430.

523: Random Signal Theory

Electrical and Computer Engineering, Seoul National Univ.
Spring Semester, 2016
Homework #3, Due: In class @ March 24
Note: No late homework will be accepted.

Problem 1) Let X be uniform RV over (0, 2). Compute the pdf of Y if Y = g(X)

Problem 2) X, Y , and Z are independent and uniformly distributed RVs defined over (0, 1).
Compute P (X Y Z).

Problem 3) A half-wave rectifier has the transfer function y = xu(x) where u(x) = 1 for x 0.
Suppose X is uniform over (0, 2). Plot the CDF FY (y).
Problem 4) John invited four friends to his birthday party and his friends will arrive independently of one another. The arrival time x for each friend is uniform over (0, 4) and these arrival
times are i.i.d. Answer to the following questions:
(a) the density of the arrival time who arrives at second.
(b) the probability that the second person to arrive between 0 and 2.
(c) the expected arrival time of the second person to arrive.

Problem 5) Show that if X and Y are independent gamma RVs with parameter (, ) and (, ),
respectively, then the X + Y is also gamma RV with parameters ( + , ).

Problem 6) X and Y are independent gamma RVs with parameter (, ) and (, ), respectively.
X
Compute the joint density of U = X + Y and V = X+Y
.
Hint: U will be gamma distributed with parameters ( + , ) (see also previous problem) and V will be
beta distributed with parameters (, ) and they will be independent each other.

Problem 7) The joint pdf of RVs X and Y is defined as

fX,Y (x, y) = 25e5y
where 0 < x < 0.2 and y > 0.
(a) Find the marginal pdfs of X and Y .
(b) What is the covariance of X and Y ?

Problem 8) Prove the following identity

X n m  n + m
k
=
.
i
ki
k
i=0

This identity is often called Chu-Vandermonde identity