Final Examination - Fall 2019

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Benha University 2nd year Electrical Eng. Dept.

Benha Faculty of Engineering Program: General


Semester: Fall 2019 Time: 3 hours
Examination Committee: Total Points: 60
Dr. Abdullah Elgammal, Subject: Random and Stochastic
Assoc. Prof. Ashraf Yehia, Processes (E1211)
Dr. Ayman Mostafa Final Examination
Date: January 16, 2020
Remarks: No. of pages: 4, No. of Questions: 3.
‫ﺃﺟﺐ ﻋﻦ ﺍﻷﺳﺌﻠﺔ ﻓﻰ ﺍﻷﻣﺎﻛﻦ ﺍﻟﻤﺨﺼﺺ ﻟﻬﺎ ﻭ ﻟﻦ ﻳﻠﺘﻔﺖ ﺍﻟﻰ ﺍﻯ ﺍﺟﺎﺑﺎﺕ ﻓﻰ ﻏﻴﺮ ﺃﻣﺎﻛﻨﻬﺎ‬

Q1 Shade the oval corresponding to the correct answer [24 Points]

1. If in a binomial distribution n=1 then E(X) is 2 pts.


p q 1 0 None of these
2. Variance of a constant is
2 E x
2 pts.
-1 1 0
3. If = | |
is a PDF. The constant C will be 2 pts.
-1 2 E x 1 0
4. Suppose that events A, B and C are independent and = . , . ,
= . , then ∩ ∩ =
2 pts.

0.072 0.108 0.048 0.6 0.4


5. Roll a die repeatedly until the current number is same as two previous trials. Suppose
the experiment is repeated n times. [ ] is 2 pts.
! " ! " " " "
# # #
6. If X is a CRV uniformly distributed with a mean of 30 and a variance of 75. 2 pts.
The probability that lies between 30 and 40 is
1/2 1/3 1/4 2/3 None of these
7. If the occurrence of one event means that another cannot happen, then the events
are 2 pts.
Joint Bayesian disjoint Independent None of these
8. $ % − $ ' is equal to 2 pts.
Var x E x E x −x 1 0
9. -./ ' + 1 is equal to 2 pts.
4Var 3 12Var 3 4Var 3 + 8 16Var 3 16Var 3 + 8
10. The temperature of the room is an example of ……. variable. 2 pts.
Continuous Discrete Absolute None of them
11. The random variable that describes the experiment in which the number of 2 pts.
occurrences of an event in a certain time period or in a certain region in space.
Binomial Geometric Pascal Poisson Hypergeometric
12. A variable which consider finite or countable infinite number of values is known as
Continuous Discrete Qualitative None of them 2 pts.

1
Q2 State whether the statements are true √ or false 7: [10 Points]
a. An experiment in which the outcome varies in an unpredictable fashion
( ) 1 pt.
when repeated under the same conditions called deterministic experiment.
b. If X and Y are independent random variables then E(XY) is equal to E X + E Y ( ) 1 pt.
c. PMF does not work for continuous random variables. ( ) 1 pt.
d. Two mutually exclusive events could be independent. ( ) 1 pt.
e. CDF can be used for continuous and discrete random variables but not for
( ) 1 pt.
the mixed random variable.
f. Suppose that events A, B are independent, then P A ∩ B = 0. ( ) 1 pt.
g. If you flip a coin two times, number of all possible events of S will be 4. ( ) 1 pt.
h. PDF is a non-decreasing function. ( ) 1 pt.
i. A CRV has a uniform distribution from -5 to 3. The probability that CRV
( ) 1 pt.
being positive is 3/8.
j. The Poisson random variable is telling that the frequency of words in a large
( ) 1 pt.
body of text is proportional to their rank.

Q3 Answer the following problems [26 Points]

1. If a card is chosen from a standard deck of cards, what is the probability of getting a
diamond (♦) or number 3? 2 pts.

2. Pick three numbers randomly from the interval [0, 3]. Find the probability of the event
= = {', ?, @ ∶ ' < . C , ? < . C, @ < . C}. 2 pts.

3. If you roll a pair of dice (order matters), what is the probability that (at least) one of
the dice is a 4 or 2? 2 pts.

4. How many different possibilities of solution exist for this equation


EF + G + G + G = F , where EH = { , F, , , … , }, J = F, , , 2 pts.

5. A batch of 20 items contains 3 defective. Suppose 6 items are selected at random. Find
the probability that at least one of the selected items is defective? 2 pts.

F

=K
MN OP Q
6. Find the mean and variance of X if 3 pts.

Mean = Second moment =

Variance =

2
7. The number of page requests that arrive at a Web server is a Poisson random variable
with an average of 6000 requests per minute. Find the probability that there are no
requests in a 100-ms. 2 pts.

8. A certain disease (D) affects about 2 out of 10,000 people. The probability that the test
result is positive (T), given that the person does not have the disease (RS ), is only 4
percent. The probability that the test result is negative (T S ) given that the person has
the disease, is only 2 percent. A random person gets tested for the disease and the result
comes back positive. What is the probability that the person has the disease?
3 pts.

U[V|W] =

9. A modem transmits + voltage signal into a channel. The channel adds to this signal a
noise term that is drawn from the set { , −F, − , − , − } with respective
probabilities{ . , . , . , . F, . F}.

(a) Draw the PMF and CDF of the output Y of the channel. 4 pts.

(b) Find E(Y). 2 pts.

≥ ≥ .C
10. Draw the PDF of X, if the CDF is X =Y
MN OP Q
2 pts.

3
1. Counting Methods

Ordered W/R Orderd without/R Unordered without/R Unordered W/R


Z [
\[] =
Z!
`[] =
Z!
=
Z
a
_+Z−1
b
Z−_ ! _! Z − _ ! _ _

2. Bayes’ Rule (let c" , c! , … c] def gdehihijZk jl d kdmgnf kgdof)


P[Bq ∩ A] PpArBq sPpct s
PpBq rAs = =
P[A] ∑[ \[v|c[ ]\[c[ ]
3. Discrete Random variable (DRV)

DRV w x y z{Q
Bernoulli {0,1} \| = } = 1 − g, \" = g g g 1−g
Z [
{0, 1, … , Z} g 1−g ] [ np np 1 − p
_
Binomial
1 1−p
{1, 2, … } p 1−p € "
p p!
Geometric
1 L+1 ‚ −1
!
{• + 1, • + 2, … , • + ‚} j+
L 2 12
Uniform
_−1 … m m 1−p
{m, m + 1, … } a bg 1 − g … [
m−1 p p!
Pascal

‡[
{0, 1, … } f ˆ ‡ ‡
_!
Poisson

Š •
‹ ŒŽ•‹•
Hypergeometric \‰ 3 = Š‘• , 3 is the number of objects (b), _ ’ “ + e
Ž
]! [ [ [
\[ _" , _! , … , _… ] = g" ” g! • … g…– , _" + _! + ⋯ + _… = Z
[” ![• !…[– !
Multinomial

4. Continous Random variable (CRV)

CRV y z{Q
1
d’3’“ d+“ “−d !
˜“ − d
2 12
Uniform
0 fnkf™ℎfef
1 1
›f œ•
3 ≥ 0 ,› ž 0
λ λ!
Exponential
• … •
Gaussian f ! •
m σ!
√2¡¢

Best wishes
Abdullah

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