The final exam is Saturday, May 14, 2005, 10:30 am to 12:30 pm (2 hours) in Room 3-210 EE/CS Bldg. (the usual classroom). Here is the relevant information concerning this exam:

• Exam is closed book and closed notes.

• THREE formula sheets are allowed. The size is 8.5 by 11 inches, and you may cover the sheets front and back with whatever you wish. You must put your name on your formula sheets and they will be collected with your exam.

• No aid other than the formula sheets are allowed. In particular, no calculators will be allowed.

• The format of the final will be: Approximately 1/3 of exam will be ``Old Material'' covering only SELECTED TOPICS (listed below) coming from the material that you studied for Exams 1-2; the remaing approximately 2/3 of exam will be ``New Material'' (listed below) over material covered since Exam 2.

• If tables or appendices are needed (such as Appendix A of text, Fourier transform pairs or calculus integration formulas), I will attach them to the exam.

• There will be no Matlab on the final exam.

• The ``Old Material'' will be chosen from the following list of selected topics:

  • Determination of probs/cond probs via Venn Diagram reasoning.

  • Bayes Method

  • Everything binomial: binomial theorem, binomial coefficients, Pascal's triangle, binomial random variables.

  • Use of table on page 123 (provided with exam) to figure out things about a Gaussian RV.

  • Given a joint PMF or PDF, be able to compute joint probs, marginal distributions, correlation, covariance, and correlation coefficient. (This topic will NOT include the computation of any conditional things such as conditional distributions, conditional probabilities, conditional expectation.)

  • Be able to use Theorem 5.13 to compute means, variances, and correlations/covariances of new RV's from old RV's.

• The ``New Material'' coverage is the following: Homeworks 9-12, Recitations 11-14, Linear Mean Square Estimator Design via Orthogonality Principle (Sections 9.2,9.4 of text, Section 32.1 of class notes), Random Processes (Section 30.4 class notes, Lectures 31-42 of Class Notes, and the following material in textbook: all of Sections 10.1-10.4, Section 10.5 of text up to Theorem 10.2, Section 10.7 except for Theorem 10.8, all of Sections 10.8-10.10, all of Section 10.12, all of Sections 11.1-11.2 except for cross-correlation function RXY(tau), all of Section 11.3, all of Section 11.4 except the expressions for the MS prediction errors and estimation errors, all of Section 11.5-11.6, all of Section 11.8 except anything involving cross spectral density SXY(f).)

• It is strongly suggested that you go through the Solved Problems on Random Processes/Mean Square Estimation posted at the Class Notes/Solved Problems web page. I also plan to post some additional review problems by the end of Saturday, May 7 (look for these below).

• During the exam period, please observe proper etiquette, as follows: you start the exam only when the proctors tell you to start and you stop working on your exam when the proctors tell you that the exam is over. (Due to the large size of the class, the proctors will have limited patience in dealing with students who are uncooperative.)

• My office hours during final exam week will be as listed below (in Room 6-179 EE/CS). I may also possibly be in at other times (just see if my door is open). Or, you can make an appointment if you need to.

  • Monday, May 9, 2-4pm

  • Tuesday, May 10, 3-5pm

  • Thursday, May 12, 2-4pm

  • Friday, May 13, 11:00am-1pm

Exam 1 given one year ago
Solutions to Exam 1 Review Problems from Recitation 5
Solutions to Exam 1
Exam 1 Histogram
Exam 2 given one year ago
Exam 2 given two years ago (posted 04/07/05)
Solutions to Exam 2 Review Problems from Recitation 10
Solutions to Exam 2
Exam 2 Histogram
Final Exam Review Questions (typos corrected 05/12/05)
Solutions to Final Exam
Final Exam Histogram