University of Waterloo
Department of Electrical and Computer Engineering
E&CE-316 – Probability Theory and Random Processes
Final Examination
August 5th, 2010
Instructor: A. K. Khandani
Time allowed: 2.5 hours.
NO AIDS ALLOWED except for one sheet (A4, double-sided) of formulas.
Closed book examination. Use of calculator is allowed.
Questions of equal value. [60] constitutes full marks.
Problem 1: Die A has four red and two white faces, whereas die B has two red and four white
faces. A fair coin is flipped once and if the result is head, die A is selected, and if it is tail, die B
is selected. Then, we throw the selected die for two times in succession.
(2.5) 1.1. What is the probability of obtaining two reds?
(2.5) 1.2. If we get two reds, what is the probability that die A was selected?
(2.5) 1.3. Show that the probability of getting a red in a given throw is 1/2.
(2.5) 1.4. If the first two attempts are red, what is the probability that the third one is also red?
Problem 2: A Professor sets an examination with one question for two students. Of the two
students, she knows that Student A has a probability of 0.3 of answering the question correctly
and Student B has a probability of 0.5 of answering the question correctly.
(4) 2.1. She chooses a paper at random and finds it contains a correct answer. What is the probability
it is the paper of Student A?
(3) 2.2. What is the probability that exactly one of the students got the answer correct?
(3) 2.3. Her TA actually marked the papers and tells her that exactly one student got the answer
correct. What is the probability that Student A answered the question correctly?
Problem 3: Consider a Random Process X(t) with zero mean whose samples are jointly Normal
with Autocorrelation function RX (τ ) = e−|τ | , for −1 ≤ τ ≤ 1 and RX (τ ) = 0, otherwise.
(4) 3.1. Compute the joint PDF of X(t) and X(t + 2) (note that if two Normal random variables are
uncorrelated, they will be independent too).
(3) 3.2. Compute the PDF of X(t) + X(t + 0.5).
(3) 3.3. What is the probability P{X(t) > 0.58}.
Problem 4: Consider a joint probability density function for random variables X and Y defined
as (
cxy, 0 ≤ x < y ≤ 1
fX,Y (x, y) =
0, otherwise.
Define the event A as Y > 2X.
(4) 4.1. Compute the constant c and the probability of event A.
(3) 4.2. Find the conditional joint PDF of X and Y , given A.
(3) 4.3. Find the conditional PDF of Y given A.
Problem 5: Consider the conditional probability density function fX|B (x|b) = ae−b|x| , where X
is a random variable whose allowable values range from x = −∞ to x = +∞ and B is a discrete
random variable taking values of 1 and 2 each with probability 1/2. Find:
(4) 5.1. the cumulative distribution function FX (x).
(3) 5.2. the mean and the variance of X.
(3) 5.3. the probability that X lies between 1 and 2.
Problem 6: Let X and Y be independent random variables where X is uniform in the interval
[0, α] and Y has the pdf fY (y) = βe−βy , y ≥ 0.
(3) 6.1. If P (|X − 1| < 1) = P (X > 4), find the value of the constant α.
(3) 6.2. If E(Y 2 ) = 1, find the value of the constant β.
(2) 6.3. Find the pdf of the random variable V = X + Y and determine its range of definition, mean
and variance.
(2) 6.4. Compute the conditional pdf of V given Y > 2.
Problem 7: The random variables X and Y are uniformly distributed in the shaded region shown
in the following figure:
X
−2 −1 0 1 2
−1
−2
(2) 7.1. Compute the probability of the events: P (X ≥ 1), P [(Y ≥ 1)|(X ≥ 1)].
(2) 7.2. Compute the probability of the events: P (X + Y ≥ 1.5), and P [(X + Y ≤ 1.5)|(X ≥ 1)].
(2) 7.3. Compute the probability of the events: P (X ≥ |Y |) and P (|X| ≥ Y ).
(2) 7.4. Compute the marginal pdf of of X and find its mean and variance.
(2) 7.5. Are the two random variable X and Y uncorrelated? Are they independent?
