Fourier series

174
Introduction

In mathematics, a Fourier series decomposes any periodic

function or periodic signal into the sum of a (possibly
infinite) set of simple oscillating functions, namely sines and
cosines (or complex exponentials). The study of Fourier
series is a branch of Fourier analysis. Fourier series were
introduced by Joseph Fourier (1768–1830) for the purpose of
solving the heat equation in a metal plate. The heat equation
is a partial differential equation. Prior to Fourier's work, there
was no known solution to the heat equation in a general
situation, although particular solutions were known if the heat
source behaved in a simple way, in particular, if the heat
source was a sine or cosine wave. These simple solutions are
now sometimes called Eigen solutions. Fourier's idea was to
model a complicated heat source as a superposition (or linear
combination) of simple sine and cosine waves, and to write
the solution as a superposition of the corresponding Eigen
solutions. This superposition or linear combination is called
the Fourier series. Although the original motivation was to
solve the heat equation, it later became obvious that the same
175
techniques could be applied to a wide array of mathematical
and physical problems. The Fourier series has many
applications in electrical engineering, vibration analysis,
acoustics, optics, signal processing, image processing,
quantum mechanics, econometrics, thin-walled shell theory,
etc.

Fourier series is named in honour of Joseph Fourier (1768-

1830), who made important contributions to the study of
trigonometric series, after preliminary investigations by
Leonhard Euler, Jean le Rond d'Alembert, and Daniel
Bernoulli. He applied this technique to find the solution of
the heat equation, publishing his initial results in his 1807
Mémoire sur la propagation de la chaleur dans les corps
solides and 1811, and publishing his Théorie analytique de la
chaleur in 1822.

From a modern point of view, Fourier's results are somewhat

informal, due to the lack of a precise notion of function and
integral in the early nineteenth century. Later, Dirichlet and
Riemann expressed Fourier's results with greater precision

176
and formality. Fourier series are used in the analysis of
periodic functions. Many of the phenomena studied in
engineering and science are periodic in nature eg. the current
and voltage in an alternating current circuit. These periodic
functions can be analysed into their constituent components
(fundamentals and harmonics) by a process called Fourier
analysis. We are aiming to find an approximation using
trigonometric functions for various square, saw tooth, etc
waveforms that occur in electronics. We do this by adding
more and more trigonometric functions together. The sum of
these special trigonometric functions is called the Fourier
series.

The Fourier series is an infinite series expansion involving

trigonometric functions, i.e. the function defined in the
interval [-T,T ] can be expressed in series form of sinusoidal
wave. A periodic waveform f(x) of period p = 2T has a
Fourier Series given by:

a0  nx nx
f(x) = +  a n cos( ) + b n sin( )
2 n=1  

177
 T T
1
a 0   f(x) dx , a n  1  f(x) cos( nx ) dx ,
T -T T -T 
T
bn  1  f(x) sin( nx ) dx .
T 
-T

Dirichlet Conditions

Any periodic waveform of period p = 2T, can be expressed in

a Fourier series provided that

(a) It has a finite number of discontinuities within the period

2T;

(b) It has a finite average value in the period 2T;

(c) It has a finite number of positive and negative maxima

and minima.

When these conditions, called the Dirichlet conditions, are

satisfied, the Fourier series for the function f(t) exists.

Each of the examples in this chapter obey the Dirichlet

Conditions and so the Fourier series exists.

178
Example 1:
 0  4  x  0 
f(x) =   , expand in Fourier series
 5 0  x  4 
Solution
This function is neither even nor odd, therefore
a0  nx nx
f(x) = +  a n cos( ) + b n sin( ) , T=4
2 n=1  
4 4
a 0  1  f(x) dx = 1  5 dx = 5
4 -4 40
4 4
a n  1  f(x)cos( nx ) dx = 1  5 cos( nx ) dx = 0
4 -4  40 

bn  1  f(x)sin( nx ) dx = 1  5 sin( nx ) dx = 5 (1  cosn

4 4
4 -4  40  n

If n is even, then bn = 0, and if n is odd, then bn = 10 , thus

n

bn  10 , so f(x) = 5 +  10 sin( (2n -1)x )


(2n -1) 2 n=1 (2n -1) 
Example 2:
f(x) = x + x2, expand in Fourier series -2< x < 2
Solution
This function is neither even nor odd, therefore

179
 a0  nx nx
f(x) = +  a n cos( ) + b n sin( ) , T=2
2 n=1  
2 2
1 1 1 x3 x 2 2 8
a 0   f(x) dx =   (x  x)dx = ( + ) =
2
2 -2 2 -2 2 3 2 2 3
2
1 nx 1 2 nx
a n   (x 2  x)cos( ) dx = [(x 2  x)( sin ( )) -
2 -2  2 n 
4 nx 8 nx 2 16
(2x  1)(- 2 2
cos( ))  2(- 3 3
sin ( ))] = 2 2 cosn
n   n   2 n 
2
1 nx 1 -2 nx
bn   (x 2  x)sin( ) dx = [(x 2  x)( cos ( )) -
2 -2  2 n 
4 nx 8 nx 2 -4
(2x  1)(- sin( ))  2( cos ( ))] = cosn
n 2 2  n 33  2 n


f(x) = 4 +  16 cosn  cos( nx )  4 cosn sin( nx )
3 n=1 n 22  n 

Fourier series of even and odd functions

This section can make our lives a lot easier because it reduces
the work required. In some of the problems that we
encounter, the Fourier coefficients ao, an or bn become zero
after integration.

180
Finding zero coefficients in such problems is time consuming
and can be avoided. With knowledge of even and odd
functions, a zero coefficient may be predicted without
performing the integration.

1- Fourier series of Even function

A function f(x) is said to be even if f(-x) = f(x) for all values

of x. The graph of an even function is always symmetrical
about the y-axis (i.e. it is a mirror image).

Even function defined in the interval [-T,T ] expressed in

Fourier series such that

a0  nx
f(x) = +  a n cos( ), -T< x < T
2 n=1 
T T
2 2 nx
a 0   f(x) dx , a n   f(x) cos( ) dx , bn  0
T0 T0 

Example 3:
a) f(x) = x , -3< x < 3 , b) f(x) = x2, -  < x < 
Expand in Fourier series the above functions.

181
Solution
The functions f(x) = x , f(x) = x2 are even
Y
Y

X
X

f(x) = x f(x) = x2

a) f(-x) =  x = x = f(x), therefore f(x) is even

a0  nx
Hence f(x) = +  a n cos( ) , T=3
2 n=1 
x when x  0 

Since x =  , therefore
 -x when x < 0 
 
3 3 2 3
a 0  2  f(x) dx = 2  x dx = ( x ) = 3
30 30 3 0
3
a n  2  x cos( nx ) dx = 2 [x( 3 sin( nx ))-( -9 cos( nx )) 3
30  3 n  n 2 2  0
= 26 2 (cos n -1)
n 

182
  cos n-1
Thus f(x) = 3 + 62  ( )cos( nx )
2  n=1 n
2 

b) f(-x)= (-x)2 = x2= f(x), therefore f(x) is even, hence

a0 
f(x) = +  a n cos( nx ) , T=  , where
2 n=1 

2  2x 3  2 2
2
a 0   x dx = ( ) =
0   

a n   x 2 cos(nx) dx = 2 [x 2 ( sin(nx) )- 2x2 (-cos(nx))
2
0  n n
+ 23 (-sin(nx))] = 42 (cos n)

n 0 n
2  cos n
Therefore f(x) =  + 4  ( 2 )cos( nx )
 n=1 n 3

2- Fourier series of odd function

A function f(x) is said to be odd if f(-x) = - f(x) for all values

of x. The graph of an odd function is always symmetrical
about the origin.

Odd function defined in the interval [-T,T]expressed in

Fourier series such that

183
  T
f(x) =  bn sin( nx ) , where bn  2  f(x) sin( nx ) dx ,
n=1
 T0 
a0  an  0
Example 4: f(x) = x3 , -1< x < 1 , expand in Fourier series
y

Solution
f(-x) = (-x)3= -x3= - f(x), therefore f(x) is odd

Hence f(x) =  bn sin( nx ) , T= 1
n=1

1
bn  2  x3 sin(nx) dx = 2[x3 ( -cos(nx) )-3x 2 ( -sin(nx) )
10 n n 2
2

+6x( cos(nx) )- 6( sin(nx) ) 1 = 6cos(n) - 2cos(n)

] n
n 3 n 44 0
3 n33

f(x) =  [ 6cos(n ) - 2cos(n) ] sin(nx)



n=1
3
n 3 n

184
Study the following relations that may be needed for your
integrals such that

cosx cosy = 1 ( cos(x-y) + cos(x+y))

2

sinx siny = 1 ( cos(x-y) - cos(x+y) )

2

sinx cosy = 1 ( sin(x-y) + sin(x+y))

2
cos(x+y) = cosx cosy - sinx siny
sin(x+y) = sinx cosy + cosx siny
3- Half range cosine

An even function can be expanded using half its range from 0

to T or from –T to 0. That is, the range of integration = T.
The Fourier series of the half range even function is given by:

a0  nx
f(x) = +  a n cos( ), 0<x<T
2 n=1 
T T
2 2 nx
a 0   f(x) dx , a n   f(x) cos( ) dx , bn  0
T0 T0 

185
Example 5: Expand in half range cosine the function
a) f(x) = sinx , 0 < x <  , b) f(x) = x , 0 < x < 1
Solution
a)We have to extend sinx -  < x < 0 to form even function so
that it will be similar to sin x , -  < x <  , T = 
y

- 0  /2  x
f(x) = sinx
a0  nx
f(x) = +  a n cos( ), 0<x< 
2 n=1 

2 -2cosx  4
a 0   sinx dx = ( )0 =
0  

 
2 nx 2
a n   sinx cos( )dx =  sinx cos(nx)dx, n >1
0  0

1
  [sin(1- n)x  sin(1+ n)x]dx
0

1 -cos(1- n)x -cos(1+ n)x

 (  )
 1- n 1+ n

186
 2cos(n) 2 2(cos(n)  1)
  
(1- n 2 ) (1- n 2 ) (1- n 2 )
 
2 2 -cos2x 
a1   sinx cosx dx   sin2x dx  ( ) =0
0 0 2 0

2  2(cos(n)  1)
Thus f(x) = +  cos(nx)
 n=2 (1- n 2 )
b) We have to extend x, -1< x < 0 to form even function so
that it will be similar to x , -1< x < 1 , T = 1

-1 1
f(x) = x
1
a0  nx 2 1
f(x) = +  a n cos( ), 0
a 0  x dx = ( x 2 ) =1
2 n=1  1 0

1
2 nx nx -cos(nx) 1
a n   x cos( ) dx = 2(x(sin( ))-( ))
10  n n 2 2 0

cos(nx) -1 1  cos(nx) -1
 2 ( ) , so f(x) = +  2 ( )cos(nx)
n 2 2 2 n=1 n 2 2

187
4- Half range sine

An odd function can be expanded using half its range from 0

to T, i.e. the range of integration = T. The Fourier series of
the odd function is:

 T
f(x) =  bn sin( nx ) , where bn  2  f(x) sin( nx ) dx ,
n=1
 T0 

a0  an  0 , 0<x<T
Example 6: Expand in half range sine the following
functions
a) f(x) = x2 0 < x < 2 , b) f(x) = cosx 0 < x < 
Solution
a)We have to extend x2 , -2< x < 0 to form odd function, T= 2
y

-2 2 x

f(x)= x2

188
  2
 nx
f(x) =  bn sin( nx ) , where bn   x 2 sin( ) dx
n=1
  
0
2 nx 4 nx
= [x 2 (- cos( )) - x(- 2 2 sin( ))
n  n  
8 nx 2 8 16(cos(n) -1)
+ ( 3 3
cos( ))] = - cos(n) 
n   0 n n 33

8 16(cos(n) -1) nx
Thus f(x) =  [ - cos(n)  3 3
]sin( )
n=1 n  n  
b) We have to extend cosx , -  < x < 0 to form odd function
T= 
y
1

-  /2  /2  x

-1

f(x) = cos x

189
 
f(x) =  bn sin( nx ) ,
n=1 
 
2 nx 1
bn   cosx sin( ) dx =  (sin(n -1)x + sin(n +1)x )dx
0  0
1 -cos(n -1)x -cos(n +1)x  2ncos(n) 2n
= (  ) = 
 n -1 n +1 0 (n 2 -1) (n 2 -1)
2n(cos(n)  1)
= 2
, n >1
(n -1)
 
2 1 -cos2x 
b1 =  cosx sin(x) dx =  sin(2x) dx = ( ) =0
0 0 2 0
 2n(cos(n)  1) nx
Thus f(x) = [ ] sin ( )
n=2 (n 2 -1) T

Harmonic analysis
Refer to full range Fourier series in the interval [-  ,  ]
a0  nx nx
f(x) = +  a n cos( ) + bn sin( )
2 n=1  
a0
 + a cos(x) + a 2 cos(2x) + a 3 cos(3x) +...+ b1 sin(x)
2 1
+ b2 sin(2x) + b3 sin(3x) +...

We can re-arrange this series and write it as:

190
 a0
f(x) = + a cos(x) + b1 sin(x) + a 2 cos(2x) + b 2 sin(2x)
2 1
 a 3 cos(3x) + b3 sin(3x) + ...

The term a1 cos(x) + b1 sin(x) is known as the fundamental,

the term a 2 cos(2x) + b2 sin(2x) is called the second

harmonic and the term a 3 cos(2x) + b3 sin(2x) is called the

third harmonic, etc.

1- Odd harmonic
The Fourier series will contain odd harmonics if
f(x+T) = -f(x), where the period = 2T. In this case, the
Fourier expansion in the interval [-  ,  ] will be of the form:

( a1 cos(x) + b1 sin(x) ) + ( a 3 cos(2x) + b3 sin(2x) ) +

( a 5 cos(5x) + b5 sin(5x) ) + ... and all of the harmonics are

odd. In other word, the expansion will be

 
f(x) =  a 2n-1 cos(2n -1)x +  b2n-1 sin(2n -1)x
n=1 n=1

2T 2T
a 2n-1   f (x)cos(2n 1)x dx , b2n-1   f (x)sin(2n 1)x dx
T0 T0

191
Example 7: Expand in Fourier series
f(x) = x , -  /2 < x <  /2 , f(x +  ) = - f(x), period = 2 
y

-  /2 3  /2
 /2 

Solution
Since f(x +  ) = - f(x), therefore the expansion will be odd
 x,   x   
harmonic such that f(x) = 
 -(x   ,     x    

 
Thus f(x) =  a 2n-1 cos(2n -1)x +  b2n-1 sin(2n -1)x
n=1 n=1

a 2n-1  2
 x cos(2n 1)x dx
 
sin(2n 1)x  cos(2n 1)x 
 2 (x( )( )) 0
 2n 1 2 
(2n 1)

192
 
b2n-1  2  x sin(2n 1)x dx
 
 cos(2n 1)x  sin(2n 1)x 
 2 (x( )( ))
 2n 1 (2n 1)
2  

4
 2
cosntherefore
(2n 1)
 cos n
f(x) =  b2n-1 sin(2n -1)x   4 

sin(2n -1)x
n=1  n=1 (2n 1) 2

The above example can be solved by other way such that

a 0  a 2n  a 2n-1  b2n  0 and

4
b2n-1   x sin(2n 1)x dx
 
 cos(2n 1)x  sin(2n 1)x 
 4 (x( )( ))
 2n 1 (2n 1)
2 0

4
 2
cosn
(2n 1)
This expansion is called odd sine harmonic defined in quarter
of the period.

193
2- Even harmonic

The Fourier series will contain even harmonics if f(x + T) =

f(x), where the period = 2T. In this case, the Fourier
expansion in the interval [-  ,  ] will be of the form:

a0
+ ( a 2 cos(2x) + b2 sin(2x) ) + ( a 4 cos(4x) + b4 sin(4x) ) +
2
( a 6 cos(6x) + b6 sin(6x) ) +... and all of the harmonics are
even. In other word, the expansion will be

a0  
f(x) = +  a 2n cos(2n)x +  b2n sin(2n)x
2 n=1 n=1
T 2T
2
a 0   f (x) dx , a 2n   f (x)cos(2n)x dx ,
0 T0
2T
b2n-1   f (x)sin(2n)x dx
T0

194
Example 8: Expand in Fourier series
f(x) = x , -  /2 < x <  /2 , f(x +  ) = f(x), period = 2 
y

-  /2  /2  3  /2 x

Since f(x +  ) = f(x), therefore the expansion will be even

 x,   x   
harmonic such that f(x) = 
 (x   ,     x    

a0  
Thus f(x) = +  a 2n cos(2n)x +  b2n sin(2n)x
2 n=1 n=1

2 
a0   x dx  0 ,
 

a 2n  2  x cos(2nx) dx
 
sin(2nx)  cos(2nx)
 2 (x(

)( )) 0
 2n 4n
2 

195
 
b2n 2
  x sin(2nx) dx
 
 cos(2nx)  sin(2nx) 
 2 (x( )( ))   1 cosn
 2n 4n
2  n

  cos n
Therefore f(x) =  b sin(2nx)    sin(2nx)
n=1 2n n=1 n
The above example can be solved by other way such that
a 0  a 2n  a 2n-1  b2n-1  0 and

b2n  4  x sin(2nx) dx
 
 cos(2nx)  sin(2nx) 
 4 (x( )( ))   1 cosn
 2n 4n
2 0 n

This expansion is called even sine harmonic defined in

quarter of the period.

3- Even cosine harmonic

The Fourier series will contain even cosine harmonics if f(x +

T) = f(x), and f(x) = f(-x) where the period = 2T. It is even
harmonic but without sine components.

In this case, the Fourier expansion will be of the form

196
a0 x x
+ a 2cos( ) ) + a 4cos( ) + ... and all of the harmonics
2 T T
are even. In other word, the expansion will be

a0  2nx
f(x) = +  a 2n cos( )
2 n=1 T
T/2 T/2
a 0  4  f (x) dx , a 2n  4  f (x)cos( nx ) dx , b2n  0
 0  0 T

Example 9: Sketch f(x) = x 0 < x < T/2 and f(x + T) = f(x),

and f(x) = f(-x) where the period = 2T.
Solution
It is clear that the expansion will be even cosine harmonic
y
x
-T/2 T/2 T 3T/2

4- Even sine harmonic

The Fourier series will contain even sine harmonics if

f(x + T) = f(x), and -f(x) = f(-x) where the period = 2T. It is
even harmonic but without an components, i.e. a 0  a 2n  0 .

197
In this case, the Fourier expansion will be of the form

x x x

b2sin( ) ) + b4sin( ) + b6sin( ) + ... and all of the
T T T
harmonics are even. In other word, the expansion will be

 2nx
f(x) =  b2n sin( )
n=1 T
T/2
a 0  a 2n  0 , b2n   f (x)sin( nx ) dx
4
 0 T

Example 10: Sketch f(x) = x 0 < x < T/2 and f(x + T) =

f(x), and f(x) = -f(-x) where the period = 2T.
Solution
It is clear that the expansion will be even sine harmonic
y
-T/2 T/2
x
T 3T/2

198
5- Odd cosine harmonic

The Fourier series will contain odd cosine harmonics if

f(x+T) = -f(x), and f(x) = f(-x) where the period = 2T. It is
odd harmonic but without sine components.

In this case, the Fourier expansion will be of the form

x x x
a1cos( ) ) + a 3cos( ) + a 5cos( ) + ... and all of the
T T T
harmonics are odd. In other word, the expansion will be

 (2n-1)x
f(x) =  a 2n-1 cos( )
n=1 T
T/2
b 2n-1  0 , a 2n-1  4
 f (x) cos( n -1)x ) dx ,
 0 T

Example 11: Sketch f(x) = x, 0 < x < T/2 , f(x + T) = -f(x),

and f(x) = f(-x) where the period = 2T.

199
Solution
It is clear that the expansion will be odd cosine harmonic
y

-T/2 T/2 T 3T/2 x

6- Odd sine harmonic

The Fourier series will contain odd sine harmonics if f(x+T)

= -f(x), and f(x) = -f(-x) where the period = 2T. It is odd
harmonic but without cosine components.

In this case, the Fourier expansion will be of the form

x x x
b1sin( ) + b3sin( ) + b5sin( ) + ... and all of the
T T T
harmonics are odd. In other word, the expansion will be

 (2n-1)x
f(x) =  b2n-1 sin( )
n=1 T
T/2
a 2n-1  0 , b2n-1  4  f (x) sin( n -1)x ) dx .
 0 T

200
Example 12: Sketch f(x) = x 0 < x < T/2 and f(x + T) = -
f(x), and f(x) = -f(-x) where the period = 2T.
Solution
It is clear that the expansion will be odd sine harmonic
y

-T/2 T/2 T 3T/2 x

Example 13: Expand the function f(x) = x2, 0<x<2,

f(x+4) = f(x) in
a) Even sine harmonic b) Odd cosine harmonic
Solution: Since T = 4, therefore
 2nx
a) f(x) =  b2n sin( ) , where a 0  a 2n  0 , and
n=1 T
T/2 2 2
b2n  4  f (x)sin( 2nx ) dx  4  x sin( nx ) dx
 0 T 0 2
2cos( nx ) 4sin( nx ) 8cos( nx ) 2
2
 (x ( 2 )  2x( 2 )  2( 2 ))
n 
n   
n  0

 n8 cosn  16(cos(n )1)

n 

201
 y

-2 2 4 6 x

 (2n-1)x
b) f(x) =  a 2n-1 cos( ) , where b 2n-1  0 , and
n=1 T
T/2 2 2
4
a 2n-1   f (x)cos( 2n -1)x dx   x cos( 2n -1)x dx
4
 0 T 0 4

4sin( 2n-1)x 16cos( 2n-1)x

 (x 2 ( 4 )  2x( 4 )
(2n-1) (2n-1) 
64sin( 2n-1)x 2 16cos(n)x 128cos(n)x
2( 4 ))  
(2n-1)  0 (2n-1) (2n-1) 
y

-2 2 4 6 x

202
Parseval’s theorem
Consider the function f(x) expressed as full range Fourier
series in the range –T < x < T, such that f(x)
a0 
= + a n cos( nx ) + bn sin( nx ) .

2 n=1  

Then Parseval’s formula is expressed by:

2
1 T (f(x))2 dx = a 0   (a 2  b2 )
T -T  n n
2 n 1
Example 14: Expand f(x) = x2 in Fourier series, -  < x <  ,
 1
then find  .
n=1 n 4

Solution:
 3  2
Since f(x) is even, thus bn= 0, a 0  2  x 2 dx = ( 2x ) = 2
0  0 

and a n  2  x 2 cos(nx) dx = 42 (cos n) (solved above)
0 n
2 (cos n)
Thus f(x) =  + 4  cos( nx )

 n=1 n
2 3

203
 
5
 x 4 4
By Parseval’s theorem 1  x 4 dx =  2 =  +
  5 5 


 1  1
16  4
, thus  = 31 4 /1440.
n=1 n n=1 n 4

Fourier transform

In mathematics, the Fourier transform (often abbreviated

F.T.) is an operation that transforms one complex-valued
function of a real variable into another. In such applications
as signal processing, the domain of the original function is
typically time and is accordingly called the time domain. The
domain of the new function is typically called the frequency
domain, and the new function itself is called the frequency
domain representation of the original function. It describes
which frequencies are present in the original function. This is
analogous to describing a musical chord in terms of the
individual notes being played. In effect, the Fourier transform
decomposes a function into oscillatory functions. The term
Fourier transforms refers both to the frequency domain
representation of a function, and to the process or formula

204
that "transforms" one function into the other. The Fourier
transform and its generalizations are the subject of Fourier
analysis. In this specific case, both the time and frequency
domains are unbounded linear continua. It is possible to
define the Fourier transform of a function of several
variables, which is important for instance in the physical
study of wave motion and optics. It is also possible to
generalize the Fourier transform on discrete structures such
as finite groups. The efficient computation of such structures,
by fast Fourier transform, is essential for high-speed
computing.

Fourier transform can be expressed if the function is neither

even nor odd as follows:
1 
F (x)  i x
 f (x) e dx
2 

205
Example 15: Find Fourier transform for e-x, x > 0

Solution

1  1  x
F (x)  i x eix dx
 f (x) e dx  e
2  2 0
1  (1ix 1 e(1ix  1
 e dx  (
(1  i 
) 
2 0 2 0 2 (1i

1i


2 (1 
Fourier transform can be expressed if the function is even as
follows:

Fc ()  2 /   f (x) cosx dx
0

It is called Fourier Cosine transform, while Fourier sine equal

zero.
Fourier transform can be expressed if the function is odd as

follows: Fs ()  2 /   f (x) sinx dx
0

It is called Fourier sine transform, while Fourier Cosine equal

zero.

206
 1 x 1

Example 16 : Find Fourier transform for f(x) = 
 0 x 1
Solution
Since this function is even, therefore there is only Fourier
Cosine transform such that
 1
Fc ()  2 /   f (x) cosx dx  2 /   cosx dx = 2 /  sin
0 0


-1 1 x
Example 17: Find Fourier transform for
 x 1 0 x 1

f(x) = 
  x 1 1  x  0

y

-1 1 x

-1

207
Solution
Since this function is odd, therefore there is only Fourier sine
transform such
 1
that Fs ()  2 /   f (x) sinx dx  2 /   (1 x) sinx dx
0 0

-cosx -sinx 1 cos sin

 2 / [ (1 x)( )  (1)( 
)]  2 / [   ]
  0  
cossin
 2 / [ 
]

Example 18: Find Fourier transform for
1  x 2 x 1

f(x) = 
0 x 1


1
1

-1 1 x

208
Solution
Since this function is even, therefore there is only Fourier
Cosine transform such
 1 2
that Fc ()  2 /   f (x) cosx dx  2 /   (1 x ) cosx dx
0 0

2 / [(1 x 2 )( sinx )  (2x)( -cosx )  (2)( -sinx )]

1

   0

4
 2 / [ -2cos   2sin ]  [ sin  cos ]
  2 
Fourier Integral

For a non-periodic function f(x), the corresponding Fourier

Integral can be written as:


f(x) =  (a() cos x + b( sin x) d
0

 
1 1
a(   f (x) cosx dx and b(   f (x) sinx dx
   

If f(x) is even, then

 
f(x) = 2  (  f (x) cosx dx) cos x d
0 0

209
If f(x) is odd, then
 
f(x) = 2  (  f (x) sinx dx) sin x d
0 0

The above two equations can be written in the form

f(x) = 2  ( 2  f (x) cosx dx)cos x d

 0  0

 2  F ()cos x d is even function.

 0 c

f(x) = 2  ( 2  f (x) sinx dx)sin x d

 0  0

 2  F ()sin x d is odd function.

 0 s

1 x 1


Example 19: Find Fourier integral for f(x) = 1/ 2 x 1 ,

0 x 1


deduce  sinx dx  1 
0 x

½
-1 1 x
Solution
Since the function f(x) is even, therefore
210
 f(x)  2  F ()cos x d
 0 c
1
Fc ()  2 /   cosx dx  2 /  ( sinx )  2 /  ( sin )
1

0
 0 

Therefore

f(x) = 2  F ()cos x d  2  2 /  ( sin )cos x d

 0 c  0 

 2  ( sin cos x ) d
0 
1 x 1
 
Therefore 2  ( sin cos x ) d = 
1/ 2 x 1
0  
0 x 1


2  sin  sin
At x = 0, therefore  d = 1   d  
0  0  

Put  = x, thus  sinx dx   .
0 x 
Example 20: Find Fourier integral for
 1 0 x  a


f(x) =  1 a  x  0

 0 x a


211
Solution
Since the function f(x) is odd therefore
2 
f(x)  F ()sin x d
 0 s
a  cos x a 1cos a
Fs ()  2 /   sinx dx  2 /  ( )  2 / ( )
0  0 
Therefore

f(x) = 2  F ()sin x d  2  2 /  (1cos a )sin x d ,

 0 s  0 
 1 0 x  a
 1 cos a 
hence f(x)  2  ( )sin x d = 
 1 a  x  0 .
0  
 0 x a


2  1 cos a
At x = 0, f(x)   ( )sin x d = 0 = ½ [f(0+) +
0 
f(0-)] = ½[1-1], so Fourier integral is verified.
Complex Fourier
In an earlier module, we showed that a square wave could be
expressed as a superposition of pulses. As useful as this
decomposition was in this example, it does not generalize
well to other periodic signals: How can a superposition of
pulses equal a smooth signal like a sinusoid?
212
Because of the importance of sinusoids to linear systems, you
might wonder whether they could be added together to
represent a large number of periodic signals. You would be
right and in good company as well. Euler and Gauss in
particular worried about this problem, and
Jean Baptiste Fourier got the credit even though tough
mathematical issues were not settled until later. They worked
on what is now known as the Fourier series: representing any
periodic signal as a superposition of sinusoids. But the
Fourier series goes well beyond being another signal
decomposition method. Rather, the Fourier series begins our
journey to appreciate how a signal can be described in either
the time-domain or the frequency-domain with no
compromise. Let f(x) be a periodic signal with period 2T. We
want to show that periodic signals, even those that have
constant-valued segments like a square wave, can be
expressed as sum of harmonically related sine waves:
sinusoids having frequencies that are integer multiples of the
fundamental frequency. Because the signal has period 2T, the
fundamental frequency is 1/2T. The complex Fourier series

213
expresses the signal as a superposition of complex
exponentials having frequencies n/2T, n = …, -1, 0,1, 2, …
nx
 -i( nx ) T -i( )
f(x) =  cn e  , cn  1  f(x) e T dx , -T< x < T
n=- 2T T

Example 21: Find complex Fourier for f(x) = e-x , -2 < x < 2
Solution
Since T = 2, therefore
nx nx in
T -i( ) 2 -i( ) 2 -(1+ )x
cn  1  f(x) e dx  1  e e dx = 1  e
-x 2
T 2 dx
2T T 4 2 4 2

1 -(1+ in )x 2 1
 (e 2 )  (e(2+in)  e-(2+in) ) =
2
2(2 in) 2(2 in)
i 1
sin(2  in)   (cos2sinh n isin 2cosh n
(2 in) (2 in)

Problems
1) Expand in Fourier series the following functions
a) f(x) = x + x2, -2< x < 2
b) f(x) = x , -3< x < 3

c) f(x) = x2, -  < x<  , then deduce the sum  12



n 1n

214
  / 2  x,  x  0

d) f(x) =  , then deduce the sum
 / 2  x, 0 x 


1 1 1
4
 4  4  ....
3 5 7
e) f(x) = sin x , 0 < x < 2  , then deduce the

sum 1  1  1  ....
1.3 3.5 5.7
f) f(x) = cos x , -  < x <  , then deduce the sum
1 1 1
2 2  2 2  2 2  ....
1 .3 3 .5 5 .7
g) f(x) = x x , -  < x < 
 0,  x  0

h) f(x) =  ,
x /  , 0 x 


 x, 0 x 
i) f(x) = 
 -(x   ,   x  


0 1  x   

j) f(x) = cos3x    x   , f(x+2) = f(x)



   x < 1

215
k) f(x) = ex , -  < x <  , use the result to find the sum of

series
 (1)n
 2
n  2 1+ n

 x, 0 x 
L) f(x) = 
x   ,  x 


2) Expand in half range cosine (cosine harmonic) the function

a) f(x) = sinx, 0 < x <  , b) f(x) = x , 0 < x < 1,
c) f(x) = ex, 0 < x < 
 n 1
d) f(x) = x (  -x) , 0 < x <  , then deduce the sum  (1)2
n 1 n

3) Expand in half range sine (sine harmonic) the following

functions
a) f(x) = x2 0 < x < 2 , b) f(x) = cosx 0 < x <  ,

c) f(x) = x (  -x), 0 < x <  , then deduce the sum 

 1
3
n  1 (2n -1)

4) Expand (2)and (3) in odd harmonic and in Even harmonic

5) Expand f(x) = x, 0 < x < 1 in
a) Even cosine harmonic
b) Odd cosine harmonic
c) Even sine harmonic
d) Odd sine harmonic
216
6) Expand in complex Fourier
a) f(x) = ex, -  < x <  , b) f(x) = x , -1 < x < 1
7) Expand the function f(x) = x , 0 < x < T in
a) Fourier cosine
b) Fourier sine
c) Odd harmonic
d) Even harmonic
e) Even Cosine harmonic
f) Even Sine harmonic
8) Find Fourier transforms of the following functions
1- x 2 ,  x 

a) f(x) =  , then evaluate
0 ,  x  

 xcosx - sinx
( x3
) cos(x / 2) dx
0

1 0 x < a


b) f(x) =  1 a  x < 0

0 x  a


9) Expand the following functions in Fourier sine series:

 / 2  x, 0 x  /2

a) f(x) =  ,
 0, / 2 x  

217
b) f(x) = ex, 0 < x < 1


0 x  /2
10) If f(x) =  , then the first Fourier
 / 2  x /2 x


cosine coefficient equal …..and the second Fourier sine

coefficient equal …..
11) Find the first Fourier cosine coefficients of the functions:
 x -5 0 x 5 0 0  x 1
 
a) f(x) =  , b) f(x) = 
0 5  x  10 1  x 1 x  2
 

218
 Model Questions

Fourier Problems
1) Expand in Fourier series the following functions

219
a) f(x) = x + x2, -2< x < 2
b) f(x) = ǀxǀ , -3< x < 3

1
c) f(x) = x2, -  < x<  , then deduce the sum  2
n 1 n
 / 2  x,  x  0
d) f(x) =  , then deduce the sum
 / 2  x, 0x
1 1 1
   ....
34 54 74
1 1 1
e) f(x) = ǀsinxǀ , 0 < x < 2  , then deduce the sum    ....
1.3 3.5 5.7
f) f(x) = ǀcosxǀ , -  < x <  , then deduce the sum
1 1 1
2 2  2 2
 2 2
 ....
1 .3 3 .5 5 .7
g) f(x) = x ǀxǀ , -  < x < 
0,  x  0
h) f(x) =  ,
 x /  , 0x

 x, 0x
i) f(x) = 
-(x   ,   x  

0 1  x  

j) f(x) = cos3x   x  , f(x+2) = f(x)
   x < 1

k) f(x) = ex , -  < x <  , use the result to find the sum of series

(1)n
 2
n  2 1+ n

220
  x, 0x
L) f(x) = 
 x   ,  x 

2) Expand in half range cosine (cosine harmonic) the function

a) f(x) = sinx , 0<x<  , b) f(x) = x , 0< x< 1, c) f(x) = ex, 0<x< 

(1)n 1
d) f(x) = x (  -x) , 0 < x <  , then deduce the sum 
n 1 n2
3) Expand in half range sine (sine harmonic) the following functions
a) f(x) = x2 0< x< 2 , b) f(x) = cosx 0<x<  ,

1
c) f(x) = x (  -x) , 0 < x <  , then deduce the sum  3
n  1 (2n -1)

4) Expand (2)and (3) in odd harmonic and in Even harmonic

5) Expand f(x) = x, 0< x < 1 in

a) Even cosine harmonic b) Odd cosine harmonic
c) Even sine harmonic d) Odd sine harmonic

6) Expand in complex Fourier

a) f(x) = ex, -1< x < 1, b) f(x) = x , -3 < x < 3

7) Expand the function f(x) = 1 , 0 < x < T in

(a) Fourier cosine (b) Fourier sine (c) Odd harmonic
(d) Even harmonic (e) Even Cosine harmonic
(f) Even Sine harmonic
8) Find Fourier transforms of the following functions
1- x 2 , 
 x  xcosx - sinx
a) f(x) =  , then evaluate  ( 3
) cos(x/2) dx
0 ,  x   0 x

221
 1 0x <a

b) f(x) = 1 a  x < 0
0 xa


9) Expand the following functions in Fourier sine series:

 / 2  x, 0  x  /2
a) f(x) =  ,
0, /2  x  
b) f(x) = ex, 0 < x < 1

 0 x   / 2
10) If f(x) =  , then the first Fourier cosine
 / 2  x /2  x
coefficient equal …..and the second Fourier sine coefficient equal …..

11) Find the first Fourier cosine coefficients of the functions:

 x -5 0x 5 0 0  x 1
a) f(x) =  , b) f(x) =  ,
0 5  x  10 1  x 1 x  2
12) Expand the following functions in Fourier series:

a) f(t)

f(t+6) = f(t)
0 1 3 4 6 t

b)
f(t)

222
 1
f(t+2) = f(t)

-1 1 t

f(t)
c) 2
f(t+4) = f(t)

-2 -1 1 2 t

-2

13) Suppose f(x) =  x2 - 2 x3 on [0,  ] and g(x) is the sum of the

whole Fourier sine series for f(x) and h(x) is the sum of the whole
Fourier cosine series for f(x), compute g(1), h(1), g(  ), h(  ).

14) Prove: x =
4
[sin x -
sin 3x sin 5x

 
 ...] in the interval [  , ] .
    
15) Find the Fourier series of the function f defined by

1,  x  0
f(x) =  ,
 1, 0x

16) Find the Fourier series of the function f defined by

223
 1,  x  0
f(x) =  ,
3, 0x

17) Let h be a given number in the interval (0, π). Find the Fourier
 1, 0xh
cosine series of the function f(x) =  ,
 0, hx

18) Calculate the Fourier sine series of the function defined by

f(x) = x(π - x) on (0, π). Use its Fourier representation to find the
1 1 1 1
value of the infinite series 1-     ....
33 53 73 93

19) Let h be a given number in the interval (0, π). Find the Fourier
1 0x <a

2h  x
cosine series representation of f(x) =  0  x < 2h
 2h
0 2h  x < 

20) What is the Fourier sine series and Fourier cosine series of
f(x) = π/4 - x/2, where 0 < x < π.

21) Find the Fourier series of f(x) = |x| where −L < x < L.

22) The function f is defined by f(x) = ex for −L < x < L. Find its
Fourier series.

23) Let a be a given integer. The function f is defined by f(x) = sinax

for 0 < x < π. Find its Fourier cosine series.

224
24) Let f be a periodic function of period 2 π such that f(x) = π2 − x2

(1)n 1
for x  (- π, π). show that π2/12 =  n2 .
n 1

25) Find the Fourier series of f(x) = 3x for x  (- π, π), then deduce the
1 1 1
sum 1-    ....
3 5 7

26) Let f(x) be a function of period 2 π such that

 x, 0x
f(x) =  , sketch a graph of f(x) in the interval
 ,   x  
1 1 1 1 1 1
- 2π < x < 2π . Find sum of 1 -    .... & 1+ 2  2  2  ....
3 5 7 3 5 7

27) Find the Fourier series of f(x) = x/2 for x  (−π, π), then deduce
1 1 1
the sum 1-    ....
3 5 7

28) Let f(x) be a function of period 2 π such that

   x, 0 x
f(x) =  , Sketch a graph of f(x) in the interval
 ,   x  
1 1 1
-2 π < x < 2 π and find the sum of 1+    ....
32 52 72

29) Find the Fourier series of f(x) = x2 for x  (-π, π), then deduce the
1 1 1
sum 1+ 2  2  2  ....
2 3 4

30) Let the 2 π periodic function f (x) be specified on the interval

(-π, π) by f (x) = x2.

225
(a) Determine the coefficients {ck} and {dk} in the Fourier Series
 
expansion f(x) =  c cos kx   d k sin kx , then determine the
k 1 k k 1

1
value of  4.
k 1 k

-x
31) Determine the Fourier series to f(x) = e , g(x) = sin(3x/2),
h(x) = x sin(x), -π < x < π.

32) f(x) = e−4x for −2 < x< 2 with f(x + 4) = f(x).

 ,  t  0
33) f(t) =  , with f(t) = f(t + 2 π). Show how to
(t -  , 0t 



1
use this Fourier series to compute the sum  2
n 1 n
34) Expand in Fourier series
x 0  x < 

a) f(x) =    x <  , with f(x) = f(x + 2 π)
  x/2   x < 2


 sin(t / 2), 0t

b) f(x) =  , with f(t) = f(t + 2 π)
  sin(t / 2)   t  

226
Probability problems

(1) Find the expectation of the sum of points in tossing a pair of

fair dice.
(2) Find the expectation of a discrete random variable X whose
x
1
probability function is given by f (x )    , x  1,2,3,...
2
(3) A continuous random variable X has probability density given
2e 2x x 0
by f (x )  
0 otherwise
Find E ( X ), E ( X 2 )
(4) The joint density function of two random variables X and Y is
 xy / 96 0  x  4, 1  y  5
given by f ( x, y )  
0 otherwise
Find E (X ), E (Y ), E (X Y ), E (2X  3Y )
(5) Find (a) the variance and (b) the standard deviation of the sum
obtained in tossing a pair of fair dice.
(6) Find (a) the variance and (b) the standard deviation for a
continuous random variable X which has probability density
2e 2x x 0
given by f (x )  
0 otherwise
2
(7) Prove that the quantity E  X  a   is minimum when
 
a    E (X ) .
2 2
(8) Prove that E  X      E (X )   E (X )  .
 
(9) Prove that V ar  X Y  V ar  X  V ar Y  .

227
(10) If X and Y are two continuous random variables having joint
density function f(x, y) show that  XY  E ( XY )  E ( X ).E (Y ) .
(11) The joint probability function of two discrete random variables
X and Y is given by f (x , y )  c (2x  y ) where x and y can
assume all integers such that 0  x  2, 0  y  3 and
f (x , y )  0 otherwise. considering c=1/42 Find,
(a )E (X ), (b )E (Y ), (c ) E (X Y ), (d ) E (X *),
(e ) E (Y 2 ) , (f)V ar (X ), ( g ) V ar (Y ), (h ) Cov (X , Y ), (i ) 
(12) The joint probability function of two discrete random variables
X and Y is given by
c(2 x  y ) 2  x  6, 0  y  5
f ( x, y )   . Find,
0 otherwise

(a ) E ( X ), (b) E (Y ), (c) E ( XY ), (d ) E ( X 2 ),
(e) E (Y 2 ) , (f)Var ( X ), ( g ) Var (Y ), (h) Cov ( X , Y ), (i ) 

228
Benha University Final Term Exam
Faculty of Engineering- Shoubra Date: 12th of January 2012
Electrical Engineering Department Mathematics 3a
2nd Year electrical Communication Duration : 3 hours

 Answer all the following questions  No. of questions:4

 Total Mark: 80 Marks

1-a)Find Fourier series for the function f(x) =  sin x  -π  x  π, and


1
find  2
m  1 (2m -1) (2m +1)
2 .

1-b) Expand into complex Fourier series the periodic function f(x) =
,    x  0
 of period 2π (15 marks)
1, 0  x  
2-a) Find generating function for Legendre polynomial and show that:
2n  1 n
Pn+1 (x)  x Pn (x)  Pn-1 (x) , then find P2 (x), P3 (x) .
n +1 n -1
2-b) Write the reccurence relation for Bessel`s function and show that
n n
 x J n-1 (x) dx = x J n (x) + c , find J5/2 (x) (20 marks)
Probability and Statistics (Total scores :45marks)
3a-i) Susan goes to work by one of two routes A or B. The prob. of going by
route A is 30%. If she goes by route A, the prob. of being late is 5% and if she
goes by route B, the prob. of being late is 10%. Given Susan is late for shool,
find prob. that she went via route B. (5 marks)
3a-ii) Suppose that you have a bag filled with 50 marbles, 15 of which are green.
What is the prob. of choosing exactly 3 green marbles if a total of 10 marbles are
selected? (5 marks)
3b-i) Let the r.v. X be the distance in feet between bad records on a used computer
tape. Suppose that a reasonable probability model for X is given by the p.d.f.

229
 1 -x/40
f(x) = e , 0  x <  , find P(X > x) and then the median, also find m.g.f.
40
and then deduce mean, standard deviation, 3 , 3  . (10 marks)

3b-ii) Suppose that (X, Y) has probability density function f given by f(x, y) = (x
+ y) / 4 for 0 < x < y < 2

Find the probability density functions of X and of Y(Marginal of X and Y) ,

P[(X+Y) >1/2] and then determine if X and Y are independent. (10 marks)

4-a)A fair coin is tossed three times, X is the No of heads that come up on the first
2 tosses and Y is the No of heads that come up on tosses 2, 3. Construct the joint
distribution and find marginal of X and Y, also find expected value and variance
of X and Y (10 marks)

4-b) Suppose that if a car gets into an accident, the dollar amount of damage is
Gamma-distributed with alpha = 2 and Beta = 100. Evaluate the average loss (in
dollars) and the standard deviation of the loss (to the nearest dollar)?
(5 marks)

BOARD OF EXAMINERS Dr. Ibrahim Sakr & Dr. Khaled El Naggar

230
 Model Answer

Probability and Statistics

3a-i) P(A) = 0.3, P(B) = 0.7, P(L/A) = 0.05, P(L/B) = 0.1, P(B/L) =
[P(L/B)P(B)]/P(L), where L: is Late event, P(L) = P(L/A)P(A) + P(L/B)P(B) =
0.05(0.3) + 0.1(0.7) = 0.085, so P(B/L) = 0.1(0.7)/0.085 = 0.824

3a-ii) Let the r.v. is the number of green marbles, so that by using hypergeometric
distribution N = 50, k = 15, n = 10, therefore P(X = 3)= [ 50C3 ] [ 35 C7] / [50C10 ].

x
1 -x/40
3b-i) P(X > x) = 1 – P(X<x) = 1-  e dx = e-x/40 .To get the median a such
0
40
a
1 -x/40
that P(X< a) = 0.5, therefore  40 e dx  0.5 , thus 1- e-a/40  0.5  a = -40
0

  -(1-40t)x
1 1 1
ln(0.5) = 27.726, & m.g.f. =  e ( e-x/40 )dx   e
tx 40 dx    t) ,
0
40 0
40 1  40t
40 3200
thus 1  =  0) = = 40 = E(X) and  2  =  0) = =
(1  40t) 2 t=0 (1  40t)3 t=0
2 2 2
3200 = E(X ), hence var(X) = E(X ) – [E(X)] = 3200 – 1600 = 1600, so standard
384000
deviation = 40 and 3  =  0) = = 384000, but 3 = 3  -
(1  40t)3 t = 0
3 1   2  +2 1  , therefore 3 = 384000 -3 (40)(3200) + 2(40)3 = 128000.

2 2
(x + y) xy + y 2 / 2 3x 2
3b-ii) f1(x) =  dy   x +1 - and
x 2 2 x 4

y y
(x + y) xy + x 2 / 2 3y 2
f2(y) =  dx  
0 2 2 0 4

231
 1/ 2 y 2 y
x+y x+y
P[(X+Y)>1/2] = 
1/ 4
[ 
1/ 2  y
(
2
) dx] dy + 
1/ 2
[ (
0 2
) dx ]dy and since f1(x)

f2(y)  f(x, y) , thus they are not independent.

x=y
½

(1/4,1/4) x+y = ½
½

4-a)
Y
X 0 1 2 f1(x)
0 1/8 1/8 0 2/8
1 1/8 2/8 1/8 4/8
2 0 1/8 1/8 2/8
f2(y) 2/8 4/8 2/8 1

E(X) = 0(2/8) + 1(4/8) + 2(2/8) = 1, E(Y) = 0(2/8) + 1(4/8) + 2(2/8) = 1, E(X2) =

1(4/8) + 4(2/8) = 3/2 , E(Y2) =1(4/8) + 4(2/8) = 3/2, Var(X) = Var(Y) = 1/2

4b) Since E(X) = α / β = 2/100 = 0.02, Var(X) = α / β2, therefore standard

deviation = 2 /100

232
Benha University Final Term Exam
Faculty of Engineering- Shoubra Date: 16th of January 2012
Electrical Engineering Department Mathematics 3a
2nd Year electrical power Duration : 3 hours

 Answer all the following question  No. of questions:4

 Illustrate your answers with sketches when  Total Mark: 80 Marks
necessary.
 The exam. Consists of one page

1-a)Find Fourier series for the function f(x) = x, 0  x  π/2, period = 2π in even

1
cosine harmonic and find 
m  1 (2m -1)
4 .

1-b) Expand into complex Fourier series the periodic function f(x) =
,    x  0
 of period 2π (25 marks)
1, 0  x  

2) Solve the linear programming problem:

Max f = 2x + y + 4z, Subject to: x + y + 2z  20, 2x + 3y + 2z = 18, x + 2y +
2z  6, x,y,z  0 (20 marks)
Probability and Statistics
3-a) Suppose that there is a test for a certain disease. If a person with the disease
takes the test, then the test will come back positive 95% of the time (like most
medical tests it isn’t foolproof). On the other hand, the test will show that you are
positive 3.5% when you do not have the disease.
(i) Given that I test positive, what is the chance that I have the disease?
(ii) Given that someone in the sample tests negative, what is the probability that
(s)he really does not have the disease?

3-b) A coin is biased so that heads is twice the tails for three independent tosses of
the coin, find (i) The probability of getting at most two heads.

233
(ii) C.d.f. of the random variable X, and use it to find P(1 < X  3); P(X > 2).

(15 marks)
4-a) Let X and Y denote the amplitude of noise signals at two antennas. The
2 /2 2 /2
random vector (X, Y) has the joint pdf f ( x, y) = ax e-ax by e-by , x>0, y>0,
a>0, b>0 , find (i) P[ X>Y] (ii) Standard diviation of X
4b-i) Derive m.g.f. for gamma distribution, then deduce  r  , r = 0,1,2,3

4b-ii) Given a bag containing 3 black balls, 2 blue balls and 3 green balls, a
random sample of 2 balls is selected. Given that X is the number of black balls
and Y is the number of blue balls, find the joint probability distribution of X and
Y and Cov(X,Y). (20 marks)
Good luck BOARD OF EXAMINERS: Dr. Ibrahim Sakr & Dr.
Khaled El Naggar

Model answer

3a) Let disease: D, and doesn`t have disease:D` , P: positive , N: negative such
that P(D) = P(D`) = 0.5 and P(P/D) = 0.95, therefore P(N/D) = 0.05, P(P/D`) =
0.035, thus P(N/D`) = 0.965, so P(D/P) = [P(P/D)P(D)]/P(P) =
(0.95)(0.5)/[0.95(0.5) + 0.035(0.5)] and P(D`/N) = P(N/D`) P(D`)/P(N) =
0.965(0.5)/[0.05(0.5) +0.965(0.5)
3b-i) P(H) = 2 P(T), therefore P(H) = 2/3 = P, and P(H  2) =
2

 3 c x (2 / 3)x (1/ 3)3-x

x 0
1
ii)F(x=0) = 3
c (2 / 3)0 (1/ 3)3 , F(x = 1) =
0  3 c x (2 / 3)x (1/ 3)3-x ,
x 0
F(x =2) =
2

 3 c x (2 / 3)x (1/ 3)3-x ,

x 0

234
 3
F(x =3) =  3 c x (2 / 3)x (1/ 3)3-x ,
x 0
P(1 < X  3) = F(x=3) – F(x=1) =
3 1


x 0
3
c (2 / 3) x (1/ 3)3-x -
x  3 c x (2 / 3)x (1/ 3)3-x , P(X > 2) = F(x = 3) – F(x =2) =
x 0
3 2


x 0
3
c (2 / 3) x (1/ 3)3-x -
x  3 c x (2 / 3)x (1/ 3)3-x
x 0

4a-i) P(X>Y)
   
-ax 2 / 2 -by2 / 2 -ax 2 / 2 -by2 / 2 -ay2 / 2 2 /2
=   axe bye dx dy   -e bye dy  0 e bye-by dy
0 y 0 y
 
-(a+b)y2 / 2 b -(a+b)y2 / 2 b
= 0 bye dy  
a+b
e
0

a+b
, f1(x) =


2 /2 2 /2
 [axe bye-by
-ax
] dy ,
0
 
 xf (x) dx  x f (x) dx
2
E(X) = 1 and E(X ) = 2
1 , therefore Var(X) = E(X2) –
0 0
[E(X)]2

4b-i) The moment generating function can be expressed by

   -1 -x    -1 -( t)x

E(etx) =  e tx ( x e )dx =  x e dx
0   0

dy   
Put (  t)x = y  dx= , thus E(etx) =  y  -1 -y
e dy = ,
-t   t)  0   t)
3
d 
0  = 1, 1 = E(X) = α / β ,  2  = E(X2) and 3  = [ ]
3   t)
dt
t=0

4b-ii) B:Black, b: Blue, G: green

235
 X
0 1 2 f1(x)
Y
0 P(GG) = 0.1071 2P(BG) = 0.3214 P(BB) = 0.1071 0.5356
1 2P(bG) = 0.2143 2P(Bb) = 0.2143 0 0.4286
2 P(bb) = 0.0357 0 0 0.0 357
f1(x) 0.3571 0.5357 0.1071 1

E(Y) = 0(0.5356) + 1(0.4286) + 2(0.0357) = 0.5, E(X) = 0(0.3571) +

1(0.5357) + 2(0.1071) = 0.75, E(XY) = 1(0.2143) = 0.2143, therefore
Cov(X,Y) = E(XY) - E(X) E(Y) = -0.1607

Benha University Final Term Exam

Faculty of Engineering- Shoubra Date: 1st of January 2012
Electrical Engineering Department Mathematics 3a
2nd Year electrical power ‫ﻧﺨﻠﻔﺎت‬ Duration : 3 hours

 Answer all the following questions  No. of questions:4

 Total Mark: 80 Marks

1-a) A box contains 7 blue , 8 white and 9 red balls, two balls are drawn without
replacement. Let X is the number of blue balls and Y is the number of red balls,
Find joint probability function, Cov(x,y), P(X+Y=2). (12 marks)

1-b) Evaluate m.g.f. for the random variable of exponential distribution, then
deduce r , r = 0,1,2 (8 marks)

cxy 0<y<x<1
2-a) f(x,y) = . Find Cov(x,y) , P[(X+Y)<1/2]
0 otherwise
(12 marks)
2-b) A urn contains 30 red balls and 20 black balls, sample of 5 balls is selected at
random. Let X is the number of red balls, find P(X=3), E(X), Var(X).
(8 marks)

236
3-a) Expand in fourier series the following periodic functions:
 1
f(x) = x x , -1 < x < 1, f(x) = x2 , 0 < x < 2, then deduce 
n=1 4
n
(12 marks)
1  x 2 x 1
3-b) Find Fourier transform and Fourier integral f(x) = 
 0 x 1
(8 marks)

4-a) Solve the L.P,P.that maximize z = 2x-3y, s.t. x-2y < 3, 2x + y < 5, x,y > 0
using two different methods, and find the dual formula. (12 marks)
4-b) Solve the L.P.P . that minimize z = x-3y, s.t. x-2y > 3, 2x + y > 5, x,y > 0
using Simplex method. (8 marks)

BOARD OF EXAMINER Dr. Khaled El Naggar

Model answer
1-a)

X
0 1 2 f1(x)
Y
0 P(WW) = 0.1014 2P(BW) = 0.2029 P(BB) = 0.0761 0.3804
1 2P(RW) = 0.2609 2P(BR) = 0.2283 0 0.4892
2 P(RR) = 0.1304 0 0 0.1304
f1(x) 0.4927 0.4312 0.0761 1

P(X+Y=2) = f(1,1) + f(2,0) + f(0,2) = 0.2283 + 0.0761 + 0.1304 = 0.4348

E(Y) = 0(0.3804) + 1(0.4892) + 2(0.1304) = 0.75, E(X) = 0(0.4927) +

1(0.4312) + 2(0.0761) = 0.5834, E(XY) = 0(0.1014) + 0(0.2029) +
0(0.0761) + 0(0.2609) + 1(0.2283) + 2(0) + 0(0.1304) + 2(0) + 4(0) = 0.2283,
therefore Cov(X,Y) = E(XY) - E(X) E(Y) = -0.2093

237
1-b) The moment generating function of a exponential distribution is expressed by
  
E(etx) =  e tx ( e-x )dx =   e-( t)x dx  ,
0 0 (  t)
1 2
0  1, 1  E(X) = , 2  E(X 2 ) = 
 
2-a) First we have to get c, such that
1 1 1
y - y3
 
y=0 x=y
cxy dx dy = 1  
y=0
2
dy = 1  c  8

The marginal probabilities f1(x), f2(y) are expressed by:

x 1
x 1
f1(x) =  8xy dy  4xy 2
 4x
3
and f2(y) =  8xy dx  4yx 2  4(y - y3 )
0 y
0 y

1 1
4
E(X) =  xf1 (x) dx   4x dx = 4/5 , E(Y) =
0 0
1 1

0 yf 2 (y) dy   4y(y - y3 )dy = 8/15

0

1 1

  8x y
2 2
E(XY) = dx dy = 4/9 , Cov(X,Y) = E(XY) – E(X) E(Y) = 4/9 –
y=0 x=y
(4/5)(8/15) = 0.0177
1/ 4 x  1/ 2  y 1 1
1/ 2  y
   
2
P(X+Y < ½ ) = 8xy dx dy = 4x y dy = (1- 4y)y dy = 5 / 6
x y
y=0 x=y y=0 y=0

2-b) N = 50, k = 30, n = 5, therefore by using hypergeometric distribution

P(X=3) = [ 30 C3 ] [ 20 C2] / [50C5 ]

Nn k k 45 30 20
E(X) = n (k/N) = 5(30/50) and V(X) = ( )n( )(1- ) = 5 ( ) ( )( )
N -1 N N 49 50 50

238
3-a) The functions f(x) = xǀxǀ is even, therefore a 0 = a n = 0, T = 1, therefore
1
 2 nx
bn 

x sin(

0

) dx =

1 nx 1 nx 1 nx 1

[x 2 (- cos( )) - x(- 2 2 sin( )) + ( 3 3 cos( ))]
n  n   n   0


1 n 1 n 1 nx
= [(- cos( )) + ( 3 3 cos( ) - 3 3 )] , thus f(x) =
n  n   n  n=1
b n sin(

)= 


n=1
b n sin(nx)

This function is f(x) = x2 neither even nor odd, therefore

a0  nx nx
f(x) = +
2 n=1 
a n cos(

) + b n sin(

) , T=1

2 2 2
1 1 x3 8
a0 
1 
0
10 
f(x) dx =  (x 2 )dx = ( ) =
3 0 3

2
1 nx 1 nx 1 nx
10 
a n  (x 2 )cos(

) dx = [(x 2 )( sin (
n 
)) - (2x)(- 2 2 cos(
n  
))

2
1 nx 4
 2(- 3 3 sin ( ))] = 2 2
n  0 n 
2
1 nx -1 nx 1 nx
bn 
10 
(x 2 )sin(

) dx = [(x 2 )( cos (
n 
)) - (2x)(- 2 2 sin(
n  
))

2
1 nx -4
 2( 3 3 cos ( ))] =
n  0 n

3-b) Since this function is even, therefore there is only Fourier Cosine transform
 1 2
such that Fc ()  2 /   f (x) cosx dx  2 /   (1 x ) cosx dx
0 0

239
 sinx -cosx -sinx 1
 2 /  [(1  x 2 )( )  (2 x)( )  (2)( )]
  
  0

-2cos 2sin 4 sin  cos

 2 / [  ] [ ]
  2 

2
Therefore Fourier integral f(x) is expressed by f(x) =  Fc () cos x d
0

4-a) (0,5) x-2y=3

2x+y = 5

( 5/2 , 0)

zmax = 5 at (5/2,0)
Dual problem is Lmin = 3p + 5q s.t. p+2q >2, -2p+q > -3

4-b) We can solve it using dual problem such that L max= 3p + 5q , s.t. p + 2q < 1,
-2p + q < -3,
therefore 2p - q > 3 so that p+2q + s = 1, 2p – q – t + u = 3, where s is slack
variable, t is surblus and u is artificial such that w = u  w-3 = -2p + q + t

p q s t u Const.
s 1 2 1 0 0 1
u 2 -1 0 -1 1 3
-L 3 5 0 0 0 0
-w -2 1 0 1 0 -3

p q s t u Const.
p 1 2 1 0 0 1
u 0 -5 -2 -1 1 1
-L 0 -1 -3 0 0 -3
-w 0 5 2 1 0 -1
Since the row of w has only positive elements or zeros , therefore there is no
solution.

240
Benha University Final Term Exam
Faculty of Engineering- Shoubra Date: 5th of January 2013
Electrical Engineering Department Mathematics 3a
2nd Year electrical Communication Duration : 3 hours

 Answer all the following question  No. of questions:4

 Illustrate your answers with sketches when  Total Mark: 80 Marks
necessary.
 The exam. Consists of one page
1-a) Suppose there are 5 black, 10 white, and 15 red marbles in an urn. You reach
in and randomly select six marbles without replacement. What is the probability
that you pick exactly two red marbles? Find E(X) and var(X) (10marks)
1-b) Let X be a random variable with gamma distribution with alpha = 2, beta
=1/5. Find the probability P(X > 30), E(X) and Var(X) (10 marks)
2-a) A box contains 7 blue , 8 white and 9 red balls, two balls are drawn without
replacement. Let X is the number of blue balls and Y is the number of red balls,
Find joint probability function, Cov(x,y), P(X+Y=2). (10 marks)

cxy 0 < y < x < 1

2-b) f(x,y) = Find Cov(x,y) , P[(X+Y)<1/2] (10 marks)
0 otherwise
3-a) Expand in fourier series f(x) = sinx , 0 < x < 2  , then deduce
 1
 (12 marks)
n=1
(2n-1)(2n +1)
3-b) Expand into complex Fourier series the periodic function
,    x  0
f(x) =  of period 2π (8 marks)
1, 0  x  
1 0   
 
4-a) Solve the integral equation  f (x) sin(x) dx =  2 1     (10 marks)
0 
 2
4-b) f(x) = x, 0 < x < 1, expand in (i) cosine harmonic (ii)odd harmonic
(10marks)

BOARD OF EXAMINERS Dr. eng. Khaled El Naggar

241
 Model answer

1-a) n = 6, N = 30, k = 15, therefore P(X = 2) = [ 15 C2 ] [ 15 C4] / [30C6 ] and

Nn k k 36
E(X) = n (k/N) = 6(15/30) = 3, and V(X) = ( )n( )(1- ) =
N -1 N N 29

1  -x/5
1-b) P(X > 30) =  x e dx , put y = x-30, therefore
25 30

1  -(y+30)/5 e-6  -y/5 6e-6  -y/5

P(X > 30) =  (y + 30) e dy =  y e dy +  e dy
25 0 25 0 5 0

Put y/5 = z  dz = dy/5, therefore

 
P(X > 30) = e-6  z e-z dz + 6e-6  e-z dz = 7e -6
0 0

E(X) = α / β = 10, Var(X) = 50

2-a)
X
0 1 2 f1(x)
Y
0 P(WW) = 0.1014 2P(BW) = 0.2029 P(BB) = 0.0761 0.3804
1 2P(RW) = 0.2609 2P(BR) = 0.2283 0 0.4892
2 P(RR) = 0.1304 0 0 0.1304
f1(x) 0.4927 0.4312 0.0761 1

P(X+Y=2) = f(1,1) + f(2,0) + f(0,2) = 0.2283 + 0.0761 + 0.1304 = 0.4348

E(Y) = 0(0.3804) + 1(0.4892) + 2(0.1304) = 0.75, E(X) = 0(0.4927) +

1(0.4312) + 2(0.0761) = 0.5834, E(XY) = 0(0.1014) + 0(0.2029) +
0(0.0761) + 0(0.2609) + 1(0.2283) + 2(0) + 0(0.1304) + 2(0) + 4(0) = 0.2283,
therefore Cov(X,Y) = E(XY) - E(X) E(Y) = -0.2093

242
2-b) P First we have to get c, such that
1 1 1
y - y3
 
y=0 x=y
cxy dx dy = 1  
y=0
2
dy = 1  c  8

The marginal probabilities f1(x), f2(y) are expressed by:

x 1
x 1
f1(x) =  8xy dy  4xy 2  4x
3
and f2(y) =  8xy dx  4yx 2  4(y - y3 )
0 y
0 y

1 1 1 1
E(X) =  xf1 (x) dx   4x 4dx = 4/5 , E(Y) =  yf 2 (y) dy   4y(y - y3 )dy = 8/15
0 0 0 0

1 1

  8x y
2 2
E(XY) = dx dy = 4/9 , Cov(X,Y) = E(XY) – E(X) E(Y) = 4/9 –
y=0 x=y
(4/5)(8/15) = 0.0177

1/ 4 x  1/ 2  y 1 1
1/ 2  y
P(X+Y < ½ ) =  
y=0 x=y
8xy dx dy = 
y=0
4x 2 y
x y
dy = y=0 (1- 4y)y dy = 5 / 6
4 T/2
3-a) This function is even cosine harmonic, therefore a 0   f (x) dx =
 0

4 / 2 4
 sin(x) dx =
 0 

4 T/2 nx 4  /2 2
a 2n   f (x)cos( ) dx =  sin(x) cos(2nx) dx = - ,
 T  n  1)(2n  1)
0 0
b2n  0
a0  2 2  1
Thus sinx =  a 2n cos(2nx)      cos(2nx) , put x = 0,
2 n=1 n=1 (2n-1)(2n +1)

 1
therefore  1
n=1 (2n-1)(2n +1)

243
3-b) Since T =  , therefore
nx
1 T -i( )
1  -i(nx) i i
cn   f(x) e T dx   e dx = [e-i(n) - 1] = [cos(n) - 1]
2 2 2n 2n
T 0
-i 
Thus c2n-1  , therefore f(x) =  c2n-1 e-i(2n 1)x ,
n n=-

 1 0   

4-a) Fs ()  2 /   sinx dx  2 /  2 1     , therefore
0  2

f(x) =
2 2 1 2 2 1  cos  cos 2
F
 s (  ) sin  x d   [  sin  x d    2sin x d  [ ]
0  0 1  x

4b- i) we have to extend this function to be even such that:


2 2x 2 
a0 
0 
x dx = (
 0
) =1

2 nx sin(nx) cos(nx) 1 cos(n) -1
an 

x cos(


0
)dx = 2[x
n
+ 2 2 ]  2[ 2 2 ]
n  0 n 
a  nx 1  4
Therefore f(x) = 0 +  a n cos( )  +  2 2 cos(2nx) ,
2 n=1  2 n=1 n 

 
4b-ii) Thus f(x) =  a 2n-1 cos(2n -1)x +  b 2n-1 sin(2n -1)x
n=1 n=1

2
a 2n-1   x cos(2n  1)x dx
0

2 sin(2n 1)x  cos(2n 1)x  4

 (x( )( )) 
 (2n 1)
2 2 (2n  1) 
2 2

(2n 1)  0

244
 2
b 2n-1   x sin(2n  1)x dx


2  cos(2n 1)x  sin(2n 1)x  2

 (x( )( )) 
 (2n 1)
2 2
(2n 1)  0 (2n 1)
 4  cos n
Therefore f(x) =  b 2n-1 sin(2n -1)x    sin(2n -1)x
n=1  n=1 2
(2n 1)

Benha University Final Term Exam

Faculty of Engineering- Shoubra Date: January 2013
Electrical Engineering Department Mathematics 3a
2nd Year electrical power Duration : 3 hours

 Answer all the following question  No. of questions:4

 Illustrate your answers with sketches when  Total Mark: 80 Marks
necessary.
 The exam. Consists of one page

1a-i) Two fair dice are rolled, what is the probability that the first turns up six,
given that the sum is k, for each k from two through 12? (7 marks)
1a-ii) A coin is tossed 3 times , let E is the event that heads turn up on first toss, F
is the event that tails turn up the second toss. Are E & F independent events?
(5 marks)
1-b)When Justin is goal-keeper, Shaunie manages to score an average of once for
every 10 shots he takes. If Shaunie takes 12 shots, find the following probabilities:
He scores (a) exactly twice, (b) at most twice, (c) at least 3 times
(8 marks)
2-a) The joint density function of two random variables X and Y is given by

0
f (x, y)  xy/96, 0  x  4, 1  y  5 , find E(X), E(Y), E(XY) & Cov(X,Y)
otherwise
(10 marks)
o
2-b) A fair coin is tossed three times, X is the N of heads that come up on the
first 2 tosses and Y is the No of heads that come up on tosses 2, 3. Construct the
joint distribution and find marginal of X and Y, also find expected value and
variance of X and Y . (10 marks)

245
3-a) Expand in fourier series the following periodic functions:
i) f(x) = 10 – x , 5 < x < 15, ii) f(x) = cosx 0 < x < 2 (12 marks)

3-b) Find complex Fourier for f(x) = e-x , -2 < x < 2 (8 marks)
 1 0   

4-a) Solve the integral equation
0

f (x) sin(x) dx = 2

1   
 2
(10 marks)

4-b) Solve the follwing L.P,P.that maximize z = 2x-3y, s.t. x-2y<3, 2x + y< 5,
x,y>0 using two different methods, and find the dual formula. (10 marks)

BOARD OF EXAMINERS Dr. eng. Khaled El Naggar

Model answer
1a-i) A={ first turns up six }= { (6, 1), (6, 2), (6, 3), (6, 4), (6, 5), (6, 6)}

B = { the sum is k, for each k from two through 12}, therefore P(A/B) = 0 for
k =2,3,…,6.

At k = 7, B = { (1,6), (2,5), (3,4), (4,3), (5,2), (6,1)}, thus P(A/B) = 1/6

k = 8, B = { (2,6), (3,5), (4,4), (5,3), (6,2) }, thus P(A/B) = 1/5

k = 9, B = { (3,6), (4,5), (5,4), (6,3) }, thus P(A/B) = ¼

k = 10, B = { (4,6), (5,5), (6,4) }, thus P(A/B) = 1/3

k = 11, B = { (5,6), (6,5) }, thus P(A/B) = ½

k = 12, B = {(6,6)}, thus P(A/B) = 1

1a-ii) P(E) = ½ , P(F) = ½ , P(E  F) = 1/4 = P(E)P(F), therefore they are

independent
1-b) P(S) = 0.1, n = 12, X is the number of scores is the random variables and
q = 0.9.

246
Therefore P(scores exactly twice) = P(X=2) = 12 c 2 (0.1) 2 (0.9)10 and P(scores at
most twice) = P(X=0) + P(X=1) +P(X=2) =
12 0 12 12 1 11 12 2 10
c0 (0.1) (0.9) + c1 (0.1) (0.9) + c 2 (0.1) (0.9) and P(scores at least 3 times) =
12


x 3
12
c x (0.1) x (0.9)12 x

2-a) The marginal probabilities f1(x), f2(y) are expressed by:

5 5 4 4
xy xy 2 x xy x2y y
f1(x) =  96
dy 
192
 and f2(y) =
8  96
dx 
192
 , therefore they are
12
1 1 0 0
4 4 5 5
x2 x3 8 y2 y3 31
independent and E(X) =  8
dx   , E(Y) =
24 0 3  12
dx 
36
 , but
9
0 1 1

248 16 31 47
E(XY) = E(X)E(Y) = and E(2X + 3Y) = 2E(X) + 3E(Y) = + =
27 3 3 3

2-b)
Y
X 0 1 2 f1(x)
0 1/8 1/8 0 2/8
1 1/8 2/8 1/8 4/8
2 0 1/8 1/8 2/8
f2(y) 2/8 4/8 2/8 1
E(X) = 0(2/8) + 1(4/8) + 2(2/8) = 1, E(Y) = 0(2/8) + 1(4/8) + 2(2/8) = 1,
E(X2) = 1(4/8) + 4(2/8) = 3/2 , E(Y2) =1(4/8) + 4(2/8) = 3/2, Var(X) = Var(Y) =
1/2

3a-i) put X = x-10, then the function becomes f(X) = -X which is odd, -5 < X < 5,
thus a0 = an= 0

25
5
n 2 n 5 n 25 10
b n   -Xsin( )X dX = - [X(-cos( )X)  (-sin( )X) 2 2 ]  cos(n)
0 5  5 n 5 n  0 n
 10 cos(n) n
, therefore f(x) =  sin( )(x 10) .
n=1 5
n

247
 4 T/2
3a-ii) This function is even cosine harmonic, therefore a 0   f (x) dx =
 0

4 /2 4
 cos(x) dx =
 0 

4 T/2 nx 4 /2 4cos(n)

a 2n   f (x)cos( ) dx =  cos(x) cos(2nx) dx = ,
 0 T  0 n  1)(2n  1)
b2n  0

nx nx
1 T -i( )
T dx  1
2 -x -i( )
3-b) Since T = 2, therefore c n 
2T
 f(x) e 4
 e e 2 dx =

T 2
in
1 2
-(1+ )x
2
1 -(1+ in )x 2
 e dx   (e 2 )
4 2(2  in)
2
2

1 i
 (e(2+in)  e-(2+in) )  sin(2  in)
2(2  in) (2  in)
1
 (cos 2sinh n  i sin 2 cosh n
(2  in)


1 0   
2 2 
4-a) Since Fs 
0 
f (x) sin(x) dx =

2

1     , and Fourier
 2
integral is expressed by: f(x) =
 1 2
2 2 2 2
0
F sin(x) d  [ 0 sin(x) d  2 sin(x) d  =

 s   
1
2
[1  cos x - 2cos2x]
x

248
 y

4-b) (0,5)

2x+y = 5 x-2y=3

(0,0) x

(0,-3/2)

zmax = 5 at (5/2,0)
Dual problem is Lmin = 3p + 5q s.t. p+2q >2, -2p+q > -3

2nd Method

Maximize -z + 2x-3y = 0, x - 2y + p = 3, 2x + y + q = 5

x y p q Const.
p 1 -2 1 0 3
q 2 1 0 1 5
-z 2 -3 0 0 0

x y p q Const.
p 0 -5/2 1 -1/2 1/2
x 1 1/2 0 1/2 5/2
-z 0 -4 0 -1 -5

z = 5 at (5/2,0)

249
Benha University Final Term Exam
Faculty of Engineering- Shoubra Date:December 2012
Electrical Engineering Department Mathematics 3A EMP: 271
2nd Year electrical power ‫ﺗﺨﻠﻔﺎت‬ Duration : 3 hours

 Answer all the following question  No. of questions:4

 Illustrate your answers with sketches when  Total Mark: 80 Marks
necessary.

1-a) A box contains 7 blue , 8 white and 9 red balls, two balls are drawn without
replacement. Let X is the number of blue balls and Y is the number of red balls,
Find joint probability function, Cov(x,y), P(X+Y=2). (10 marks)
1-b) A coin is biased so that heads is twice the tails for three independent tosses of
the coin, find
(i) The probability of getting at most two heads.
(ii) C.d.f. of the r.v. X, and use it to find P(1< X  3); P(X > 2). (10 marks)
2-a) Let X and Y denote the amplitude of noise signals at two antennas. The
2 /2 -by 2 / 2
random vector (X, Y) has the joint pdf f ( x, y) = ax e-ax by e x > 0,
y > 0, a > 0, b > 0, find (i) P[ X >Y] (ii) Standard deviation of X. (10 marks)
2-b) Evaluate m.g.f. for the random variable of exponential and gamma
distributions, then deduce r , r = 0,1,2 (10 marks)

3-a) Expand in fourier series the following periodic functions:

i) f(x) = x x , -1 < x < 1, ii)f(x) = x2 , 0<x<2 (12 marks)

3-b) Find complex Fourier for f(x) = e-x , -2 < x < 2 (8 marks)
1  x 2 x 1
4-a) Find Fourier transform and Fourier integral f(x) = 
0 x 1
(10 marks)

4-b) Solve the L.P.P.that minimize z = x-3y, s.t. x-2y > 3, 2x+y > 5, x,y> 0 using
Simplex method. (10 marks)

BOARD OF EXAMINERS Dr. eng. Khaled El Naggar

250
 Model answer
1-a)

X
0 1 2 f1(x)
Y
0 P(WW) = 0.1014 2P(BW) = 0.2029 P(BB) = 0.0761 0.3804
1 2P(RW) = 0.2609 2P(BR) = 0.2283 0 0.4892
2 P(RR) = 0.1304 0 0 0.1304
f1(x) 0.4927 0.4312 0.0761 1

P(X+Y=2) = f(1,1) + f(2,0) + f(0,2) = 0.2283 + 0.0761 + 0.1304 = 0.4348

E(Y) = 0(0.3804) + 1(0.4892) + 2(0.1304) = 0.75, E(X) = 0(0.4927) +

1(0.4312) + 2(0.0761) = 0.5834, E(XY) = 0(0.1014) + 0(0.2029) +
0(0.0761) + 0(0.2609) + 1(0.2283) + 2(0) + 0(0.1304) + 2(0) + 4(0) = 0.2283,
therefore Cov(X,Y) = E(XY) - E(X) E(Y) = -0.2093

1-b) P(H) = 2 P(T), therefore P(H) = 2/3 = P, and P(H  2) =

2

 3 c x (2 / 3)x (1/ 3)3-x

x 0
1
ii)F(x=0) = 3
c (2 / 3)0 (1/ 3)3 , F(x = 1) =
0  3 c x (2 / 3)x (1/ 3)3-x ,
x 0
F(x =2) =
2

 3 c x (2 / 3)x (1/ 3)3-x ,

x 0
3
F(x =3) =  3 c x (2 / 3)x (1/ 3)3-x ,
x 0
P(1 < X  3) = F(x=3) – F(x=1) =
3 1


x 0
3
c (2 / 3) x (1/ 3)3-x -
x  3 c x (2 / 3)x (1/ 3)3-x , P(X > 2) = F(x = 3) – F(x =2) =
x 0
3 2


x 0
3
c (2 / 3) x (1/ 3)3-x -
x  3 c x (2 / 3)x (1/ 3)3-x
x 0

251
2-a) P(X > Y)
   
2 2 /2 2 /2 2 /2 -ay2 /2 2 /2
=   axe-ax /2 bye-by dx dy   -e-ax bye-by dy  0 e bye-by dy
0 y 0 y
 
-(a+b)y2 / 2 b -(a+b)y2 / 2 b
= 0 bye dy  
a+b
e
0

a+b
, f1(x) =

 
-ax 2 /2 -by2 /2
 [axe bye ] dy , E(X) =  xf (x) dx1 and E(X2) =
0 0

 x f (x) dx , therefore Var(X) = E(X2) – [E(X)]2
2
1
0
2-b) The moment generating function of a exponential distribution is expressed by
  
tx - x -(  t)x
E(etx) =  e ( e )dx =   e dx  ,
0 0 (  t)
1 2
0  1, 1  E(X) = , 2  E(X 2 ) = 
 

The moment generating function of gamma distribution can be expressed by

tx  -1 -x

tx   -1 -( t)x
E(e ) =  e ( x e )dx =  x e dx
0   0

dy   
Put (  t)x = y  dx= tx
, thus E(e ) = -1 -y
 y e dy =
-t   t)  0   t)

3-a) The functions f(x) = xǀxǀ is even, therefore a 0 = a n = 0, T = 1, therefore

1
 2 nx
bn 

x sin(

0
) dx =

1 nx 1 nx 1 nx 1

[x 2 (- cos( )) - x(- 2 2 sin( )) + ( 3 3 cos( ))]
n  n   n   0

252
 
1 n 1 n 1 nx
= [(-
n
cos( )) + ( 3 3 cos( ) - 3 3 )] , thus f(x) =
 n   n  n=1
b n sin(

)= 


n=1
b n sin(nx)

This function is f(x) = x2 neither even nor odd, therefore

a0  nx nx
f(x) = +
2 n=1
a n cos(
 ) + b n sin(

) , T=1

2 2 2
1 1 x3 8
a0 
1 
f(x) dx =  (x 2 )dx = ( ) =
0
10 3 0 3 
2
1 nx 1 nx 1 nx
10 
a n  (x 2 )cos(

) dx = [(x 2 )( sin (
n 
)) - (2x)(- 2 2 cos(
n  
))

2
1 nx 4
 2(- 3 3 sin ( ))] = 2 2
n  0 n 
2
1 nx -1 nx 1 nx
10 
b n  (x 2 )sin(

) dx = [(x 2 )( cos (
n 
)) - (2x)(- 2 2 sin(
n  
))

2
1 nx -4
 2( 3 3 cos ( ))] =
n  0 n
nx nx
1 T -i( )
1 2 -x -i( )
3-b) Since T = 2, therefore c n   f(x) e T dx   e e 2 dx
2T T 4 2
in
-(1+ )x
1 2 1 -(1+
in
)x 2
= e 2
dx   (e 2 )
4 2 2(2  in)
2

1 i
 (e(2+in)  e-(2+in) )  sin(2  in)
2(2  in) (2  in)
1
 (cos 2sinh n  i sin 2 cosh n
(2  in)

253
4-a) Since this function is even, therefore there is only Fourier Cosine transform
 1 2
such that Fc ()  2 /   f (x) cosx dx  2 /   (1 x ) cosx dx
0 0

sinx -cosx -sinx 1

 2 /  [(1  x 2 )( )  (2 x)( )  (2)( )]
  
0

-2cos 2sin 4 sin  cos

 2 / [  ] [ ]
 
  2 

2
Therefore Fourier integral f(x) is expressed by f(x) =  Fc () cos x d
0

4-b) We can solve it using dual problem such that L max= 3p + 5q , s.t. p + 2q < 1,
-2p + q < -3,
therefore 2p - q > 3 so that p+2q + s = 1, 2p – q – t + u = 3, where s is slack
variable, t is surblus and u is artificial such that w = u  w-3 = -2p + q + t

p q s t u Const.
s 1 2 1 0 0 1
u 2 -1 0 -1 1 3
-L 3 5 0 0 0 0
-w -2 1 0 1 0 -3

p q s t u Const.
p 1 2 1 0 0 1
u 0 -5 -2 -1 1 1
-L 0 -1 -3 0 0 -3
-w 0 5 2 1 0 -1

Since the row of w has only positive elements or zeros , therefore there is no
solution

254