EE132B-HW Set #1

UCLA 2014 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
Show that the sum of two independent Poisson random variables has a Poisson
distribution. Let X and Y denote two Poisson random variables with parameter
X and Y , respectively. (Hint: Assume that the random variables X and Y are
independent. Set Z = X + Y . Prove Z has a Poisson distribution and 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 50 customers/day. Suppose that the amounts of money
spent by each one of these customers are statistically independent random variables
with mean $8 (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 2014 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.

Problem 6
Suppose users share a 1 Mbps link. Also suppose that the traffic generation
process of each user alternates (independently of the other users) between periods of
activity (active modes), when the user generates data at a constant rate of 100 Kbps
and periods of inactivity (inactive mode) when the user generates no data. Suppose
further that the user is active (independent of other users) only 10 percent of the
time.
(1) When circuit switching is used to allocate resources on the shared link, how
many users can be supported?
(2) Suppose now that users are supported by using accordance with a packet switching method, so that the communications channel is shared on a statistical multiplexing manner (rather than being shared by using the synchronous (fixed)
multiplexing techniques employed by the circuit switching system). Assume
now that the communications channel is used to support a number of users
that is 4 times larger than those supported under the circuit switching operation. What is now the probability that more than 10 simultaneously active
users cannot be accommodated at a given point in time? Equivalently, what is
the probability that 11 or more users are simultaneously in active mode at a
given time?