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Department of Electronic and Computer Engineering

ELEC 2600: Probability and Random Processes in Engineering
2021 Spring Semester
Final Exam Session 2
May 18, 2021, 13:30 – 15:30
Name: DDDDDDDDDDDDDDDDDDDDDD
Student ID: DDDDDDDDDDDDDDDDDDDDDD
Instructions:
1. This is a 2-hour open-book test.
2. Calculator is allowed.
3. There are 5 computational problems.
4. Try to attempt all problems.
5. Answer the problems of Section II on paper.
6. Please show all of your work, as marks will be given for the key steps, not just for the correct
answer.
7. If your results involve binomial coefficients, factorials, exponential functions, or ratios, you
do not need to compute the value. For example, an answer like 𝑒 doesn’t need to be
!
simplified further.
8. You do not need to compute any matrix inverse. It is sufficient to give the numerical values of
the matrix that needs to be inverted. No matrix determinants are required to be computed
unless explicitly asked for.
9. The distribution of marks is shown in the table below:
Question/Problem Mark
1 12
2 14
3 16
4 16
5 10
Total 68
(ELEC2600)[2021](s)final~=7em935^_25400.pdf downloaded by bbisht from http://petergao.net/ustpastpaper/down.php?course=ELEC2600&id=12 at 2024-02-01 10:20:27. Academic use within HKUST only.

1. (12 pts) The joint probability density function of X and Y is given by

8𝑒 𝑒 , 0 𝑥 𝑦 ∞
𝑓 , 𝑥, 𝑦
0, 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
(a) Find 𝑃 3𝑋 𝑌 . (3 pts)
(b) Find the marginal pdf of X, 𝑓 𝑥 . (3 pts)
(c) Find the conditional pdf of Y given X, 𝑓 | 𝑦|𝑥 , for 0 𝑥 ∞ . (3 pts)
(d) Find the conditional expected value of Y given X = x, 𝐸 𝑌|𝑋 𝑥 , for 0 𝑥 ∞. (3 pts)

2. (14 pts) Let 𝑋 be the lifetime (measured in years) of a component in a system, which is
continuous and uniformly distributed in the interval 7, 10 . The system also has a backup
component that can take over when the original component fails so that the system can provide
continuous service. Let 𝑌 be the lifetime of the backup component, which is an exponential
random variable with mean 7 years. Assume that the lifetimes of the original and backup
components are independent. Let 𝑍 𝑋 𝑌 be the total lifetime of the system.
(a) Find the mean of 𝑍. (2 pts)
(b) Find the pdf of 𝑍. Note that you will need different expressions for different ranges of 𝑍.
For partial credit, give the ranges of 𝑍. For full credit, find the correct expressions in each
of these ranges. (10 pts)
(c) Find the probability that the backup component lasts for between 6.5 and 7.5 years, i.e.
𝑃 6.5 𝑌 7.5 . (2 pts)

3. (16 pts) Suppose that each second, the number of requests to a web server, 𝑋 , 𝑖 0, 1, 2, … ,
is a discrete random variable that is uniformly distributed over the set A, where 𝐴 5, 7 .
Assume that the number of requests to the web serval at each second is independent from each
other. Let 𝑆 be the total number of requests to a web server in 𝑛 seconds. Assume that 𝑆 0.
It turns out that 𝑆 is a sum process.
(a) Find 𝐸 𝑋 𝑋 . (2 pts)
(b) Find 𝐸 𝑆 . (2 pts)
(c) Find Var 𝑆 . (3 pts)
(d) Find 𝐶 10, 20 𝐶𝑜𝑣 𝑆 , 𝑆 . (2 pts)
(e) Is 𝑆 a wide-sense stationary process? Justify your answer (2 pts)
(f) Use the central limit theorem to approximate 𝑃 𝑆 550 . Express your answer in terms
of the Q function, Q 𝑥 𝑃 𝑋 𝑥 , where 𝑋 is a Gaussian random variable with zero
mean and variance 1. (5 pts)
(ELEC2600)[2021](s)final~=7em935^_25400.pdf downloaded by bbisht from http://petergao.net/ustpastpaper/down.php?course=ELEC2600&id=12 at 2024-02-01 10:20:27. Academic use within HKUST only.

4. (16 pts) A Gaussian random process is one where all finite order distributions are jointly
Gaussian distributed. Suppose that 𝑋 𝑡 is a continuous-time Gaussian random process with
mean and covariance functions given by
𝑚 𝑡 𝐸𝑋 𝑡 cos and 𝐶 𝑡 , 𝑡 0.2𝑒 | |
.
(a) Is this process stationary? Why or why not? (2 pts)
(b) Write the variance function for 𝑋 𝑡 , Var 𝑋 𝑡 , for all ∞ 𝑡 ∞. (1 pt)
(c) Give the first order pdf for 𝑋 1 , 𝑓 𝑥 , for ∞ 𝑥 ∞. (3 pts)
(d) Define a random vector 𝑋⃗ 𝑋 1 𝑋 4 . Give the second order pdf for 𝑋⃗ , 𝑓 ⃗ 𝑥⃗
𝑓 𝑥 , 𝑥 where 𝑥⃗ 𝑥 ,𝑥 for ∞ 𝑥 , 𝑥 ∞. (4 pts)
(e) Find the correlation coefficient between 𝑋 1 and 𝑋 4 . (2 pts)
(f) Define a random variable 𝑍 7𝑋 1 6𝑋 4 . Give the pdf of 𝑍, 𝑓 𝑧 for ∞ 𝑧 ∞.
(4 pts)

5. (10 pts) Suppose that the total number of requests to a web server received between time 0 and
time t, N(t), is given by a Poisson random process with rate λ = 16 requests per minute. Assume
that time t is measured in minutes.
(a) Give the value of 𝐸 𝑁 11.5 . (1 pt)
(b) Give the value of Var 𝑁 11.5 . (1 pt)
(c) Give the value of 𝐶 11.5, 12.5 Cov 𝑁 11.5 , 𝑁 12.5 . (1 pt)
(d) Find the probability that exactly 17 requests are received in the first minute. (1 pt)
(e) Find 𝑃 𝑁 1 17 ∩ 𝑁 3 20 . (2 pts)
(f) Find the probability that the first request occurs before t = 2 seconds. (2 pts)
(g) Find the probability that the first request occurs between t = 3 and t = 6 seconds. (2 pts)