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ELG 5119

STOCHASTIC PROCESSES SAMPLE MIDTERM TEST

Fall 2013

Prof. P. Galko

Page 1 of 2 Time Allowed: 120 minutes Closed Book Test Calculators Permitted ANSWER ALL QUESTIONS

QUESTION 1 (8 POINTS) (a) Explain what is meant by an event in probability theory. (b) In a universe S = {A, B, C, D}, nd the minimum algebra generated by the sets {A, B }, {D}. e, P ). (c) Dene the notion of a real random variable dened on a probability space (S , F (d) A random variable X is uniformly distributed on the interval [0, 1]. Find (i) P (X < 1 3 ), (iii) P (X is a rational number) (ii) P (X2 > 1 4 ), and

(e) Let X be a continuous random variable with density function n 2x 0 x 1; fX (x) = . 0 otherwise. (ii) Find E{X2 }. QUESTION 2 (8 POINTS) Suppose X is a continuous random variable with density function c|x|3 , |x| < 2; fX (x) = 0, |x| > 2. for some constant c. (a) (b) (c) (d) (e) Find Find Find Find Find c. the mean of X. the variance of X. FX (x). the density function of Y = X2 . (i) Find E{X}.

c Prof. P. Galko, OCIECE, University of Ottawa.

Fall 2013

ELG 5119

Page 2 of 2

QUESTION 3 (10 POINTS) Two continuous random variables X and Y have a joint density function fXY (x, y ) = where c is a constant. (a) (b) (c) (d) (f) Find c. Find P (X > 1, Y > 2). Find fX (x). Are X and Y independent? Find the density function of Z = X + Y. ce(x+y+1) , x > 0 and y > 0; 0, otherwise,

QUESTION 4 (5 POINTS) In the manufacture of integrated circuit chips, aws are found to occur randomly over the surface of the chips with some constant overall rate per unit of surface area. The defect rate and size of a chip obviously aects the production yield. (The production yield is the fraction of chips produced that function properly.) On a certain production line, it is found that the aw rate is 1 surface defects per 1000m1000m area. The chip that the production line is producing at the present time is a 500m1500m chip. The chip that is produced has a limited ability to tolerate some defects and still function due to some redundancy and self-healing ability designed into the chip. The chip also has a critical area of 100m100m where any aw in this area would make the chip fail to function, but a single aw on the remainder of the chip would not make the chip defective (two or more aws there would be required to make the chip defective). A good chip therefore requires that there be no aws in the critical area and no more than one aw in the noncritical area. Find the yield of good chips on the line. Repeat the calculation for the situation where the production techniques have been improved so that only 0.5 surface defect per 1000m1000m area occurs on average. QUESTION 5 (3 POINTS) The optical bre strands produced on a certain machine are found to have randomly occurring defects at an average rate of defects per meter. We are interested to determine what is the distributions of the length of bre segments between defects. (a) Suppose that the bre produced is cut at a defect. Find the probability that the distance to the next defect is less than or equal to x metres (i.e., the probability that a defect on the cable exists on the next x metres of bre). What then is the density function of the distance between defects on the bre? (b) Suppose that the bre produced is cut at an arbitrarily chosen point and we sought the density function of the distance to the subsequent defect. Would the answer to this be any dierent from the density function in (a)? ADDITIONAL INFORMATION: Poisson distribution: P (X = k) =

k e k!

for k = 0, 1, 2, . . .