ECE 534 RANDOM PROCESSES FALL 2011

PROBLEM SET 1 Due beginning of class, Tuesday, September 6

Please visit the course website soon: http://courses.engr.illinois.edu/ece534/fall11/
1. Review of Basic Probability
Assigned reading: Chapter one, Getting started, of the ECE 534 course notes, including the problems
at the end of the chapter. A complete version of the prerequisite probability material you will be expected
to know for this course is given in the course notes for ECE 313, Chapter 1, Sections 2.1-7, 2.9, 2.10, 3.1-6,
3.8, 4.1-8, and wrap-up in Chapter 5, except estimation and reliability concepts. Also, the past ECE313
homeworks, exams, and their solutions are available on the ECE 313 website.
Problems to be handed in:
1 Some events based on rolls of three dice
An experiment consists of rolling three fair dice. The rolls are independent trials. Let A be the event
the numbers showing on the three dice sum to seven, and let B be the event the numbers showing on the
three dice are dierent from each other. (a) Express the set of possible outcomes using mathematical set
notation. (b) Find P(A). (c) Find P(B). (d) Find P(AB). (e) Find P(AB). (f) Sketch and carefully label
the probability mass function of X, where X denotes the number of distinct numbers showing on the dice.
2 Concert tickets
Four students are selected from a class of seven students to get free concert tickets, with all sets of size four
being equally likely. Two of the students are brothers of each other, and two of the students are sisters of
each other. Find the probabilities indicated. As usual, show your work. Express the answers as fractions in re-
duced form. (a) P{both brothers selected}. (b) P{exactly one of the brothers and exactly one of the sisters is selected}.
(c) P(both brothers selected|both sisters selected).
3 Using a cumulative distribution function of a mixed type random variable
Let X be a random variable with the CDF shown.
X
! "# !! !"# !"!
#$!
"
#$%!
#$&!
#
F (u)
Find the following quantities: (a) P{X 10} (b) P{X 7} (c) P{|X| < 10} (d) P{X
2
16} (e) E[X]
4 Scaler quantization of a Gaussian random variable
Suppose a N(0, 25) random variable is passed through the quantizer function f shown. The output is
Y = f(X).
1
!1
!2 1 2
1
0.5
!0.5
!1
Y=f(x)
x
(a) Express the pmf of Y in terms of the Q function. (Check your answer. Make sure your answer is positive
for the right values of y.)
(b) Express the variance of Y in terms of the Q function. Give as simple an answer as possible.
5 On the exponential distribution
Let T be an exponentially distributed random variable with parameter = ln2. (a) Find the simplest
expression possible for P{T t} as a function of t. (b) Find P(T 1|T 2).
6 Standardized version of a random variable
Suppose X has the pdf shown:
X
2 1 0
u
c
f (u)
(a) Find the constant c.
(b) Let

X denote the standardized version of X. Thus,

X =
Xa
b
for some constants a and b so that

X has
mean zero and variance one. Carefully sketch the pdf of

X. Be sure to indicate both the horizontal and
vertical scales of your sketch by labeling at least one nonzero point on each of the axes. (Hint: Var(X) =
1
6
.)
7 Quadratic function of a random variable
Suppose X is uniformly distributed over the interval [0, 3], and Y = (X1)
2
. (a) What is the set of possible
values of Y ? (b) Find the CDF, F
Y
(c) for < c < . (c) Find E[Y ].
8 A joint distribution
Let X and Y have joint pdf f
X,Y
(u, v) =

8uv if u 0, v 0, u
2
+v
2
1
0 else.
(a) Are X and Y independent random variables? Justify your answer. (b) Find P{X Y }. (c) Find
P{X 0.5, Y 0.5}. (d) Find E

1
XY

. (e) Find P{X +Y 1}.

9 Some moments
Suppose X, Y , and Z are mutually independent random variables, such that each has mean four and variance
nine. Find the numerical values of the quantities indicated. (a) E[X+2Y +3Z+4] (b) Var(X+2Y +3Z+4)
(c) Cov(X + 2Y, 3Z + 4) (d) E[X +Y Z] (e) E[X
2
Y
2
] (f) Var(XY ).
10 A function of two random variables
Let Z =
Y
X
2
, such that X and Y have joint pdf given by f
X,Y
(u, v) =

1 if 0 u 1, 0 v 1
0 else.
(a) Find the numerical value of P{Z 0.5}. Also, sketch a region in the plane with area equal to P{Z 0.5}.
(b) Find the numerical value of P{Z 4}. Also, sketch a region in the plane with area equal to P{Z 4}.
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