Problem 3) If Y is an Erlang (n-2, à-2) random variable, find the following: a) What is ELY? b) What is Var[Y]?

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**EENG 3421 – Advanced Engineering Analysis**  
**Exercise #8**

---

**Problem 1)** If \( Y \) is an exponential random variable with \( \text{Var}[Y] = 25 \), find the following:  
a) What is the PDF of \( Y \)?  
b) What is \( E[Y^2] \)?  
c) What is \( P[Y > 5] \)?  

**Problem 2)** If \( X \) is an Erlang \( (n, \lambda) \) random variable with parameter \( \lambda = 1/3 \) and expected value \( E[X] = 15 \), find the following:  
a) What is the value of the parameter \( n \)?  
b) What is the PDF of \( X \)?  
c) What is \( \text{Var}[X] \)?  

**Problem 3)** If \( Y \) is an Erlang \( (n = 2, \lambda = 2) \) random variable, find the following:  
a) What is \( E[Y] \)?  
b) What is \( \text{Var}[Y] \)?  
c) Find \( P[0.5 \leq Y < 1.5] \).  

**Problem 4)** If \( X \) is a continuous uniform \((-5, 5)\) random variable, find the following:  
a) What is the PDF of \( X \)?  
b) What is the CDF of \( X \)?  
c) What is \( E[X^2] \)?  
d) What is \( \text{Var}[X] \)?  
e) What is \( E[e^X] \)?  

**Problem 5)** If \( X \) is a continuous uniform random variable with expected value \( E[X] = 7 \) and variance \( \text{Var}[X] = 3 \), then what is the PDF of \( X \)?

**Problem 6)** Radars detect flying objects by measuring the power reflected from them. The reflected power of an aircraft can be modeled as a random variable \( Y \) with PDF:

\[
f_Y(y) = 
\begin{cases} 
\frac{1}{P_0} e^{-\frac{y}{P_0}}, & y \geq 0 \
Transcribed Image Text:**EENG 3421 – Advanced Engineering Analysis** **Exercise #8** --- **Problem 1)** If \( Y \) is an exponential random variable with \( \text{Var}[Y] = 25 \), find the following: a) What is the PDF of \( Y \)? b) What is \( E[Y^2] \)? c) What is \( P[Y > 5] \)? **Problem 2)** If \( X \) is an Erlang \( (n, \lambda) \) random variable with parameter \( \lambda = 1/3 \) and expected value \( E[X] = 15 \), find the following: a) What is the value of the parameter \( n \)? b) What is the PDF of \( X \)? c) What is \( \text{Var}[X] \)? **Problem 3)** If \( Y \) is an Erlang \( (n = 2, \lambda = 2) \) random variable, find the following: a) What is \( E[Y] \)? b) What is \( \text{Var}[Y] \)? c) Find \( P[0.5 \leq Y < 1.5] \). **Problem 4)** If \( X \) is a continuous uniform \((-5, 5)\) random variable, find the following: a) What is the PDF of \( X \)? b) What is the CDF of \( X \)? c) What is \( E[X^2] \)? d) What is \( \text{Var}[X] \)? e) What is \( E[e^X] \)? **Problem 5)** If \( X \) is a continuous uniform random variable with expected value \( E[X] = 7 \) and variance \( \text{Var}[X] = 3 \), then what is the PDF of \( X \)? **Problem 6)** Radars detect flying objects by measuring the power reflected from them. The reflected power of an aircraft can be modeled as a random variable \( Y \) with PDF: \[ f_Y(y) = \begin{cases} \frac{1}{P_0} e^{-\frac{y}{P_0}}, & y \geq 0 \
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