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ECE 302 Assignment 7 Revised 4 April, 2007 1

ECE 302 Homework Assignment 7


Note: To obtain credit for an answer, you must provide adequate justification. Also, if
it is possible to obtain a numeric answer, you should not only find an expression for the
answer, but also solve for the numeric answer.

1. Consider independent random variables X and Y whose PDF’s are


(
2x 0 ≤ x ≤ 1
fX (x) = (1)
0 otherwise
(
3y 2 0 ≤ y ≤ 1
fY (y) = (2)
0 otherwise

and let the event A = {X < Y }.

(a) Find E[X].


(b) Find E[Y ].
(c) Find E[X|A].
(d) Find E[Y |A].

2. Suppose that the ith photon arrives at a photon detector at time Xi and the (i+1)st
photon arrives at time Xi+1 where
(
λ2 e−λxi+1 0 ≤ xi < xi+1
fXi ,Xi+1 (xi , xi+1 ) =
0 otherwise

and λ is the average number of photons received per second.

(a) Find the conditional PDF fXi+1 |Xi (xi+1 |xi ).


(b) Find the conditional PDF fXi |Xi+1 (xi |xi+1 ).
(c) Find E[Xi |Xi+1 ].
2
(d) Find E[Xi+1 |Xi ].
(e) Find the moment generating function φX (s) corresponding to each Xi .
(f) Find E[Xi |Xi+1 ] using the MGF.
ECE 302 Assignment 7 Revised 4 April, 2007 2

3. Suppose that a discrete-time signal whose values Xi has



 1
 |j − i| = 0
Cov [Xi , Xj ] = 1/4 |j − i| = 1


0 otherwise.

We filter the signal to obtain

Yi = (Xi−1 + 2Xi + Xi+1 ) /4.

(a) Find E[Yi ].


(b) Find Var [Yi ].

4. Suppose that we model the number of data packets arriving per minute at a switch
using a Poisson distribution so that Mi , the number of packets in the ith minute
has PMF (
2m e−2 /m! m ∈ {0, 1, 2, . . .}
PMi (m) =
0 otherwise.

Let Ni be the total number of packets arriving in the first i minutes.

(a) Find φMi (s).


(b) Find φNi (s).
(c) Find the PMF of Ni .
(d) Find the expected value of Ni .
(e) Find the variance of Ni .

5. Let X be the height in centimeters of a randomly chosen adult and suppose that X
is normally distributed with mean 165 and standard deviation 30.

(a) Find the exact probability that X > 165.


(b) Use the Chernoff bound to find an upper bound on that probability.
(c) Find the exact probability that X > 215.
(d) Use the Chernoff bound to find an upper bound on that probability.
(e) Find the exact probability that X > 265.
(f) Use the Chernoff bound to find an upper bound on that probability.
(g) Find the exact probability that X > 315.
(h) Use the Chernoff bound to find an upper bound on that probability.