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    work sheet__2_2019

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    Fana Admasu

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    work sheet__2_2019

    Uploaded by

    Fana Admasu
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    work sheet__2_2019

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    Fana Admasu

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    of 4

    Probability and Random Process ECEG-3207

    ADAMA SCIENCE AND TECHNOLOGY UNIVERSITY


    SCHOOL OF ENGINEERING
    DEPARTMENT OF ELECTRICAL AND COMPUTER ENGINEERING

    WORK SHEET #2

    Expectation (chap-4)
    1. Let X be a random variable with E[X] = 1 and var(X) = 4. Find the
    following:
    (a) E[2X− 4],
    (b) E[X2],
    (c) E[(2X − 4)2].

    2. Two random variables X and Y have, μX= 2, μY= −1, σX= 1, σY= 4, and
    ρX,Y= 1/4. Let U = X + 2Yand V = 2X − Y.
    Find the following quantities:
    (a) E[U] and E[V];
    (b) E[U2], E[V2], Var(U), and Var(V);
    (c) E[UV], Cov(U,V), and ρU,V.
    3. The characteristic function of a random variable X is given by
    | | | |
    ={
    | |
    Find the pdf of X.

    4. Let X and Y be defined by: X = cosӨ, Y = sin Ө, Where Ө is a random


    variable uniformly distributed over (0, 2π).
    (a) Show that X and Y are uncorrelated.
    (b)Show that X and Y are not independent

    5. Suppose = [ ]; and the transformation is


    2
    Y=X
    (a) What isthe correlation coefficient ?
    (b) Are X and Y uncorrelated?
    Probability and Random Process ECEG-3207

    (c) Are X and Y independent?


    6. Suppose Ө is a random variable uniformly distributed over the interval (0,
    2π).
    (a) Find the PDF of Y = sin(Ө).
    (b) Find the PDF of Z = cos(Ө).
    (c) Find the PDF of W = tan(Ө)
    7. Find the PDF of W, which is the sum of X and Y that are independent
    random variables with the following PDFs:
    fX(x) = λe−λxu(x), fY(y) = μe−λyu(y)

    Random Process (chap-5)

    8. Assume that X(t) is a random process defined as follows:


    X(t) = Acos(2πt + Φ)
    Where A is a zero-mean normal random variable with variance = 2 and
    Φisa uniformly distributed random variable over the interval
    −π≤ ө≤ π. A and Φ are statistically independent. Let the random variable
    Y be defined as follows:
    Y=∫ dt
    Determine
    (a). the mean E[Y] of Y.
    (b). the variance of Y.
    9. The random process X(t)is given by X(t) = Acos(wt)+ Bsin(wt)
    where wis a constant, and A and Bare independent standard normal
    randomvariables (i.e., zero mean and variance of 1).
    Find:
    (a) The autocorrelation fuction of X(t).
    (b) The autocovariancefunction of X(t).

    10. A random process X(t) is given by X(t) = Acos(t) +(B +1) sin(t)
    Where A and B are independent random variables with E[A] = E[B] = 0
    and E[A2] = E[B2] = 1.
    Probability and Random Process ECEG-3207

    Find the following quantities:


    (a) the mean function of X(t)
    (b) the autocorrelation function of X(t)
    (c) theautocovariance function of X(t).
    (d) Is X(t) wide sense stationary random process?

    11. The random process X(t) is defined as follows: X(t) = A +e−B|t|


    Where A and B are independent random variables. A is uniformly
    distributed over the range −1 ≤ a ≤ 1, and B is uniformly distributed over
    the range 0≤ b ≤ 2.
    Find the following:
    (a)the mean of X(t)
    (b) the autocorrelation function of X(t)
    (c) Is X(t) wide sense stationary random process?
    12. The random process X(t) has the autocorrelation function RXX(τ) = e−2| τ |.
    The random process Y(t) is defined as follows: Y(t) =∫ du
    Find E[Y(t)].
    13. Two jointly stationary random processes X(t) and Y(t) have the cross
    correlation function given by: RXY(τ) = 2
    Determine the following:
    a. the cross-power spectral density SXY(ω)
    b. the cross-power spectral density SYX(ω)
    14. A wide sense stationary random process X(t) has the following
    autocorrelation function:
    ‫׀ ׀‬
    RXX(τ) = +9
    Determine the following for this random process:
    (a) The mean value
    (b)The standard deviation
    (c) The power spectral density function
    Probability and Random Process ECEG-3207

    Parameter Estimation and predication (chap-6)


    15. Consider the following estimation criterion. The random variable Y
    must be estimated as a linear function of another random variable X,
    in the form ̂= aX. We wish to use the error criterion E[(Y-̂ ].
    3

    What is the optimum value of real number aminimizethis error?

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