EE132B-HW Set #2

UCLA 2014 Fall

Prof. Izhak Rubin

Problem 1
For the Gaussian distribution with mean and variance 2 , find the moment
generating function. Using the moment generating function, calculate the mean and
the variance. (Hint: The probability density function for a Gaussian random variable
X with mean and variance 2 is given by
!

(x )2
1
exp
.
fX (x) =
2 2
2 2

Problem 2
Consider the following probability density function:
fX (x) =

e|x|
, x (, ),
2

where > 0.
(a) Calculate the mean directly.
(b) Calculate the variance directly.
(c) Find the moment generating function.
(d) Find the mean and the variance from the moment generating function.

Problem 3
A coin is flipped until heads occur twice. Define two random variables X and Y
to be the trial numbers at which the first and the second heads are observed. Assume
that at any trial, the probability that a head occurs is p (0, 1).
(a) Show that the joint probability is given by
(

P (X = m, Y = n) =

p2 q n2 , m = 1, 2, . . . ; n = 2, 3, . . . ,
0
, otherwise.

(1)

(b) Calculate the marginal probability mass function for X and Y .

(c) Calculate the conditional probability that X = m, given Y = n (i.e., P (X =
m | Y = n)).

EE132B-HW Set #2

UCLA 2014 Fall

Prof. Izhak Rubin

Problem 4
Two DTEs are communicating via modems and RS-232C interfaces over a half
duplex link. Data transmission is one directional with each message of length M .
After a message is transmitted, the sender waits for a CTS message of length na before
sending another message. Assume error-free operation and the following parameter
values:
R (line bit rate) = 9600 bps
M (message length) = 1000 bits (all data bits)
nh (overhead in each message packet) = 24 bits
na (acknowledgement length) = 24 bits
tp (propagation time in one direction) = 1 msec
Minimum transition time between states (1,3) and (1,1) (CTS delay) is equal to
10 msec at message transmitting end, and 20 msec at message receiving end (CTS
transmitting end). All other delays during message transmission and reception are
assumed to be negligible. For the stated conditions, determine the effective data rate
in bps.