EE132B-HW Set #1

UCLA 2015 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.

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.

Problem 3
Let X and Y denote two independent Poisson random variables with parameter
X and Y , respectively. Answer the following True/False problems. You need to
justify your answers.
1. Z = X + Y is a Poisson random variable. If true, determine its parameter.
2. Z = X + 1 is a Poisson random variable. If true, determine its parameter.
3. Z = 10X + 5Y is a Poisson random variable. If true, determine its parameter.

Problem 4
Suppose that the number of customers entering a department store in a day is a
random variable with mean of 30 customers/day. Suppose that the amounts of money
spent by each one of these customers are statistically independent random variables
with mean $10 (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.

EE132B-HW Set #1

UCLA 2015 Fall

Prof. Izhak Rubin

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.