Midterm Exam EE 601

Prof. Animesh Kumar Autumn 2011

The midterm has 4 (FOUR) Questions. There are 8 (EIGHT) pages in total. Please make sure that no page is missing. DO NOT open the exam until instructed to do so. This is a closed book exam. You are allowed ONE side of an A4-sheet with handwritten formulas. You have 110 minutes to nish this exam. Partial marks will not be awarded to answers that have no proper reasoning. Show partial work to receive credit. Calculators/gadgets/cellphones are not allowed. There are 2 bonus points. Thus you may score more than 25 (total marks) in this exam. Remember to write your name and roll number on the top right corner of every sheet of paper. You may use the empty pages to do your work.

NAME: ROLL NO.:

Problem 1 2 3 4

(a)

(b)

(c)

(d)

(e)

(f)

Total 14

Scored

4 5 4 Marks: /25

EE 601: Prof. Animesh Kumar

Problem 1 (a) An innite sheet of paper is available. Assume that X 0 is a random variable. Person A generates X1 , X2 i.i.d. according to the distribution of X and cuts a rectangular piece with height X1 and width X2 . Person B generates X3 (independent of X1 , X2 ) according to the distribution of X and cuts a square piece with height X3 and width X3 . In an expected sense, which person has a larger area of cut paper? Will your answer depend on the distribution of X? Box your nal answer. (2 marks) Person with larger area = Will the answer depend on the distribution of X? Yes/No

(b) A fair dice with six faces is taken. Its face with 5 and 6 are painted black without aecting the fairness. The dice is rolled repeatedly (in an i.i.d. fashion) until one of the faces {1, 2, 3, 4} show up. What is the probability that the face 1 will show up at the end of the experiment? What is the expected number of dice-rolls before the experiment nishes? (2 marks) P(Face 1 shows up) = E(Expected number of dice-rolls) =

EE 601: Prof. Animesh Kumar

(c) (X, Y ) is a pair of discrete random variables such that pX,Y (x, y) = Cx2 y, = 0 for x = 5, 4, . . . , 4, 5 otherwise, (2 marks) and y = 0, 1, 2, . . . , 10

where C is some constant. Find E(XY 2 ). Give reasons for your answer. E(XY 2 ) =

(d) Assume that X and Y are non-negative random variables. Prove or disprove the following proposition: If E(X) > E(Y ) then E(X 2 ) > E(Y 2 ). Show partial work for credit. (2 marks)

EE 601: Prof. Animesh Kumar

(e) Let {Xn , n N} be i.i.d. random variables with a nite mean E(X). Let Sn = X1 + X2 + . . . + Xn . Find a mathematical expression for E(X1 |Sn = sn , Sn+1 = sn+1 , Sn+2 = sn+2 , . . .) in terms of (sn , sn+1 , sn+2 , . . .). A mathematical expression means a complete description of the desired function which does not require further computation. Explain your answer clearly. (3 marks) E(X1 |Sn = sn , Sn+1 = sn+1 , Sn+2 = sn+2 , . . .) =

(f) Assume that Xi Exp(i ), i = 1, 2, . . . , n are independent random variables. The parameters i , i {1, 2, . . . , n} are strictly positive but not necessarily equal. Dene Yi := 1/(1 + Xi ) and consider the maximum Y(n) = max{Y1 , Y2 , . . . , Yn }. Fill in the following blanks. Explain your answer. (3 marks) Formula: If Z Exp() then fZ (z) = exp(z), z 0. FY (n) (1/2) = If FY (n) (y0 ) = 1/2, then y0 =

EE 601: Prof. Animesh Kumar

Problem 2 A company has the following holiday policy: the company has holidays only on the birthdays of employees. The company wants to maximize its productivity measured by the number of man-hours (or man-days). You can assume that the birthdays of all the employees are i.i.d. and equally likely to fall on any day of a year. Assume that a year has 365 days, i.e., ignore leap-year calculations. (a) Qualitatively argue that there will be a nite number of employees which will maximize the expected number of man-days of work in the company. (1 mark )

(b) Assuming that there are n employees in the company, derive a mathematical expression for the expected number of man-days of work in the company. A mathematical expression means a complete description of the desired function which does not require further computation. Box your nal answer. (3 marks)

EE 601: Prof. Animesh Kumar

Problem 3 A multiple access communication channel has M users, where M is a discrete random variable. When M users transmit, the receiver obtains a signal, Y = X1 + X2 + . . . + XM + Z. Assume that {Xn , n N} are i.i.d. Gaussian random variables with X N (0, 1) and Z N (0, 2 ). Further, M , Z and {Xn , n N} are independent. (a) Let M = 2 (xed). What is the distribution of Y ? Briey explain your answer. Y (1 mark )

(b) Assume that M Poisson() where > 0. Find the mean and the variance of Y .

(2 marks)

EE 601: Prof. Animesh Kumar

(c) Now assume that M is equally likely on the set {1, 2, . . . , 10}. Find a mathematical expression for the pdf of Y . A mathematical expression means a complete description of the desired function which does not require further computation. Box your nal answer. (2 marks)

EE 601: Prof. Animesh Kumar

Problem 4 In a certain wireless communication problem, there are n transmitters communicating with a base station. Each transmitter has a channel gain H(t) 0 where t N is time. The gain H(t) determines the feasible data-rate from the transmitter to the base station, and it is given by R(t) = ln(1 + H(t)) where > 0 is a constant. Assume that H1 (t), H2 (t), . . . , Hn (t), t N are the channel gains for the n channels. In opportunistic communication, at each time the transmitter with the largest gain transmits. For example, if max{H1 (1), H2 (1), . . . , Hn (1)} = H2 (1), then the second transmitter communicates at t = 1. If two or more transmitters have gain equal to the largest, then one of the transmitter is picked in an equally likely fashion. (a) Assume that all the gains Hi (t) are i.i.d. for dierent values of i and t. Let f (x) be their common pdf. Let Rop (t) be the data-rate from transmitters to the base station. Derive a mathematical expression for E(Rop (t)). A mathematical expression means a complete description of the desired function which does not require further computation. (2 marks)

(b) Now assume that f (x) = 1, 0 x 1 and 0 otherwise. It is given that is very small so that R(t) H(t). Find E(Rop (t)). (2 marks)