1 ,(1) + ,(0.2)
5
5
= 1 ,(1) + 1 ,(0.2) = 2 0.8413 0.5793 = 0.5794.
32
22
P{X < 3 | X > 2} = P{2 < X < 3}/P{X > 2} = 2 ,
,
= 2(,(0.2) 0.5)
5
5
= 1.1586 1 = 0.1586
(c)
( ) ( )
[ ( ) ( )]
2.
Hence, P{X is a multiple of 3} = P{X = 3} + P{X = 6} + P{X = 9} + = q2 p + q 5 p + q 8 p +
q2 (1q)
q2
1
= q2 p[1 + q3 + q6 + ] =
= 2
= .
1q3
q +q+1 31
Let A, B, and C respectively denote the events that the U-O, O-C, and U-C links are in working condition.
The capacities are marked on the Karnaugh map below (in which each cell has probability 1/8). It is easily
seen that Z takes on values 0, 56, 100, and 156 with probabilities 3/8, 1/8, 3/8, and 1/8 respectively, and
3
1
3
1 0 + 56 + 300 + 156 512
hence E[Z] = 0! + 56! + 100! + 156! =
=
= 64.
8
8
8
8
8
8
A
0
Problem 7
100
100
56
156
100
B
3.
The pdf is as shown on the diagram below where some lines have been added to aid in computation. Each
triangle shown has area 1/8.
1
(a)
1/2
1/2
By inspection, we see that P{|X| < 1/2} = 1/2. Similarly, P{X < 1/2} = 5/8} and
P[{X > 0} " {X < 1/2} = P{0 < X < 1/2} = 1/8, giving P{X > 0 | X < 1/2} = 1/5. Politically correct antisegregationists (i.e. those who believe in integration) who failed to sketch the pdf can proceed as follows:
0
1/2
0
1/2
0
1/2
u2
1
1
P{|X| < 1/2} = # (1+u)du + # udu = # 1du + #udu = u $
+ $
= + 0 = and so on.
2 $1/2
2
2
1/2
0
1/2
1/2
$1/2
%
(b)
E[X] =
#uf (u)du =
X
u u$
u$
1
#u(1+u)du + 0#uudu = 2 + 3 $1 + 3 $0 = 6.
1
0
2
3
3
#%|u|fX(u)du = 1#u(1+u)du + 0#uudu = u2 + u3 $$1 + u3 $$0 = 12.
(c)
E[|X|] =
(d)
g(u) = |u|. Hence, for any v > 0, we have two solutions u 1 = v and u2 = v to the equation g(u) = v. Since
the absolute value of the derivative of g(u) is 1 at both points, we get fY(v) = f X(v) + f X(v) for v > 0.
Obviously fX(v) = f X(v) = 0 if |v| > 1, and hence we have that fY(v) = v + (1v) = 1 for 0 < v < 1. In
1,
0 < v < 1,
summary, f Y(v) = 0,
otherwise, which is readily seen to be a valid pdf.
Since Y is uniformly distributed on (0,1), its mean value is 1/2 (as you have written down on your sheet of
(e)
notes, I hope!). Otherwise, compute E[Y] = #v1dv =
0
v2 $
1
= to get the same answer as in part (c).
2 $0
2
University
of Illinois
Problem
8
7.
(a)
(b)
Solutions to Final Exam
Page 3 of 3
The joint pdf has value 2/3 on the region shown in the left-hand figure below.
v
2
^
Y
3/2
1
2/3
2 u
1
1
2 u 1/2
1
ECE 313
Spring 2003
2 X
Problem 7: joint pdf
Problem 7: pdf of X
MMSE estimator
fX(u), the value of the marginal pdf of X at u, equals the cross-sectional area of the pdf surface at u. Hence,
we get that fX(u) has constant value 2/3 for 0 < u < 1, and decreases to 0 as u increases from 1 to 2, as
showb in the middle figure above. More formally,
for 0 < u < 1,
#2/3
fX(u) = "(2/3)(2u)
for 1 $ u < 2,
It is easily verified that the area under the pdf is 1.
!0
otherwise.
The MMSE estimator for Y given X is the mean of the conditional pdf of Y given the value of X. Also,
the conditional pdf is simply the cross-section of the joint pdf surface normalized to have area 1.
It is easily seen that if X = a where 0 < a < 1, then the conditional pdf of Y is uniform on (1a, 2a) and
hence has mean (3/2) a which varies from 3/2 at a = 0 to 1/2 at a = 1, while if 1 $ a < 2, then the
conditional pdf of Y is uniform on (0, 2a) and thus has mean 1 a/2 which varies from 1/2 at a = 1 to 0
^ is (3/2)X if 0 < X < 1, and 1 X/2 if 1 $ X < 2, as illustrated
at a = 2. Thus, the MMSE estimator Y
in the right-hand figure above. Note that the function is piecewise linear, and thus is different from the
linear MMSE estimator.
Problem 9
Let
the
random
variables
X
and
Y
be
jointly
uniformly
distributed
over
the
region
shown.
V
1
0
1
2
3
u
a)
Determine
the
value
of
f X,Y
f X,Y (u, v) = c
for
(u,v)
A
where
A
is
region
inside
parallelogram
0
otherwiswe
to
find
c,
the
volume
under
the
surface
defined
by
the
joint
pdf
is
1
1=
c
(area
of
parallelogram)
therefore
c
=
1/(area
of
parallelogram)
area
of
parallelogram=
2
(1/2)(1)(1)=1
f X,Y (u, v) = 1
for
(u,v)
A
0
otherwise
b)
Find
the
marginal
pdf
of
X
f X
f X (u) =
f (u,v)dv =
v=0 dv =
u/2
for
0
<
u
<
1
v= X ,Y
v=
v=u /2
=
=
v=u /2
dv =
u/2
[u/2
1/2]=
1/2
for
1
<
u
<
2
v=(u /2)1/2
v=1
dv
v=(u /2)1/2
=
1
-
[u/2
1/2]=
3/2
u/2
for
2
<
u
<
3
c) Find
the
mean
and
variance
of
X
f X (u)
1/2
0
1
2
3
u
u=
u=1
u=2
u=3
u
1
3 u
E[X]
=
f X (u)du = du + du + ( )du =
1
2
u=
u=0 2
u=1 2
u=2 2
=
62'X %('$'&+7$#%8+'"%&!0%$5'1$&4!0'8$1%$"5+'9%#.'3$1$0+#+1('p $&4'r/
' ! E1X 2 ! r&p
u=
u=1
(L ! V1X 2 ! r1K # p2 &pL
AJEKLB
u=2 2
u=3
u3
u
3 u
du +
du + u 2 ( )du =
E[ X ]
=
f X (u)du =
2 2
u=
u=0 2
u=1 2
u=2
= >+"'(%#+'*!&#$%&('#.1++'%4+&#%*$5'*!03)#+1'(+18+1(,'?&5@'!&+'%(')(+4'#!'!3+1$#+'#.+'(%#+/'$&4
The
integration
is
simple.
#.+'!#.+1'#9!'$1+'(3$1+('#.$#'*$&'"+'$*#%8$#+4'%&'*$(+'#.+'31%0$1@'(@(#+0'2$%5(,'-.+'31!"$"%5%#@
V[X]
=
E[ X 2 ]
(E[X] )2
!2'$'2$%5)1+'%&'#.+'31%0$1@'*!03)#+1'A!1'$&@'$*#%8$#+4'(3$1+'(@(#+0B'21!0'$'1+C)+(#'2!1'(+18%*+
%('D,DDD<,'=(()0%&7'#.$#'+$*.'1+C)+(#'1+31+(+&#('$&'%&4+3+&4+&#'#1%$5/'9.$#'%('#.+'0+$&'&)0E
"+1'!2'1+C)+(#(')&#%5'2$%5)1+'!2'$55'#.1++'(+18+1(F
Problem 10
EXAMPLE 3-25
$&4
G+#'X 4+&!#+'#.+'&)0"+1'!2'1+C)+(#(')&#%5'$55'#.1++'(+18+1('2$%5/'$&4'5+#' XK/' XL /'$&4' XJ
4+&!#+' #.+' &)0"+1' !2' 1+C)+(#(' "+2!1+' $' 2$%5)1+' !2' #.+' 2%1(#/' (+*!&4/' $&4' #.%14' (+18+1(' )(+4/
1+(3+*#%8+5@,'H!9/' X ! XK $ XL $ XJ,'=5(!/'#.+'1+C)+(#('$1+'$(()0+4'#!'*!031%(+'%&4+3+&4E
+&#'#1%$5('9%#.'*!&(#$&#'31!"$"%5%#@'!2'2$%5)1+'p ! D,DDD<,'I)1#.+10!1+/'$'(3$1+'(+18+1'%('&!#
$22+*#+4'"@'#.+'&)0"+1'!2'1+C)+(#('"+2!1+'%#'%('$*#%8$#+4,'-.+1+2!1+/'X .$('$'&+7$#%8+'"%&!0%$5
4%(#1%")#%!&'9%#.'p ! D,DDD<'$&4'r ! J,';!&(+C)+@/
E1X 2 ! J&D,DDD< ! PDDD!1+C)+(#(
>.$#'%('#.+'31!"$"%5%#@'#.$#'$55'#.1++'(+18+1('2$%5'9%#.%&'2%8+'1+C)+(#(F'-.+'31!"$"%5%#@'%(
P1X % <2 $&4
P1X % <2 ! P1X ! J2 $ P1X ! M2 $ P1X ! <2
J
M
' ! D,DDD<J $ a b D,DDD<J 1D,NNN<2 $ a b D,DDD<J 1D,NNN<2 L
L
L
'! K,L< " KD#KD $ J,O< " KD#KD $ O,MN " KD#KD
'! K,LMN " KD#N
EXERCISES FOR SECTION 3-7
3-71. :)33!(+' #.+' 1$&4!0' 8$1%$"5+' X .$(' $' 7+!0+#1%*
4%(#1%")#%!&'9%#.'p ! D,<,'Q+#+10%&+'#.+'2!55!9%&7'31!"$E
"%5%#%+(R
A$B P1X ! K2 A"B P1X ! M2
A*B P1X ! S2 A4B P1X % L2
A+B P1X ) L2
3-72. :)33!(+' #.+' 1$&4!0' 8$1%$"5+' X .$(' $' 7+!0+#1%*
4%(#1%")#%!&' 9%#.' $' 0+$&' !2' L,<,' Q+#+10%&+' #.+' 2!55!9%&7
31!"$"%5%#%+(R
A$B P1X ! K2 A"B P1X ! M2
A*B P1X ! <2 A4B P1X % J2
A+B P1X ) J2
