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ECE 6273
Problem Set #0
This is a diagnostic problem set that is intended to determine whether or not your back-
ground in basic probability theory is sufficient to meet the course prerequisite. It will not
be collected or graded, but a solution set will be provided. If you have trouble with any
problem, do not hesitate to look for help.
Problem 0.1
x < −10
0,
0.1(x + 10), −10 ≤ x < −7
PX (x) =
0.3, −7 ≤ x < −5
1 − 0.3 exp[−(x + 5)], −5 ≤ x
(b) Find the probability density function, pX (x), of the random variable X.
(c) Find the conditional probability density function pX|A (x|A) where A is the event X > 0.
Problem 0.2:
(a) Find the probability density function of Z, pZ (z), and the probability density function
of W, pW (w).
(b) Find the conditional probability density functions pZ|X (z|x = −1) and pZ|X (z|x = 1).
2
(c) Find the mean values Y , Y , the variances, σY2 , σW , and the covariance λY W . Are Y and
W uncorrelated random variables? Are Y and W statistically independent random
variables?
Problem 0.3:
Problem 0.4:
A dart is thrown at random at a wall. Let (X, Y ) denote the Cartesian coordinates of the
point in the wall pierced by the dart. Suppose that X and Y are statistically independent
Gaussian random variables, each with mean zero and variance σ 2 , i.e.,
(a) Find the probability that the dart will fall within the σ-radius circle centered on the
point (0,0).
(b) Find the probability that the dart will hit in the first quadrant (X ≥ 0, Y ≥ 0).
(c) Find the conditional probability that the dart will fall within the σ-radius circle centered
on (0,0) given that the dart hits in the first quadrant.
(d) Let R = (X 2 + Y 2 )1/2 , and Θ = tan−1 (Y /X) be the polar coordinates associated with
(X, Y ). Find Pr[0 ≤ R ≤ r, 0 ≤ Θ ≤ θ] and obtain pR,Θ (r, θ).