GEORGIA INSTITUTE OF TECHNOLOGY

School of Electrical And Computer Engineering

QUIZ # 2
Date: April 2, 2014

Course: ECE3770

Name:_____SOLUTIONS____________________________
Last,
First

Closed book, closed notes, one page
8 11 handwritten sheet is allowed

50 minute time limit (12:05pm 12:55pm).

All work should be performed on the quiz itself. If you need more space, use the backs of
the pages (label work with the corresponding problem number).

A calculator is permitted.

This quiz will be conducted under the rules and guidelines of the Georgia Tech Honor Code.
No cheating of any kind will be tolerated.

Write your final answers in the boxes provided.

Take your time, pay attention, and avoid silly mistakes!




For time, you can leave your answers in a numeric equivalent form without evaluating it
directly. For example, if the final answer is
=  , you can leave the answer in that
form and dont have to evaluate it as
= 0.1353

NOTE: No standard normal table is included. Any questions that require probabilities from
Gaussians can be left in terms of (
) (x is the number to be looked up in the table and
should be expressed in a form such that
0)
Your score will be on the next page

SCORE

Problem Score
1
35
2
42
3
23
Total

Problem 1.
Root (a female hacker) has built 3 machines (A, B, and C).
Machine A generates a continuous random number (X) that is equally likely to be between 3 and 5 OR
between 7 and 9 (i.e., half the numbers are between 3 and 5 and the other half are between 7 and 9).

(a) Provide the piece-wise equation for the PDF ( (

)) and CDF ( (
)) of random variable X. (11
points)

 (
)

 (
) =

 (
) =

Machine B generates information from a random variable Y with a mean of 5 and a variance of 25.
(b) The average value (V) of 100 numbers generated by machine B would be computed as:


1
=
 
100


where  is the ith number generated. Find ( 4.2). (12 points)

( 4.2)

Machine C is governed by a Laplace distribution (Z) with an unknown parameter w according to the
following equation.
1 ) |*|,
+ ,
|&| 0
#|% (&|') = (2' 
0,
otherwise

(c) Assume the unknown parameter w is assumed to be distributed with a random variable (W) as
follows:
1
, '=1
6% (') = 72
1
, '=2
2
Find 6%|#8 ('|9 = 4) (12 points)

6%|#8 ('|9 = 4)

Problem 2:
A joint random variable is described by the following function:
=
;, 0 ;
1
: (
, ;) = <
0,
elsewhere
where = = 8

(a) Find the marginal pdf of the random variable X, fX(x). (10 points)

 (
) =
(b) A measurement has indicated that x=0.8. Find the probability that Y is less than 0.5 given this
information. (12 points)

Answer: 0.391

(c) Circle one of the answers below that best describes the correlation coefficient, XY, between X and Y
in this case. (Explain your reasoning briefly. Answers with no explanation will receive no credit) (10
points)
(i) XY = 0
(ii) 0<XY<1
(iii) XY=1
(iv) -1<XY<0
(v) There is no way to tell
Explanation:

(d) Assume we have two new random variables P and Q with E[P]=0.8, E[Q]=0.8, Variance(P)=2,
Variance(Q)=2, and ?@A = 0.5. If 9 =  + D, find E[Z] and Variance(Z). (10 points)

E[Z] = 1.6

Variance(Z) = 2

Problem 3:
Consider the information for the following random variables A and B:
1
1
,
0

4
E (F) = G4
H (I) = G12 ,
0, otherwise
0,

6 I 18
otherwise

(a) Assume 9 = K + K (where K and K are independent identical distributions based on E (F)).
Find # (&). Your answer should be an equation, NOT a plot. (HINT: While this can be solved with
convolution, we discussed in a class a simple answer for convolving two functions of this type.
However, you can still arrive at the correct answer even if you do it the long way.) (12 points)

# (&) =

(b) Assume L = M(N), where B is described by H (I) given above and N~PQRSTU(0,1) (i.e., a
uniform random variable over the range 0 to 1). Find M(N). (11 points)

M(N) = 12X+6