ELEG 3143 Probability and Stochastic Processes

MIDTERM EXAM II
April 7, 2014 9:40am - 10:30am

Name: UID:

This is a closed book exam.

One 8.5 11 in formula sheet is allowed.

Calculators are allowed.

To receive full credits, please show the procedure, equations, and calculations clearly and
concisely.

There are four problems plus one BONUS problem.

Question P1 (20%) P2 (30%) P3 (20%) P4 (30%) Bonus (10%) Total

Grade

1
1. Let X be a discrete random variable with the following PMF
2
cx , x = 1, 2, 3, 4
PX (x) =
0, otherwise
(1) Find the value of the constant c. (6 points)
(2) Find the probability that X is an odd number. (6 points)
(3) Given that X is an odd number, what is the conditional probability mass function
of X? (8 points)
Solution:
P
(1) Since 4x=1 cx2 = 1, we have c = 1/30.
(2) P [X is an odd number] = P [X = 1, 3] = 1/3.
(3)
( PX (x)
, x is odd
PX|odd (x) = P [X is odd]
0, otherwise
2
x /10, x = 1, 3
=
0, otherwise

2
2. In a packet voice communications system, a source transmits packets containing digitized
speech to a receiver. Because transmission errors occasionally occur, an acknowledgement
(ACK) or a negative acknowledge (NACK) is transmitted back to the source to indicate
the status of each received packet. When the transmitter gets a NACK, the packet is
retransmitted. Assume ACK or NACK can be received at the source without any error, and
each transmission is an independent Bernoulli trial with success probability p.
(1) Find the PMF of X, the number of times that a packet is transmitted by the source.
(4 points)
(2) Find the expected value of X. (6 points)
(3) Given that a packet has been transmitted 3 times and a NACK is received after the
third trial, what is the expected number of times the packet is transmitted? (10
points)
(4) Voice packets are delay sensitive. To avoid long transmission delay, the system only
allows a packet to be transmitted a maximum of 4 times. If a NACK is received
after the fourth trail, the packet will be dropped. Let Y be the number of times that
a packet is transmitted under this protocol. What is the expected value of Y ? (10
points)
(1) P [X = k] = (1 p)k 1 p, k = 1, 2, . . ..
P P1
(2) E[X] = 1 k=1 kP [X = k] = k=1 k(1 p)k 1P
p = 1/p.
P1 1
kP [X=k]
(3) E[X | X 4] = k=4 kP [X = k | X 4] = k=4 P [X 4]
= 3 + 1/p.
Alternatively, Let Z be the number of times the packet is transmitted after the 3rd trial.
Then Z follows the same distribution as X and hence
E[X | X 4] = 3 + E[Z] = 3 + 1/p.
(4) Since P (Y = 1) = p, P (Y = 2) = (1 p)p, P (Y = 3) = (1 p)2 p and P (Y = 4) = (1 p)3 ,
4
X
E[Y ] = kP [Y = k].
k=1

3
3. X is a uniform random variable over the interval [ 1, 3].
(1) For Y = X 2 , find the PDF of Y . (10 points)
(2) Calculate the expected value of Y . (10 points)
Solution:
(1) It is easy to find that

1/4, 1x3
fX (x) =
0, otherwise
Since
( p p
1
p [f (
2 y X
y) + fX ( y)], y 0
fY (y) =
0, y<0
p p p p
When 0 y 1, we have 0 y 1, 1 y 0. Therefore fX ( y) = fX ( y) =
1/4, and
1 1
fY (y) = p (1/4 + 1/4) = p .
2 y 4 y
p p p
When 1 y 9, we have 1 y 3, 3 y 1. Therefore fX ( y) = 0,
p
fX ( y) = 1/4, and
1 1
fY (y) = p (0 + 1/4) = p .
2 y 8 y
p p p p
When y > 9, we have y > 3, y < 3. Therefore fX ( y) = fX ( y) = 0, and
fY (y) = 0.
In summary, we have
8 1
< 4p y , 0 y 1
>
1
fY (y) = p
8 y
, 1y9
>
:
0, otherwise
(2)
Z 3
2
E[Y ] = E[X ] = x2 1/4dx = 7/3
1

4
4. A Gaussian random variable X with parameter , has PDF in the following form

1 (x )2
fX (x) = p exp
2 2 2
Consider a noisy communication channel where the transmit symbol is corrupted by additive
Gaussian noise during the transmission. Given symbol 1 is transmitted, the received signal Y
is a Gaussian random variable with = 1, = 1. Otherwise, given symbol 0 is transmitted,
the received signal Y is a Gaussian random variable with = 1, = 1. Assume symbols
0 and 1 are equally likely to be transmitted.
(1) What is PDF of the received signal Y ? (10 points)
(2) Given symbol 1 was sent, what the probability that the received signal Y 1?
Express your answer in terms of (). (10 points)
(3) What is the probability that the received signal Y 1? Express your answer in
terms of (). (10 points)
(1)

1 (y + 1)2
fY |0 is sent (y) = p exp
2 2

1 (y 1)2
fY |1 is sent (y) = p exp
2 2
fY (y) = fY |0 is sent (y)P [0 is sent] + fY |1 is sent (y)P [1 is sent]

1 (y + 1)2 1 (y 1)2
= p exp + p exp
2 2 2 2 2 2
(2) Y |1 is sent N (1, 1), P [Y < 1|1 is sent] = ( 1 1) = ( 2).
(3)
P [Y < 1] = P [Y < 1|0 is sent]P [0 is sent] + P [Y < 1|0 is sent]P [0 is sent]
= ( 1 ( 1))/2 + ( 1 1)/2 = (0)/2 + ( 2)/2

5
5. BONUS Question Consider decoding the received signal under the setting in Problem
4. Every time a signal is received, the system needs to decide whether symbol 0 or symbol
1 was sent. If Y > 0, the system decides that symbol 1 was sent; Otherwise, if Y < 0, the
system decides that symbol 0 was sent. A decoding error happens if the decoded symbol
is not equal to the transmitted symbol. What is the probability of decoding error for the
system? Express your answer in terms of (). (10 points)

P [E] = P [E|X = 0]P [X = 0] + P [E|X = 1]P [X = 1]

= P [Y > 0|X = 0]P [X = 0] + P [Y < 0|X = 1]P [X = 1] = ( 1) = 1 (1)