EE 601: Statistical Signal Analysis

Assignment 2
Due: 17th Oct 2021

General rules: It is fine to discuss the homework with other students, but it is mandatory
to write the answers in your own words and mention at the start who all you have discussed the
homework with. Failure to do so will lead to a straight rejection of the homework submission.
Submission rule: Make a single PDF file with all your solutions and upload it on the
moodle submission portal before the deadline to avoid any penalty. Please try to maintain the
order of the questions (for example, solution to Q1 before Q2) while making the PDF.

1. A Gambler has a capital amount of 1 unit and he bets U units on a fair coin flip, where
U is a uniform random random variable on [0, 1]. If he wins, he gets U units and his
total money(X) becomes 1 + U units, otherwise, he needs to give U units and his total
money(X) becomes 1 − U units. In other words,
(
1 + U w.p. 21
X=
1 − U w.p. 12

Where, U is Unif[0,1]. Find the CDF of X.

2. Nodes are spread in the 2-dimensional space R2 such that the number of nodes NA in
any arbitrary area of size |A| is Poisson(|A|), i.e.,

e−|A| |A|n
P(NA = n) = .
n!
Pick an arbitrary point x in R2 . Let D be the distance between x and the node closest to
x in terms of Euclidean distance. Find the CDF and PDF of D.

3. Letf (x, y) = cx2 y for x2 ≤ y ≤ 1. Find:

(a) c
(b) P[|X| ≥ Y ]
(c) Marginals fX (x) and fY (y)

4. Let X be exponential with mean λ1 . that is,

fX (x) = λe−λx , 0 < x < ∞

Find E[X|X > 1].

1
5. The joint density of X and Y is given by

e−y
fX,Y (x, y) = , 0 < x < y, 0 < y < ∞
y

Compute E[X 2 |Y ].

6. John takes a taxi home from work. Every evening, he waits by the road to get a taxi. But
each taxi that comes by is occupied with a probability 0.8 (independently of other taxis).
He counts the number of taxis N he missed till he gets an unoccupied taxi. Once he gets
inside the taxi, he throws a fair six faced die N times. He counts the sum of the die rolls
and gives the driver a tip equal to that number. Find the expected amount of tip that John
gives every day.