ELEE 6337, Midterm Exam,

Thursday, October 6, 2010

Name: .................................................
1

a 10
b 15
c 15
2
15

3
4

15
a
5
b
25
Total 100

Rules of the Game: Put your name at the top of this page. Maximum
credits for each question are shown in the table above. Answers that do
not provide sufficient detail as to how you arrived at them will
receive partial credit only.
1. Two random variable X and Y have a joint probability density function
(

fX,Y (x, y) =

a 2
xy
16

0<y<x<2
otherwise

(a) Determine the value of a such that an actual density function is

obtained.

(b) Find the marginal density functions of X and Y .

(c) Determine if X and Y are independent.

2. A gambler flips a fair coin three times. He loses $x if he gets no head

in three flips; he wins $1, $2 and $3 if he obtains 1, 2 or 3 heads,
respectively. Determine the maximum value of x so that the gambler
has a positive expected gain.

3. Integrated Circuits made by a manufacturer have a probability of 0.001

of being defective. Suppose your purchase 10,000 of these ICs. What
is the probability that less than 1% of the ICs are defective?

4. Two independent random variables x and y have density functions given

by
(
3
(4 x2 ) 2 x 2
fX (x) = 32
0
elsewhere in x
fY (y) =

1
[u(y + 1) u(y 1)]
2

(a) Compute the probability that 5 Z 4, with Z = X + Y .

(b) Determine the exact density function of the new random variable
Z =X +Y.

10