ECE302 Exam 1 Version A February 28, 2007 1

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You must show ALL of your work for full credit.
This exam is closed-book. One 8.5 by 11 page of notes is permitted. It should be turned in
with the exam.
Calculators may NOT be used.
1. If the random variable T has CDF
F
T
(t) =
_

_
0 t < 0
1/5 0 t < 1
1/3 1 t < 3
1 t 3
(a) Find the PDF of the random variable T.
The CDF has jumps at 0, 1, and 3, thus we will need to use our denition that the
derivative of the unit step is an impulse function. Accordingly we obtain
f
T
(t) =
1
5
(t) + (
1
3

1
5
)(t 1) + (1
1
3
)(t 3)
=
1
5
(t) +
2
15
(t 1) +
2
3
(t 3).
Note that we did not need to write the PDF using a separate case for t {0, 1, 2}
because the delta functions are zero everywhere except at the value of t for which their
arguments are zero.
(b) Find E[T].
E[T] =
_

tf
T
(t)dt
=
_

_
t
5
(t) +
2t
15
(t 1) +
2t
3
(t 3)
_
dt
= 0/5 + 2/15 + 6/3
= 32/15
(c) Let B = {T < 3/2}. What is the probability of the event B.
P[B] =
_
3/2

_
1
5
(t) +
2
15
(t 1) +
2
3
(t 3)
_
dt
= 1/5 + 2/15 + 0
= 5/15 = 1/3
ECE302 Exam 1 Version A February 28, 2007 2
(d) Find f
T|B
(t).
f
T|B
(t) =
_
f
T
(t)
P[B]
t B
0 otherwise
=
_
1(3)
5(1)
(t) +
2(3)
15(1)
(t 1) t {0, 1}
0 otherwise
=
_
3
5
(t) +
2
5
(t 1) t {0, 1}
0 otherwise
(e) Find E[T|B].
E[T|B] =
_

tf
T|B
(t)dt
=
_

3t
5
(t) +
2t
5
(t 1)dt
= 0 + 2/5
ECE302 Exam 1 Version A February 28, 2007 3
2. Consider a 5-sided die with sides labelled 1, 2, 3, 4, and 5.
(a) If the die is rolled once, what is the sample space?
The sample space S is {1, 2, 3, 4, 5}.
(b) If the random variable N takes the value rolled, what is the PMF of N?
P
N
(n) =
_
1/5 n S
0 otherwise
(c) Find the CDF of N.
F
N
(n) =
_
n/5 n S
0 otherwise
(d) Find E[N].
E[N] =

nS
N
nP
N
(n) =
1
5
(1 + 2 + 3 + 4 + 5) = 15/5 = 3
(e) Find the variance of N.
Var[N] =

nS
N
n
2
P
N
(n)(E[N])
2
=
1
5
(1
2
+2
2
+3
2
+4
2
+5
2
)3
2
= 55/59 = 119 = 2
ECE302 Exam 1 Version A February 28, 2007 4
3. Consider again the 5-sided die with sides labelled 1, 2, 3, 4, and 5.
(a) Let M = 3N + 7. What is the range S
M
of the random variable M?
S
N
= {1, 2, 3, 4, 5}
S
M
= {10, 13, 16, 19, 22}
(b) What is the PMF of M?
P
M
(m) =
_
1/5 m S
M
0 otherwise
(c) What is E[M]?
E[M] =

mS
M
mP
M
(m) =
1
5
(10 + 13 + 16 + 19 + 22) = 80/5 = 16
(d) Now consider rolling the die multiple times. Let R be the number of the rst roll
that is even. What is the PMF of R? (You may assume that these values are being
beamed to you from another star if you prefer.)
First we will need to know the probabilities of obtaining even and odd values. From
the PMF of N we obtain
P[{N odd}] = P[{N = 1} {N = 3} {N = 5}].
As the three events are mutually exclusive, we have
P[{N = 1} {N = 3} {N = 5}] = P[{N = 1}] +P[{N = 3}] +P[{N = 5}].
Thus
P[{N odd}] = 1/5 + 1/5 + 1/5 = 3/5.
Similarly, or by noting that {N even} = {N odd}
c
, P[{N even}] = 2/5.
Next, we note that R has a geometric distribution, so
P
R
(r) =
_ _
2
5
_ _
3
5
_
r1
r = 1, 2, 3, . . .
0 otherwise,
corresponding to the probability that the rst r 1 rolls are odd and the last roll is
even.
(e) Let Q be the number of odd values obtained in 4 rolls of the die. Find the PMF of
Q.
We will need the probabilities of the events {N odd} and {N even} again in this
problem. This time we have four Bernoulli trials, hence Q has a binomial distribution.
Accordingly,
P
Q
(q) =
_
_
4
q
_ _
3
5
_
q
_
2
5
_
4q
q {0, 1, 2, 3, 4}
0 otherwise.
ECE302 Exam 1 Version A February 28, 2007 5
4. The CDF of random variable R is
F
R
(r) =
_
1 e
r
r 0
0 otherwise
(a) What is the PDF of R?
Dierentiating, we obtain
f
R
(r) =
_
e
r
r 0
0 otherwise.
(b) What is the probability that 3 R < 4?
P[{3 R < 4}] = F
R
(4) F
R
(3)
= (1 e
4
) (1 e
3
)
= e
3
e
4
.
Of course integrating the PDF from 3 to 4 will provide the same answer.
(c) What is the expected value of R?
The simplest way to nd this expected value is to note that R has an exponential
distribution with parameter , of which it is a property that E[R] = 1/. Of course
using the denition of the expected value and integrating from to will provide
the same answer.
(d) If S = R
2
what is E[S]?
Again, the simplest approach is to use properties of the exponential distribution. Al-
ternatively we could use the denition, in which case wed have to integrate twice by
parts.
E[S] = E[R
2
] = Var[R] + (E[R])
2
= 1/
2
+ 1/
2
= 2/
2
.
Of course integrating r
2
times the PDF will provide the same answer:
E[S] = E[R
2
] =
_

0
r
2
e
r
dr
= r
2
e
r

0
+
_

0
2re
r
dr
= (0 0) +
2r

e
r

0
+
2

_

0
e
r
dr
= 0 (0 0)
2

2
e
r

0
=
2

2
.
ECE302 Exam 1 Version A February 28, 2007 6
5. Short Questions
(a) Is the following a valid PMF? Justify your answer!
P
X
(x) =
_
_
_
1/6 x {0, 1, 2}
1/4 x {3, 4}
0 otherwise
The PMF satises the three axioms of probability so it is a valid PMF. The range
of X is S
X
= {0, 1, 2, 3, 4}. Thus, P
X
(x) 0 x;

xSx
P
X
(x) = 1; and because
the probabilities of X taking each of the values in S
X
are uniquely dened, they are
summable.
(b) Is the following a valid CDF? Justify your answer!
F
X
(x) =
_

_
0 x 0
1/5 0 < x 2
2/5 1 < x 3
1 x > 3
This CDF is not valid because there is an overlap in the specied intervals.
(c) Is the following a valid PDF? Justify your answer!
f
X
(x) =
_
3/2e
x/2
x 0
0 otherwise
The given f
X
is not a valid PDF because
_

f
X
(x)dx = 3 = 1.