University of Jordan

Department of Electrical Engineering

Fall 2016
Spring 2020 EE 720 HW set I 2 Nov. 2, 2016 May 2, 2020

Student Name:________________________________ Student ID:__________________

1- Suppose that X and Y are independent binomial random variables with parameters (n, p)
and (m, p). Argue probabilistically (no computations necessary) that X + Y is binomial
with parameters (n+m, p).

2- Customers entering Larry’s store come in at a rate of λ, according to a Poisson

distribution. If the probability of a sale made to any one customer is p, find the
probability that no sales are made from Larry’s store.

3- A manufacturing plant produces computer chips. The probability of any one chip coming
out defective is 0.004. Assume a batch size of 300.
(a) Find the probability that there are at most three bad chips.
(b) Find the probability that there are between 3 and 6 bad chips.

4- A deck of cards is made up of three cards; one card has two Black faces, another one is
with two Red faces, while the third one has a side that is Red with its other side
Black. One card is drawn at random; find the probability that the down face is black
given that the face showing is black.

5- Let X be a Bernoulli R.V. with parameter p . Then determine

a) The moment generating function (MGF)
b) The mean value and the variance of the R. V. X using the MGF approach
c) Prove that the result obtained in (2) can be also obtained using the pdf approach

__ __ __ __
2 2
6- Two random variables X and Y are defined by X = 0, Y = -1, X = 2, Y = 4, and RXY
= -2. Two new random variables W and U are formed as:
W = 2X + Y
U = -X -3Y
 __ __ __ __

Find W , U , W , U , RWU,  x , and  y .

2 2 2 2

7- A signal is Gaussian with mean 3 and variance 4.

(a) What is the probability that a random sample value X of this signal is between 8 and
9?
(b) Select a value L such that P(X > L) = 10-9.
(c) Five independent samples of this process are added and their sum is divided by 5 to
form a sample mean Y. What is the probability that Y > 7?

8- In a poker hand 5 cards are drawn at random from an ordinary deck of playing cards.
Find:
a) The probability that in any one draw you get a full house (two of one kind and 3 of
another).
b) The probability you get a Royal Flush (10, J, Q, K, A all of the same suit).

9- A Gaussian pulse x(t) is applied to a filter with transfer function H(f) to give the output
y(t), where

2 1 2
x(t) = 3 𝑒 −4𝜋𝑡 H(f) = 𝑒 −(4)𝜋𝑓

Find (a) Rx(τ)

(b) Gx(f) [P. S. D. of input]
(c) y(t)

10- Let X1, X2, …, Xn be independent random variables, each having a uniform distribution
over (0, 1). Let M = maximum (X1, X2, …, Xn). Show that the Cumulative Distribution
Function, FM(.), is given by:

FM(.) = xn, 0≤x≤1

What is the Probability Density Function for M?

11- A communication system transmits a bipolar signal with amplitudes ± 1. Across the
channel Gaussian noise having zero-mean & variance equal to 16 is added to the signal.
Now, if there are twice as many 1’s as there are -1’s across the channel, find the
probability of error.
(Hint: P(Error) = P(Error | 1 was transmitted)P(1) + P(Error | -1 was
transmitted)P(-1))

12- Two Gaussian random variables X1 and X2 are defined by the mean and covariance
matrices:
 2  5  2 / 5
 
X =  
__
Cx =  
  1  2 / 5 4 
 

Two new random variables Y1 and Y2 are formed using the transformation:
 1 1 / 2
T =  

1 / 2 1 
__
Find the matrices (a) [ Y ] and (b) Cy
(c) Also find the correlation coefficient for Y1 and Y2

13- Statistically independent, zero-mean random processes X(t) and Y(t) have autocorrelation
functions:

Rxx(τ) = e-|τ| & Ryy(τ) = cos(2πτ),

respectively.
(a) Find the autocorrelation function for the sum W1(t) = X(t) + Y(t)
(b) Find the autocorrelation function for the difference W2(t) = X(t) - Y(t)
(c) Find the cross-correlation function for W1(t) and W2(t)

14- A Wide-Sense stationary noise process N(t) has an autocorrelation function

RNN (τ) = P e-3|τ|
where P is a constant. Find the power spectrum SNN(Ω).

15- A Random Process X(t) having autocorrelation function

RXX (τ) = P e-α|τ|

Where P and α are real positive constants, is applied to the input of a system with
impulse response

W Wt ,0  t
 e
h(t) = 
 0, t  0

where W is a real positive constant. Find the autocorrelation function of the
Network’s response Y(t).

16- A random process X(t) has the power density spectrum:

6 2
Sxx(Ω) =
1  4
Find the average power in the process.