UNIVERSITY OF CALIFORNIA, DAVIS

Department of Electrical and Computer Engineering

EEC161

Practice Final

Last Name:
First Name:
Student ID:

Instructions
The exam is closed book but you can use three pages of notes written on both
sides. No computers, calculators, or cell phones are allowed during the exam.
In multiple choice problems, a wrong answer counts the negative of the score of
the correct answer divided by the total number of wrong answers. This ensures
that if you check boxes randomly, the expected score is zero. If you do not
check any box or if you check more than one box, the score is zero.
The total is the sum of the scores of the seven problems. If your total is negative,
it will be recorded as zero.

PROBLEM POSSIBLE SCORE

1
6
2
7
3
6
4
7
5
7
6
7
7
6
Total
46

Problem 1 (Check your answer carefully. No partial credit given in this

problem.) Consider the polynomial in x given by x2 + 2Y x + Y + 2, where Y is a
Uniform(5, 5) random variable.
What is the probability that the constant term, Y +2, of the polynomial is positive?

2 0.3

2 0.5

2 0.7

2 other

What is the probability that the polynomial has real roots?

2 0.3

2 0.5

2 0.7

2 other

Solution The probability that Y + 2 > 0 is

Z

P [Y + 2 > 0] = P [Y > 2] =

pY (y)dy =

1
dy = 0.7.
10

The polynomial has real roots if and only if the discriminant of the polynomial,
4Y 2 4(Y + 2), is nonnegative. This is the case if and only if Y 2 Y 2 0, i.e.,
(Y + 1)(Y 2) 0. This inequality holds if and only if Y 1 or Y 2. Hence,
the polynomial has real roots with probability
P [real roots] =

pY (y)dy +

Z 1

pY (y)dy

5 1
1
dy +
dy
2 10
5 10
= 0.4 + 0.3 = 0.7.

Problem 2 (Check your answer carefully. No partial credit given in this

problem.) A drunk man drives from a bar to his home. On the way to home, there
is a liquor store from which the man buys a bottle whenever he passes by the store.
The streets connecting the bar to his home are shown below where all the streets
are one way with arrows indicating the direction. The map is drawn to scale. The
distance between the bar to home is 2 miles. There are two intersections: one at
the bar and one at the liquor store. At each intersection the man selects one of the
possible streets with equal probability. The man follows traffic rules and never drives
in the wrong direction.
1. Determine the transition matrix of the Markov chain describing the movement
of the man. The chain should have three states indicating the positions of the
man at the bar, the liquor store, and home.
2. What is the PMF of the number of bottles the man buys from the liquor store?
3. What is the average number of miles it takes the man to reach home from the
bar?


Solution
1.

1/2 1/2 0

P = 1/2 0 1/2 .
0
0
1

Bar 6

Liquor
Store Home

2. Let B be the number of bottles the man buys from the liquor store. Whenever
the man passes by the store, there is a probability 1/2 of success defined here
as reaching his home without passing by the store again. The number of trials
for the first success is Geometric(0.5) and the probability that the man reaches
home exactly after k trials is (0.5)k1(0.5) = (0.5)k . In each of these k trials he
buys a bottle. Hence, the PMF of B is P [B = k] = (0.5)k for k 1.
3. Let MBH be the number of miles for the man to reach home from the bar. Let
MLH be the number of miles for the man to reach home from the liquor store.
If the man is at the bar, then with probability 0.5 he will be back at the bar
after driving 4 miles and with probability 0.5 he will be at the liquor store after
driving 1 mile. Thus,
E[MBH ] = 0.5(E[MBH ] + 4) + 0.5(E[MLH ] + 1).
On the other hand, if the man is at the liquor store, then with probability 0.5
he will be back at the bar after driving 3 miles and with probability 0.5 he will
reach his home after driving one mile. Thus,
E[MLH ] = 0.5(E[MBH ] + 3) + 0.5 1.
Solving these two equations, we find that E[MBH ] = 14. Hence, on average the
man drives 14 miles to reach home from the bar.
2

Problem 3 X and Y are independent Exponential(2) random variables. Let U =

X/(X + Y ) and V = X + Y . Find the joint PDF of U and V as well as the marginal
PDFs of U and V . Are U and V independent?
Solution We have X = UV and Y = (1 U)V . The Jacobian of the transformation
is given by
J(x, y) =
Hence,
pU,V

x
x x+y

(x + y)
x

x
y x+y

(x + y)
y

y
(x+y)2

x
(x+y)
2
1

1
.
x+y


pX,Y (x, y) 

= (x + y) 2e2x 2e2y 
= 4ve2v ,

=

x=uv,y=(1u)v
|J(x, y)| x=uv,y=(1u)v

where uv 0 and (1 u)v 0, i.e., 0 u 1 and v 0. We have pU,V (u, v) = 0 if

otherwise. The marginal PDF of U is
pU (u) =

pU,V (u, v)dv =

4ve2v dv = 2ve2v  +
0

2e2v dv = 1,

for 0 u 1 and zero otherwise. The marginal PDF of V is

pV (v) =

pU,V (u, v)dv =

1
0

4ve2v du = 4ve2v ,

for v 0 and zero otherwise. Since pU,V (u, v) = pU (u)pV (v) for all u and v, the
random variables U and V are independent.

Problem 4 Alice and Bob decide to meet between 12 noon and 1 pm. However,
they agree that each of them will wait only 15 minutes for the other. The arrival
times of Alice and Bob are independent and uniformly distributed between 12 noon
and 1 pm.
1. Find the probability that they meet if Bob arrives at 12:10 pm.
2. Find the probability that they meet.
Solution
1. Let M denote the event that Alice and Bob meet, and X and Y denote the
arrival times of Alice and Bob respectively. We want to compute P [M|X = 12 :
10]. Notice that if Bob arrives at 12:10, then they meet if Alice arrives between
12:00 and 12:25. Hence,
P [M|X = 12 : 10] =

12:25

12:00

1
25
5
dy =
= .
60
60
12

1:00 pm

12:15 pm

12:00 pm

12:15 pm

1:00 pm

2. Alice and Bob meet if their arrival times fall between the two lines with slope
1 in the box. This happens with probability
1
1

areas of the triangles above and below the two lines

60 60
1
1
45 45
7
=1

2
= .
60 60
2
16

P [M]=1

Problem 5 Let X1 , X2 , . . . , X100 be independent Exponential(0.5) random variables.

Give a lower bound and an estimate for the probability that X1 + X2 + + X100
is between 175 and 225. Express the estimate in terms of the CDF, (x), of the
standard normal random variable.
Solution Each of the random variables X1 , X2 , . . . , X100 has mean = 1/0.5 = 2
and variance 2 = 1/(0.5)2 = 4. Let S100 = X1 + X2 + + X100 . Then, S100 has
mean S100 = 100 2 = 200 and variance S2 100 = 100 4 = 400. The Chebyshev
bound gives
P [175 S225 225] = 1 P [|S100 200| 25] 1

400
= 0.64.
(25)2

The Central Limit Theorem gives

P [175 S100

"

S100 n
225 100 2
175 100 2

225] = P
2
100 4
100 4
n
"
#
S100 n
= P 1.25
1.25
n 2
(1.25) (1.25).

If tables for (x) are available, then it can be shown that (1.25)(1.25) = 0.89440.1056 =
0.7888.

Problem 6 Consider the continuous-time random process X(t) = A cos(t+), where

A is Poisson(3) and is Uniform(0, ). The random variables A and are independent.
1. Find the autocorrelation function of X(t).
2. Is the random process X(t) WSS?
Solution
1.
RX (t1 , t2 ) = E[X(t1 )X(t2 )] = E[A cos(t1 + )A cos(t2 + )]
= E[A2 ]E[cos(t1 + ) cos(t2 + )]
Z
1
= E[A2 ]
cos(t1 + ) cos(t2 + )d
0
Z
1
=
E[A2 ] (cos(t1 + t2 + 2) + cos(t2 t1 ))d
2
0

!
sin(t1 + t2 + 2) 
1

2
 + cos(t2 t1 )|0
E[A ]
=

2
2
0
1
E[A2 ] cos(t2 t1 ).
=
2
Since A is Poisson(3), E[A] = 3 and VAR[A] = 3. Hence,
E[A2 ] = VAR[A] + (E[A])2 = 3 + 32 = 12.
We conclude that RX (t1 , t2 ) = 6 cos(t2 t1 ).
2. The random process X(t) is not WSS even though its autocorrelation function
RX (t1 , t2 ) depends only on the difference t2 t1 since its mean
1
cos(t + )d
0
3
6
3
sin(t + )|0 = (sin(t + ) sin(t)) = sin(t)
=

X (t) = E[X(t)] = E[A]E[cos(t + )] = 3

depends on t.

Problem 7 The white noise X(t) with power spectral density SX (f ) = 5 is the input
to an LTI system with frequency response H(f ) as shown. Sketch the power spectral
density of the output process Y (t) and find its power.
H(f )

@
@
@
@
@

10

10

Solution SY (f ) = |H(f )|2SX (f ).

PY =

SY (f )df = 800.

SX (f )

80

@
@
@
@
@

10

10