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GEORGIA INSTITUTE OF TECHNOLOGY

School of Electrical and Computer Engineering

ECE 6273

Problem Set #0

Reading: Review your probability and linear algebra.

Date assigned: August 23, 2010


Date due: Not collected

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

A random variable X has probability distribution function

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

(a) Calculate the following probabilities:

Pr[X ≤ −9], Pr[X = 1], Pr[X < −5], Pr[X ≥ 0]

(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:

Let X and Y be statistically independent random variables with probability density


functions
1 1
pX (x) = δ(x + 1) + δ(x − 1)
2 2
2 2 2 1/2
and pY (y) = exp(−y /2σ )/(2πσ ) , and let Z = X + Y , and W = XY .

(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:

Let X and Y be random variables with joint density


(
2 0<x<y<1
pX,Y (x, y) =
0 elsewhere

(a) Find the marginal densities pX (x), pY (y).

(b) Let Z = X + Y , find pZ (z).

Problem 0.4:

Let X be a random variable with characteristic function


λ2
ΦX (jω) = 2
λ + ω2
2
Find X and σX .
Problem 0.5:

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.,

pX (α) = pY (α) = (2πσ 2 )−1/2 exp(−α2 /2σ 2 )

(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).

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