DREXEL UNIVERSITY

Department of Mechanical Engineering & Mechanics

Applied Engineering Analytical & Numerical Methods III

MEM 593 - Spring 2011

HOMEWORK #7: Due Thursday, June 2 @ 6pm

 
Problem 1 [20 points]
A random process t is given by t t cos ,  where t is a zero mean wide-sense stationary random process with
| |
autocorrelation function 2 and ~ 0, 2  . Also, is independent of t . 
i) Compute t , t and show that t 1.
ii) Compute = t t . 
 
 
Problem 2 [20 points]
Two random process t and t are given by t cos and by t cos , where and are
random variables. Find the cross-correlation t , t  if you know that both t and t are wide-sense stationary. 

Problem 3 [25 points]

Let and be standard jointly Gaussian random variables (i.e. 0, 1 with joint density
1 2
,  
2 1 2 1
where is a constant.
i) Show by direct computation that , .
(Hint: Consider creating a perfect square on the numerator of the exponential term)
ii) Compute the conditional density | using | = , / , and show that it corresponds to , 1 .
(Hint: Same as above)
iii) Compute the conditional expectation | .

Problem 4 [15 points]

A large class in probability theory is taking a multiple choice test. For one particular question with proposed multiple choice answers, the
fraction of students who know the answer is ; the others will guess. The probability of answering the question correctly is 1 for the students
who know the answer and 1/ for the ones who guess. What is the probability that a student knows the answer given that she or he has
answered it correctly?

Problem 5 [20 points]

Consider the experiment of tossing three coins independently. The outcomes are , , 0,1 , where 1 for heads, 0
for tails. Let = , = , = , and .
i) Compute | by using the linear properties of the expectation operator.
ii) Compute explicitly | , ∑ | , and then show that its general form is
| ,  
iii) Compute | as in i).
iv) Consider the random variable | , . Compute | and compare it with the result in iii).