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[[ECE_PhD_Qualifying_Exams|ECE Ph.D. Qualifying Exam]]
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Communication, Networking, Signal and Image Processing (CS)
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Question 1: Probability and Random Processes
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August 2001
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'''2. (25 Points)'''
 
'''2. (25 Points)'''
  

Revision as of 01:31, 9 March 2015


ECE Ph.D. Qualifying Exam

Communication, Networking, Signal and Image Processing (CS)

Question 1: Probability and Random Processes

August 2001



2. (25 Points)

Let $ \mathbf{X} $ and $ \mathbf{Y} $ be independent Poisson random variables with mean $ \lambda $ and $ \mu $ , respectively. Let $ \mathbf{Z} $ be a new random variable defined as $ \mathbf{Z}=\mathbf{X}+\mathbf{Y}. $

(a) Find the probability mass function (pmf) of $ \mathbf{Z} $ .

(b)Find the conditional probability mass function (pmf) of $ \mathbf{X} $ conditional on the event $ \left\{ \mathbf{Z}=n\right\} $ . Identify the type of pmf that this is, and fully specify its parameters.

Note

This problem is identical to the example: Addition of two independent Poisson random variables.

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Questions/answers with a recent ECE grad

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