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    Quiz Sol

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    Thinh
    This document summarizes a quiz for the course ECE534 at the University of Illinois for Fall 2011 to be held on September 12, 2011 from 7-8 pm in room 269 of Everitt Laboratory. The quiz contains 4 problems: (1) calculating expectations of random variables, (2) finding probabilities of random variables being above or below thresholds, (3) finding probabilities of quadratic functions being non-negative, and (4) properties of jointly distributed random variables including their densities and conditional distributions.

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    Quiz Sol

    Uploaded by

    Thinh
    36 views1 page
    This document summarizes a quiz for the course ECE534 at the University of Illinois for Fall 2011 to be held on September 12, 2011 from 7-8 pm in room 269 of Everitt Laboratory. The quiz contains 4 problems: (1) calculating expectations of random variables, (2) finding probabilities of random variables being above or below thresholds, (3) finding probabilities of quadratic functions being non-negative, and (4) properties of jointly distributed random variables including their densities and conditional distributions.

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    This document summarizes a quiz for the course ECE534 at the University of Illinois for Fall 2011 to be held on September 12, 2011 from 7-8 pm in room 269 of Everitt Laboratory. The quiz contains 4 problems: (1) calculating expectations of random variables, (2) finding probabilities of random variables being above or below thresholds, (3) finding probabilities of quadratic functions being non-negative, and (4) properties of jointly distributed random variables including their densities and conditional distributions.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    36 views1 page

    Quiz Sol

    Uploaded by

    Thinh
    This document summarizes a quiz for the course ECE534 at the University of Illinois for Fall 2011 to be held on September 12, 2011 from 7-8 pm in room 269 of Everitt Laboratory. The quiz contains 4 problems: (1) calculating expectations of random variables, (2) finding probabilities of random variables being above or below thresholds, (3) finding probabilities of quadratic functions being non-negative, and (4) properties of jointly distributed random variables including their densities and conditional distributions.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    of 1

    University of Illinois Fall 2011

    ECE534: Quiz
    Monday September 12, 2011
    7:00 p.m. 8:00 p.m.
    269 Everitt Laboratory
    1. (a) E[Y ] = E[E[Y |X]] = E[X/2] =
    7
    2

    1
    2
    =
    7
    4
    .
    (b) Given X = n, the conditional distribution of Y is the binomial distribution with param-
    eters n = k and p = 0.5. So P(Y = 4|X = 5) =

    5
    4

    2
    5
    =
    5
    32
    .
    (c) Using Bayes formula and the fact P{X = n} is the same for 1 n 6,
    P(X = 5|Y = 4) =
    P{X = 5, Y = 4}
    P{Y = 4}
    =
    P(Y = 4|X = 5)P{X = 5}

    6
    n=4
    P(Y = 4|X = n)P{X = n}
    =
    P(Y = 4|X = 5)

    6
    n=4
    P(Y = 4|X = n)
    =

    5
    4

    2
    5

    4
    4

    2
    4
    +

    5
    4

    2
    5
    +

    6
    4

    2
    6
    =
    5
    32
    1
    16
    +
    5
    32
    +
    15
    64
    =
    10
    4 + 10 + 15
    =
    10
    29
    2. (a) Equal to the area of a triangle with base and height 0.5; P{Y 1.5} =
    1
    8
    .
    (b) P(Y
    1
    2
    |Y 1) =
    1
    8
    1
    2
    =
    1
    4
    .
    (c) E[|Y 1|] =

    2
    0
    |u 1|f
    Y
    (u)du = 2

    1
    0
    |u 1|udu = 2

    1
    0
    u u
    2
    du = 2(
    1
    2

    1
    3
    ) =
    1
    3
    .
    3. (a) For < t < , P{At
    2
    + t + 1 0} = P{A
    1+t
    t
    2
    } = P

    A
    4

    1+t
    4t
    2

    = Q

    1+t
    4t
    2

    (b) By the quadratic formula, a function of the form at


    2
    + bt + c with c > 0 is nonnegative
    for all t if and only if b
    2
    4ac 0. So the event in question is the same as {1
    2
    4A 0}
    or {A
    1
    4
    } or {
    A
    4

    1
    16
    }. The event thus has probability Q

    1
    16

    .
    4. (a) (4 pts) f
    X
    (u) = 0 for |u| 0.
    For |u| < 1, f
    X
    (u) =

    1u
    2

    1u
    2
    1

    dv =
    2

    1u
    2

    .
    (b) No. Joint density doesnt factor. Support is not a product set.
    (c) By inspection, given X = u, the conditional distribution of Y given X = u is uniform
    over the interval (

    1 u
    2
    ,

    1 u
    2
    ), and hence the conditional distribution of |Y |
    given X = u is uniform over the interval (0,

    1 u
    2
    ). Thus, E[ |Y | |X = u] =

    1u
    2
    2
    .

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