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
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
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.
