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3TQ4 Final practice

3TQ4 Final practice

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DAY CLASS

DURATION OF EXAMINATION: 3 Hours

MCMASTER UNIVERSITY FINAL EXAMINATION

DR. T. R. FIELD

December, 2011

YOU ARE RESPONSIBLE FOR ENSURING THAT YOUR COPY OF THE

PAPER IS COMPLETE. BRING ANY DISCREPANCY TO THE ATTENTION

OF YOUR INVIGILATOR.

CLOSED BOOK

Use of any calculator is allowed

Answer any FOUR questions

All questions carry equal weight

Explain all reasoning carefully

1. There is a collection of field goal kickers, which can be divided into two groups 1

and 2. Group i has 3i kickers. On any kick, a kicker from group i will kick a field

goal with probability 1 /(i 1) , independent of the outcome of any other kicks by that

kicker or any other kicker.

(a) A kicker is selected at random from among all the kickers and attempts one field

goal. Let K be the event that a field goal is kicked. Find P[K ] .

(b) Two kickers are selected at random. For j 1,2 , let K j be the event that kicker j

kicks a field goal. Find P[ K1 K 2 ] . Are K 1 and K 2 independent events? Justify

your answer intuitively.

2. The moments of a continuous non-negative random variable X with density

function f X (x) , x 0 are defined as E[ X n ] for integer n 1 . Construct an example

for each of the following cases:

(a) f X (x) does not tend to zero as x ,

(b) f X (x) as x 0 and all moments exist,

(c) f X ( x) 0 as x and no moments exist.

3. (a) Describe a procedure for generating independent identically distributed (i.i.d.)

samples of a random variable via uniform sampling and the (inverse of the) CDF.

(b) Given a large collection of i.i.d. samples of a random variable, explain a sorting

procedure that would yield (a discrete approximation to) the underlying CDF.

Explain qualitatively the relationship between these two procedures.

Continued on Page 2

Page 2

4. (a) Given a function g ( X , Y ) of a pair of random variables X , Y explain a

general procedure for obtaining the CDF of W g ( X , Y ) from the joint density

function f XY ( x, y) .

(b) Find the CDF and PDF of W XY when random variables X and Y have

joint PDF

0 x 1, 0 y 1

otherwise.

1

f X ,Y ( x, y )

0

process with rate . Show that the distribution of the waiting time T between the

arrival of successive batches is exponential with PDF

exp(t )

f T (t )

0

t 0,

otherwise.

and compute its moment generating function (MGF). Batches of data are

independently corrupted with probability q . Show that the distribution of the

random variable K equal to the index of the first un-corrupted batch is geometric

with PMF

(1 q )q k 1

PK ( k )

0

k 1, 2, ... ,

otherwise.

and compute its MGF. Consider the random variable V equal to the total waiting time

till arrival of the first un-corrupted batch of data identify its PDF. [Hint: you may

assume that, for X i a collection of i.i.d. random variables with MGF X (s ) and N a

non-negative integer-valued random variable that is independent of X i , the random

sum R X 1 ... X N has MGF R ( s ) N (ln X ( s )) .]

6. (a) True or false: For a continuous-valued random process X (t ) , the random

variable X (t 0 ) is always a continuous random variable. Explain your answer

carefully.

(b) Consider the random process

W (t ) X cos(2f 0 t ) Y sin(2f 0 t )

where X and Y are uncorrelated random variables, each with expected value 0 and

variance 2 . Find the autocorrelation RW (t , ) . Is W (t ) wide sense stationary?

The End

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