UCLA Electrical Engineering Department

EE132B
HW Set Solution #1
Professor Izhak Rubin
Solution to Problem 1

Let q 1 p.

n0

n0

d n
q
n 0 dq

(1) E N n 1 q q n 1 q q nq n 1 1 q q
d
q
1 p
1 q q q n

dq n 0
1 q
p

(2) E N N 1 n n 11 q q n 1 q q 2 n n 1 q n 2
n 0

n 0

2
d
n
2 d
q

q
q

2
dq 2
n 0 dq

1 q q 2

Var N E N N 1 E N E N

n 0

(4) E N

1 q
1 qz

d
q
1 p
( z ) |z 1

dz
1 q
p

d2
( z ) |z 1 E[ N ( N 1)] E[ N 2 ] E[ N ]
dz 2
q q2
where E N 2
2
1 q
Var N E N 2 E N
2

1 q

1 p
p2

n 0

1 q

(3) For Re( s) 0, we have

( z ) E z N z n 1 q q n

2q 2

1 q
1 p
p2

Solution to Problem 2

(1) E X xdFX x x e x dx

(2) E X 2 x 2 dFX x x 2 e x dx

Var X E X 2 E X

(3) s E e sX e sx e x dx

s 0

(4) E X lim

d 1

ds s

d2 2

2
s 0 ds 2 s

1
Var X 2
E X 2 lim

Solution to Problem 3
Let gX(z) and gY(z) denote the generating functions of the probability mass functions for X and Y. Let
gX+Y(z) denote the generating functions of the probability mass function for X+Y. If X and Y are
statistically independent, gX+Y(z) = gX(z) gY(z). In this problem, for X and Y, we have

gX z zn
n 0

gY z e

e X X
z eX eX z eX 1 z
e X X
n!
n!
n 0
n

Y 1 Z

g X Y z g X z g Y z e

X Y 1 z

Thus from the uniqueness of the generating function, we conclude that the random variable X+Y has the
Poisson distribution with parameter

X Y .

Solution to Problem 4
Let Xi denote the amount of money spent by the i-th customer. Then the total amount of the money
spent by customers per day, denoted as Y, has a mean that is computed as follows:

N
N

N
E Y E X i E E X i N E E X i E 8 8E N $400 .
i 1
i 1

i 1
i 1

Solution to Problem 5
Discrete random variables X and Y are independent, if and only if P X m, Y n

P X m P Y n , m, n . The marginal probability mass function for the random variable X is

calculated to be:

e7 4m3n m
n m m ! n m !

P X m P X m, Y n
n 0

e4 4m
m!

e3 3n m e4 4m

m!
nm n m !

The marginal probability mass function for the random variable Y is computed to be:

e7 4m3n m
m 0 m ! n m !

P Y n P X m, Y n
m0

nm

n 4 4
e7 7 n
1

.
7
n!
m0 m 7
Since P X m, Y n is not equal to P X m P Y n , X and Y are not statistically independent

e7 7 n
n!

random variables.
Solution to Problem 6
a.

1 Mbps / 100 Kbps = 10 users.

b. Number of user sources = 40. We have:

The probability of r users being active simultaneously,

40
r
40 r
P r 0.1 0.9 , r 0,1,..., 40
r
The probability that <= 10 users being active simultaneously,

P 0 P 1 ... P 10 ~ 0.999
The probability that 11 or more users are active simultaneously = 1 0.999 = 0.001.

Notes on geometric series:

For r 1 ,

1
1 r

r
1 r

n 0

r
n 1
k

r
n 0

n 0

1 r k 1
1 r

rn
er
n!
d n d n
1
r r
dr n 0 1 r 2
n 0 dr

nr n1
n 1

nr

1 r

r 1 r
n2r n

3
n 0
1 r
n 0