ECSE-2500, Engineering Probability, Spring 2010, Rensselaer Polytechnic Institute

# Exam 3, 3pm Thurs May 20 2010

**Name, RCSID, RIN:**

*Answering 100 of the 130 points is a complete exam. However you have to mark the questions that you don't want graded with a big X across each one.*

- A transmitter is sending a signal to a receiver over a noisy channel,
with probability p=1/2. When there is no transmitted signal, the number of
photons that the receiver sees is a discrete uniform random variable in
the range [0,2]. However, when there
*is*a transmitted signal, the number of photons that the receiver sees is a discrete uniform random variable in the range [1,4]. X is the random variable for the number of photons that the receiver sees.*(5)*What is P[X=k] for k= 0, 1, 2, 3?

*(5)*What is P[signal present|X=k] for k= 0, 1, 2, 3?

*(5)*What is T, the threshhold value of k for which P[signal present|k] >= 1/2?

*(5)*Pretend that T=1. If you use the decision rule that a signal is present if X>=T, then what is the probability that this rule gives the correct answer?

- Students applying to RPI:
- Pretend that there are 3,000,000 high school grads this year.
- Each student's decision whether or not to apply to RPI is independent of each other student.
- Each student has a 0.003 probability of applying to RPI.
- The total number of students who apply to RPI is a random variable, X.

*(10)*Name three reasonable probability distributions for X. Write a sentence or two about the advantages and disadvantages of each one, and state which one you prefer for this question and why.

*(5)*What E[X]?

*(5)*What is Var[X]?

*(5)*What is the probability that exactly 9,000 students apply to RPI? It's ok to write a simple expression with numbers, factorial, and*e*. You don't need to evaluate it.

- You intend to buy a lottery ticket each week until you win.
- X is the random variable for the number of tickets you will buy.
- The drawings are independent of each other.
- Your probability of winning each drawing is 0.25 .
- Each ticket costs $1.
- A winning ticket pays $2 (netting $1 since you had to buy the ticket).
- Y is the random variable for your net profit after you finish playing. E.g. if you had to play 4 weeks to get the 1st winning ticket, X=4, Y=-2.

*(5)*What is the name of the appropriate probability distribution for X?

*(5)*What is P[X<=2]? Give a number.

*(5)*What is P[Y>=0]?

*(5)*What E[X]?

*(5)*What E[Y]?

- You're investigating what Einstein called
*spooky action at a distance*(but you don't need to know what that is to solve this question). For your experiment you and your friend in different cities simultaneously each flip a coin, record the result, and repeat that many times. You record the count for each combo of heads and tails:- you-head, friend-head: 10 (That is, your coin came up heads at the same time as your friend's coin came up heads, 10 times.)
- you-head, friend-tail: 20
- you-tail, friend-tail: 60
- you-tail, friend-head: 30

*(5)*What is P[you-head | friend-head]?

*(5)*What is P[you-head]?

*(5)*Are the two coins independent? Justify your answer from the numbers.

- Horse racing:
- Xerxes runs a race in time that is a random variable X that is N(100,10), i.e., normally distributed with mean 100 seconds and standard deviation 10 seconds.
- Yggdrasil's time is Y, which is N(110,10).
- When Xerxes and Yggdrasil race each other, their times are independent (since this is a course and not the real world).

*(5)*What is P[X>100]? Give a number.

*(5)*What is P[X>110]? Give a number or incomplete integral.

*(15)*What is the probability that Xerxes wins a race with Yggdrasil? Give a number or integral.

- Darts:
- The dart board is a triangle with vertices (0,0), (1,0), (0,1).
- The experiment is to throw a dart at the board.
- It lands with equal probability anywhere in the board.
- The random variables are {$(R,\Theta)$} for the dart's position in polar notation.

*(5)*What is the joint cdf?

*(5)*What is the marginal cdf of {$R$}?

*(10)*Are {$ R$} and {$\Theta$} independent?

**end of exam** total: 130 (you pick 100 to be graded).