University of Tripoli

Electrical and Electronic Engineering

EE416 Fall 2019/2020 Sheet # 1 Non-credit sheet

(It is high recommended to solve these problems)

Probability Review
(1) Monitor three phone calls and observe whether each one is a voice call or a data call.
The random variable N is the number of voice calls. Assume N has PMF

0.1, n = 0

PN (n) = 0.3, n = 1, 2, 3,

0 o.w.


Voice calls cost 25 cents each and data calls cost 40 cents each. T cents is the cost of
the three telephone calls monitored in the experiment.

(a) Express T as a function of N.

(b) Find PT (t) and E[T ].

(2) The random variable X has PMF

(
c/x, x = 2, 4, 8,
PX (x) =
0 o.w.

(a) What is the value of the constant c?

(b) What is P [X = 4]?
(c) What is P [X < 4]?
(d) What is P [3 ≤ X ≤ 9]?

(3) In an experiment to monitor two calls, the PMF of N, the number of voice calls, is


0.2, n=0

0.7, n = 1,
PN (n) =


0.1, n = 2,
0 o.w.


Find E[N], E[N 2 ], and the standard deviation of N, σN .

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(4) A continuous random variable X has E[X] = 3 and V ar[X] = 9. Find the PDF,
fX (x), if
(a) X has an exponential PDF.
(b) X has a uniform PDF.
(b) X has Gaussian PDF.
(5) The peak temperature T , as measured in degrees Fahrenheit, on a July day in a city
is the Gaussian (85, 10) random variable. What is P [T > 100], P [T < 60], and
P [70 ≤ T ≤ 100]?
(6) X is a Gaussian random variable with E[X] = 0 and P [|X| ≤ 10] = 0.1. What is the
standard deviation σX ?
(7) Random variables X and Y have joint pdf
(
(x + y)/3, 0 ≤ x ≤ 1, 0 ≤ y ≤ 2,
fX,Y (x, y) =
0 o.w.
(a) Find the marignal pdf for each random variable.
(b) are these random variables independent?
2
(c) Calculate E[X], E[Y ], σX , σY2 , and the coveriance Cov[XY ].
(d) If we define a event A = {Y ≤ 1}, What is P [A]?
(e) For part (d), find fX,Y |A (x, y), fX|A (x) and fY |A (y).

Random Process
(8) Consider the sinusoidal process
X(t) = A cos(2πfc t)
where the frequency fc is constant and the amplitude A is uniformly distributed:
(
1, 0 ≤ a ≤ 1
fA (a) =
0, ow
Determine whethr or not this process is strictly stationary
(9) A random process X(t) is defined by
X(t) = A cos(2πfc t)
where A is a Gaussian distributed random variable of zero mean and variance σA2 . This
random process is applied to an ideal integrator, producing the output
Z t
Y (t) = X(ν)d ν
0

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 (a) Determine the probability density function of the output Y (t) at a particular time
tk .
(b) Determine whether or not Y (t) is stationary.
(c) Determine whether or not Y (t) is ergodic.
(10) Prove the following two properties of the autocorrelation function RX τ ) of a random
process X(t):
(a) If X(t) contains a DC component equal to A, then RX τ ) will contain a constant
component equal to A2 .
(b) If X(t) contains a sinusoidal component, then RX τ ) will also contain a sinusoidal
component of the same frequency.
(11) The power spectral density of a random process X(t) is shown in Figure 1. It consists
of a delta function at f = 0 and a triangular comppnent.

Figure 1: PSD of X(t) (Problem 11)

(a) Determine and sketch the autocorrelation function RX τ ) of X(t).

(b) What is the DC power contained in X(t)?
(c) What is the AC power contained in X(t)?
(d) What sampling rates will give uncorrelated samples of X(t)? Are the samples
statistically independent?
(12) A pair of noise processes n1 (t) and n2 (t) are related by
n2 (t) = n1 (t) cos(2πfc t + θ) − n1 (t) sin(2πfc t + θ)
where fc is a constant, and θ is the value of a random variable Θ whose probability
density function is defined by
(
1
2π
, 0 ≤ θ ≤ 2π
fΘ (θ) = (1)
0, ow

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 The noise process n1 (t) is stationary and its power spectral density is as shown in
Figure 2. Find and plot the corresponding power spectral density of n2 (t).

Figure 2: PSD of n1 (t) (Problem 12)

(13) A zero-mean stationary process X(t) is applied to a linear filter whose impulse response
is defined by a truncated exponential:
(
a e−a t , 0 ≤ t ≤ T
h(t) =
0, ow

Show that the power spectral density of the filter output Y (t) is defined by

a2

SY (t) = 1 − 2 exp(−a T ) cos(2π T ) + exp(−2a T )) SX (f )
a2 + (2πf )2

where SX (f ) is the power spectral density of the filter input.

(14) The output of an oscillator is described by

X(t) = A cos(2π f t − Θ)

where A is a constant, and f and Θ are independent random variables. The probability
density function of e is defined by Equation (1).
Find the power spectral density of X(t) in terms of the probability density function of
the frequency f . What happens to this power spectral density when the frequency f
assumes a constant value?

(15) A stationary, Gaussian process X(t) with zero mean and power spectral density SX (f )
is applied to a linear filter whose impulse response h(t) is shown in Figure 3. A sample
Y is taken of the random process at the filter output at time T .

(a) Determine the mean and variance of Y .

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 Figure 3: Impule response of h(t) (Problem 15).

Figure 4: the power spectrum density SN (f ) (Problem 16)

(b) What is the probability density function of Y ?

(16) Consider a Gaussian noise n(t) with zero mean and the power spectrum density SN (f )
shown in Figure 4.

(a) Find the probability density function of the envelope of n(t).

(b) What are the mean and variance of this envelope?

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