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    Major2 102

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    Major2 102

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    Major2 102

    Uploaded by

    bamlakadere

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    of 5

    KING FAHD UNIVERSITY OF PETROLEUM & MINERALS

    ELECTRICAL ENGINEERING DEPARTMENT

    EE 315

    MAJOR 2

    DATE: May 11, 2011

    TIME: 7:00 PM-9:00 PM

    SER#
    ID#
    Name
    Section#

    Maximum Score
    Problem 1 9
    Problem 2 10
    Problem 3 13
    Problem 4 8

    TOTAL 40
    Problem 1:

    Let X and Y have a joint pdf:


    f X ,Y ( x , y )  k .e  x  y for x  0 , y  2 x
    a. Find the constant k that makes f X ,Y ( x , y ) a valid joint pdf.
    b. Find the marginal pdfs f X ( x ) and f Y ( y )
    c. Show whether X and Y are independent random variables or not?
    Problem 2:

    Two random variables X and Y have a joint pdf given by:

    1
      2x  y  , 0  x  1, 0  y  2
    f X ,Y  x, y    4
    0, elsewhere

    a) Find the joint CDF F X ,Y ( x , y ) of X and Y over all   x  ,    y   .


    b) Find the conditional pdf f X  x | Y  1 .
    c) Find the probability P 2 X  Y  .
    Problem 3:

    The following information is known about two jointly Gaussian random variables X and Y :

    E  X   0, E Y   1, E  X 2   4, E Y 2   9, and RXY  4


    Two new random variables W and U are defined as
    W  3X  Y
    U   X  2Y

    a) Find E W  , E U  , E W 2  , and E U 2  .


    b) Find the variances  X2 ,  Y2 ,  U2 and  W2
    c) Find the correlation RWU
    d) Are W and U uncorrelated? Justify your answer.
    e) Determine the joint pdf of W and U.
    Problem 4:

    A random variable X with the following probability density function:

    2e 2 x , x0
    fX  x  
    0, elsewhere

    is transformed to a new random variable Y  ( X  3)  1 .


    2

    Find the probability density function of Y


    Plot the pdf f Y ( y )

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