EE132B-HW Set #1 - Sol.

UCLA 2014 Fall

Prof. Izhak Rubin

Problem 1
Let X denote a geometric random variable with parameter 1 p (0, 1) such that
P (X = n) = p(1 p)n , for n = 0, 1, . . .
(1) Calculate the mean directly.
(2) Calculate the variance directly.
(3) Calculate the moment generating function (Z-transform).
(4) Using the moment generating function, derive the mean and the variance.
Ans:
Let q = 1 p
(1)
E [X] =

n (1 q) q n = (1 q) q

nq n1

n=0

n=0

= (1 q) q

d n
q
1p
d X
qn =
q = (1 q) q
=
dq n=0
1q
p
n=0 dq

(2)
E [X(X 1)] =

n(n 1)(1 q)q n = (1 q)q 2

= (1 q)q 2

n(n 1)q n2

n=0

2 X

n=0

d n
d
q = (1 q)q 2 2
2
dq
n=0 dq

qn =

n=0

2q 2
(1 q)2

Therefore, we obtain
V ar[X] = E[X 2 ] E[X]2 = E [X(X 1)] + E[X] E[X]2 =
(3) For Re(s) 0, we have
h

(z) = E z X =

z n (1 q)q n =

n=0

1q
.
1 qz

(4) With the moment generating function, we obtain

d
q
1p
(z)|z=1 = E[X] =
=
dz
1q
p
2
d
(z)|z=1 = E [X(X 1)] = E[X 2 ] E[X],
dz 2
where E[X 2 ] =

q+q 2
.
(1q)2

Therefore, we obtain

V ar[X] = E[X 2 ] E[X]2 =

1

1p
q
=
.
2
(1 q)
p2

1p
q
=
.
2
(1 q)
p2

EE132B-HW Set #1 - Sol.

UCLA 2014 Fall

Prof. Izhak Rubin

Problem 2
Let X denote an exponential random variable with parameter [0, ). The
probability density function for X is given by fX (x) = ex , for x > 0.
(1) Calculate the mean directly.
(2) Calculate the variance directly.
(3) Calculate the moment generating function (Laplace transform).
(4) Using the moment generating function, derive the mean and the variance.
Ans:
1. E[X] =

R
0

xdFX (x) =

2. Since E[X 2 ] =
1
.
2

R
0

3. (s) = E[esX ] =

R
0

xex dx = 1 .

x2 dFX (x) =
R
0

d
4. E[X] = lims0 ds
V ar[X] = 12 .

R
0

x2 ex dx =

esX ex dx =

+s

2
,
2

V ar[X] = E[X 2 ]E[X]2 =

.
+s
2

d
and E[X 2 ] = lims0 ds
2

+s

2
.
2

Thus,

Problem 3
Show that the sum of two independent Poisson random variables has a Poisson
distribution. Let X and Y denote two Poisson random variables with parameter
X and Y , respectively. (Hint: Assume that the random variables X and Y are
independent. Set Z = X + Y . Prove Z has a Poisson distribution and determine its
parameter.)
Ans:
Let gX (z) and gY (z) denote the generating functions of the probability mass functions
for X and Y . Let gX+Y (z) denote the generating functions of the probability mass
function for X + Y . If X and Y are statistically independent, gX+Y (z) = gX (z)gY (z).
In this problem, for X and Y, we have
gX (z) =

zn

X
eX (X )n
(X )n
z
zn
= eX
= eX e X = eX (1z) ,
n!
n!
n=0

n=0
Y (1z)

gY (z) = e

gX+Y (z) = gX (z)gY (z) = e(X +Y )(1z) .

Thus from the uniqueness of the generating function, we conclude that the random
variable X + Y has the Poisson distribution with parameter X + Y .

EE132B-HW Set #1 - Sol.

UCLA 2014 Fall

Prof. Izhak Rubin

Problem 4
Suppose that the number of customers entering a department store in a day is a
random variable with mean of 50 customers/day. Suppose that the amounts of money
spent by each one of these customers are statistically independent random variables
with mean $8 (per customer). Also assume that the amount of money spent by each
customer is independent of the number of customers to enter the store. Calculate
the expected amount of money spent by the customers that enter the store during a
single day.
Ans:
Let Xi denote the amount of money spent by the ith customer. Then, the total
amount of the money spent by customers per day, denoted as Y , has a mean that is
computed as follows:
"

E[Y ] = E E

"N
X
i=1

Xi | N = E

"

N
X

E[Xi ] = E

i=1

"

N
X

8 = 8E[N] = $400.

i=1

Problem 5
Define X and Y to be two discrete random variables whose joint probability mass
function is given as follows:
P (X = m, Y = n) =

e7 4m 3nm
,
m!(n m)!

for m = 0, 1, . . . , n and n = 0, 1, 2, . . . , while P (X = m, Y = n) = 0 for other values

of m, n. Calculate the marginal probability mass functions for the random variables
X and Y . Check whether X and Y are statistically independent random variables.
Ans:
Discrete random variables X and Y are independent, if and only if P (X = m, Y =
n), m, n. The marginal probability mass function for the random variable X is
calculated to be:

X
X
e7 4m 3nm
P (X = m, Y = n) =
P (X = m) =
n=m m!(n m)!
n=0
=

e3 3nm
e4 4m
e4 4m X
=
.
m! n=m (n m)!
m!

The marginal probability mass function for the random variable Y is computed
to be:
n

X
X
e7 4m 3nm
P (X = m, Y = n) =
P (Y = n) =
m=0 m!(n m)!
m=0
!  

n
4 m
4 nm e7 7n
n
e7 7n X
1
=
.
=
n! m=0 m
7
7
n!

Since P (X = m, Y = n) is not equal to P (X = m, Y = n), X and Y are not

statistically independent random variables.
3

EE132B-HW Set #1 - Sol.

UCLA 2014 Fall

Prof. Izhak Rubin

Problem 6
Suppose users share a 1 Mbps link. Also suppose that the traffic generation
process of each user alternates (independently of the other users) between periods of
activity (active modes), when the user generates data at a constant rate of 100 Kbps
and periods of inactivity (inactive mode) when the user generates no data. Suppose
further that the user is active (independent of other users) only 10 percent of the
time.
(1) When circuit switching is used to allocate resources on the shared link, how
many users can be supported?
(2) Suppose now that users are supported by using accordance with a packet switching method, so that the communications channel is shared on a statistical multiplexing manner (rather than being shared by using the synchronous (fixed)
multiplexing techniques employed by the circuit switching system). Assume
now that the communications channel is used to support a number of users
that is 4 times larger than those supported under the circuit switching operation. What is now the probability that more than 10 simultaneously active
users cannot be accommodated at a given point in time? Equivalently, what is
the probability that 11 or more users are simultaneously in active mode at a
given time?
Ans:
1.

1 Mbps
100 Kbps

= 10 users.

2. Number of user sources is 40. The probability of r users being active simultaneously is given by
!

40
(0.1)r (0.9)40r , r = 0, 1, . . . , 40.
P (r) =
r
The probability of r 10 is given by
P (r 10) =

10
X

0.999.

r=0

Thus, the probability that r 11 is given as

P (r 11) = 1 0.999 = 0.001.