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Jun 22, 2013

Spring 2006 Test 2

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Spring 2006 Test 2

ecen303

Attribution Non-Commercial (BY-NC)

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You are on page 1of 4

Wednesday, March 19, 7:30-9:30 PM.

DO NOT TURN THIS PAGE OVER UNTIL

YOU ARE TOLD TO DO SO

Name: Recitation Instructor: TA: Question 0 1 2 3 Your Grade Score Out of 3 30 25 42 100

You have 120 minutes to complete the quiz. At the end of the quiz period you will turn in this quiz packet, and 2 blue books. Question 1 will be answered in the quiz packet, while question 2 and 3 will be answered in their own respective blue books. Problem 1 is TrueFalse; no partial credit is given. For Problems 2 and 3, you should concisely indicate your reasoning and show all relevant work. Grades will be based on our judgment of your level of understanding as reected by what you have written. Unless otherwise stated, you may give an answer in the form of an arithmetic expression (sums, products, ratios, factorials) of numbers that could be evaluated using a calculator. However you should reduce expressions as much as possible to recieve full credit. Solutions in class problem sets, and past quizzes serve as examples. This is a closed-book exam except for 2 double-sided, handwritten, 8.5 by 11 formula sheet. Calculators are allowed. Be neat! If we cant read it, we cant grade it.

Department of Electrical Engineering & Computer Science 6.041/6.431: Probabilistic Systems Analysis (Spring 2006)

Problem 0: (3 points) Write your name, your recitation instructors name, and TAs name on the cover of the quiz booklet and your 2 blue books. Include the question number on the cover of the blue book. Problem 1: (30 points) Each of the following statements is either True or False. There will be no partial credit given for the True False questions, thus any explanations will not be graded. Please clearly indicate True or False in the below, ambiguous marks will receive zero credit. All parts have equal weight.

(a) X and Y are independent random variables. X is uniformly distributed on the interval [2, 2], while Y is uniformly distributed on the interval [1, 5]. If Z = X + Y , then fZ (3) = 1/6. True False (b) If X is a Gaussian random variable with zero mean and variance equal to 1, then the density True False function of Z = |X | is equal to 2fX (z ), z 0. (c) The sum of a random number of independent Gaussian random variables with zero mean and unit variance results in a Gaussian random variable regardless of the distribution of N (the number False of variables in the sum). True (d) If X and Y are independent random variables, both exponentially distributed with parameters 1 and 2 respectively. Then the the random variable Z = min{X, Y } is also exponentially distributed. True False (e) Let the transform associated with a random variable X be

es 1s

15

. True False

The next set of questions are concerned with two independent random variables: Y is normal with mean 0 and variance 1, and X is uniform between [0, 1]. Z = X + Y . (f) The conditional density of Z given X , fZ |X (z |x), is normal with mean x and variance 1. True (g) var(Z ) = 2. (h) E[X | Z = 1] = 1. (i) cov(X, Z ) = var(X ) (j) Z = E[X | Z ] + E[Y | Z ] True True True True False False False False False

Page 2 of 4

Department of Electrical Engineering & Computer Science 6.041/6.431: Probabilistic Systems Analysis (Spring 2006)

Problem 2: (25 points)

Please write all work for Problem 2 in your rst blue book. No work recorded below will be graded.

All parts have approximately the same weight.

y 2

fX,Y (x, y ) =

In class we have shown the minimum least squares estimate of Y is given by E[Y |X = x] (a) Find the least squares estimate of Y given that X = x, for all possible values of x. For full credit write the functional form, as opposed to a graph. (b) Let g (x) be the estimate from part (a). Find E[g (X )] and var(g (X )). (c) Find the mean square error E[(Y g (X ))2 ]. Is it the same as E[var(Y |X )]? (d) Find var(Y ).

Page 3 of 4

Department of Electrical Engineering & Computer Science 6.041/6.431: Probabilistic Systems Analysis (Spring 2006)

Problem 3: (42 points)

Please write all work for Problem 3 in your second blue book. No work recorded below will be

graded. All parts have approximately the same weight.

Each year, a publisher sends Professor MD a random number of text books to review. The number of books Professor MD receives each year can be modeled as a Poisson random variable N , with mean . Each book contains a random number of typos, where the number of typos in one book can be modeled as a Poisson random variable with mean . Let Bi denote the number of typos in book i. Assume N is independent of Bi for all i, and Bi is independent of Bj for all i = j . Professor MD is an expert in the eld of typo identication, but even experts arent perfect. Assume Professor MD nds any existing typo with probability p, and that this is independent of nding any other typos and also independent of N and Bi . The publisher oers Professor MD two dierent annual salary options for reviewing the text books. The two options are: Option 1: 1 dollar for each typo found. Option 2: 1 dollar for each book where at least one typo is found. Let Xi be the amount of money Professor MD receives for book i, and let T be be the total amount of money Professor MD receives in any given year. (a) Find and correctly state the PMF of Xi under option 1. For full credit reduce this expression to a well known PMF. Whats the name of this PMF? (b) Find MT (s) under option 1. (c) Find P(T = 2) under option 1. (d) Find E[T ] under option 1. (e) Find var(T ) under option 1. (f) Find and correctly state the PMF of Xi under option 2. For full credit reduce this expression to a well known PMF. Whats the name of this PMF? (g) Find E[T ] under option 2. Hint: Fully reduce your answer in (f) before attempting.

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