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# Name ____________

## ELECTRICAL ENGINEERING 3TQ4

DAY CLASS
DURATION OF EXAMINATION: 3 Hours
MCMASTER UNIVERSITY FINAL EXAMINATION

DR. T. R. FIELD

December, 2011

## THIS EXAMINATION PAPER INCLUDES 2 PAGES AND 6 QUESTIONS.

YOU ARE RESPONSIBLE FOR ENSURING THAT YOUR COPY OF THE
PAPER IS COMPLETE. BRING ANY DISCREPANCY TO THE ATTENTION
CLOSED BOOK
Use of any calculator is allowed
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
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

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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

## 5. A data storage system acquires single batches of data according to a Poisson

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