ECE 313 Problem Set #10: Probability and Random Processes, Assignments of Statistics

A problem set for ece 313: probability and random processes at the university of illinois, spring 1999. The problem set includes various problems on probability theory, random variables, and random processes. Students are expected to solve problems related to gaussian random variables, quantization error, uniform distribution, and hazard rate.

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University Problem Set #10 ECE 313
of Illinois Page 1 of 3 Spring 1999
Assigned: Wednesday, March 31, 1999
Due: Friday, April 9, 1999
Reading: Ross, Chapter 5, and Appendix of my Lecture Notes for ECE 313
Reminders: There is no class on Wednesday April 7 (time given off in lieu of the upcoming
evening Hour Exam: Wednesday April 14, 7:00 pm — 8:00 pm in 269 EL)
Noncredit Exercises: Ross, pp. 173-184: 17-19, 40-43, 49-56 70, 73; pp. 184-188: 5, 25-28;
pp. 232-237: 30, 31, 35-39; pp. 237-241: 14, 28, 29.
Problems:
1. A signal X is modeled as a unit Gaussian random variable. For some applications,
however, only the quantized value Y (where Y = α if X > 0 and Y = –α if X 0) is used.
Note that Y is a discrete random variable.
(a) What is the pmf of Y?
(b) Suppose that α = 1. If the signal X happens to have value 1.29, what is the error made in
representing X by Y? What is the squared-error? Repeat for the case when X happens to
have value π/4 and when X happens to have value –π/4.
(c) We wish to design the quantizer so as to minimize the squared-error. However, since X
(and Y) are random, we can only minimize the squared-error in the probabilistic (that is,
average) sense. Now, part (b) shows that the squared-error depends on the value of X,
and can be expressed as Z = (XY)2 = g(X) =
(Xα)2if X > 0
(X + α)2if X 0.
So we want to choose α so that E[Z] is as small as possible. Use LOTUS to easily find
E[Z] as a function of α, and then find the value of α that minimizes E[Z].
(d) We now get more ambitious and use a 3-bit A/D converter which first quantizes X to the
nearest integer W in the range –3 to +3. Thus, W = 3 if X 2.5, W = 2 if 1.5 X < 2.5,
etc. Note that W is a discrete random variable. Find the pmf of W.
(e) The output of the A/D converter is a 3-bit 2's complement representation of W. Suppose
that the output is (Z2, Z1, Z0). What is the pmf of Z2? of Z1? of Z0?
(f) Noncredit exercise (but a real-life engineering problem!): Suppose that W takes on
values –3α, –2α, –α, 0, +α, +2α, +3α and quantization is as before: X is mapped to the
nearest W value. What value of α minimizes E[(XW)2]?
2. [Read Example 3d on pp. 203-204 first.] Let the (straight) line segment ACB be a
diameter of a circle of unit radius and center C. Consider an arc AD of the circle where
the length X of the arc (measured clockwise around the circle) is a random variable
uniformly distributed on [0,2π). Now consider the “random chord” AD.
(a) Find the probability that the length L of the random chord is greater than the side of the
equilateral triangle inscribed in the circle.
(b) Express L as a function of the random variable X, and find the probability density
function for L.
3. X is a continuous random variable with pdf fX(u) = 0.5 exp (– |u|), – < u < .
(a) What is the value of P{X ln 2}?
(b) Find the conditional probability that P{|X| ln 2} given that {X ln 2}.
(c) Now suppose that X denotes the voltage applied to a semiconductor diode, and that the
current Y is given by Y = eX – 1. Find the pdf of Y.
4. Raw scores on the SAT (and GRE) are transformed by a nonlinear function so that the
minimum score is 200 and the maximum is 800. The histogram of scores resembles a
Gaussian pdf with mean 500 and variance ß2 = 1002, that is, the score X of a student
pf3

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of Illinois Page 1 of 3 Spring 1999

Assigned: Wednesday, March 31, 1999 Due: Friday , April 9, 1999 Reading: Ross, Chapter 5, and Appendix of my Lecture Notes for ECE 313 Reminders: There is no class on Wednesday April 7 (time given off in lieu of the upcoming evening Hour Exam: Wednesday April 14, 7:00 pm — 8:00 pm in 269 EL) Noncredit Exercises: Ross, pp. 173-184: 17-19, 40-43, 49-56 70, 73; pp. 184-188: 5, 25-28; pp. 232-237: 30, 31, 35-39; pp. 237-241: 14, 28, 29. Problems:

1. A signal X is modeled as a unit Gaussian random variable. For some applications,

however, only the quantized value Y (where Y = α if X > 0 and Y = –α if X ≤ 0) is used. Note that Y is a discrete random variable. (a) What is the pmf of Y?

(b) Suppose that α = 1. If the signal X happens to have value 1.29, what is the error made in representing X by Y? What is the squared-error? Repeat for the case when X happens to have value π/4 and when X happens to have value –π/4. (c) We wish to design the quantizer so as to minimize the squared-error. However, since X (and Y ) are random, we can only minimize the squared-error in the probabilistic (that is, average) sense. Now, part (b) shows that the squared-error depends on the value of X ,

and can be expressed as Z = ( XY )^2 = g( X ) = 

( X – α)^2 if X > 0 ( X + α)^2 if X ≤ 0. So we want to choose α so that E[ Z ] is as small as possible. Use LOTUS to easily find E[ Z ] as a function of α, and then find the value of α that minimizes E[ Z ]. (d) We now get more ambitious and use a 3-bit A/D converter which first quantizes X to the

nearest integer W in the range –3 to +3. Thus, W = 3 if X ≥ 2.5, W = 2 if 1.5 ≤ X < 2.5, etc. Note that W is a discrete random variable. Find the pmf of W. (e) The output of the A/D converter is a 3-bit 2's complement representation of W. Suppose that the output is ( Z 2, Z 1, Z 0). What is the pmf of Z 2? of Z 1? of Z 0?

(f) Noncredit exercise (but a real-life engineering problem!): Suppose that W takes on

values –3α, –2α, –α, 0, +α, +2α, +3α and quantization is as before: X is mapped to the nearest W value. What value of α minimizes E[( XW )^2 ]?

2. [Read Example 3d on pp. 203-204 first.] Let the (straight) line segment ACB be a diameter of a circle of unit radius and center C. Consider an arc AD of the circle where the length X of the arc (measured clockwise around the circle) is a random variable uniformly distributed on [0,2π). Now consider the “random chord” AD. (a) Find the probability that the length L of the random chord is greater than the side of the equilateral triangle inscribed in the circle. (b) Express L as a function of the random variable X , and find the probability density function for L.

3. X is a continuous random variable with pdf f X (u) = 0.5 exp (– |u|), – ∞ < u < ∞.

(a) What is the value of P{ X ≤ ln 2}?

(b) Find the conditional probability that P{| X | ≤ ln 2} given that { X ≤ ln 2}.

(c) Now suppose that X denotes the voltage applied to a semiconductor diode, and that the

current Y is given by Y = e X^ – 1. Find the pdf of Y.

4. Raw scores on the SAT (and GRE) are transformed by a nonlinear function so that the minimum score is 200 and the maximum is 800. The histogram of scores resembles a Gaussian pdf with mean 500 and variance ß^2 = 100^2 , that is, the score X of a student

of Illinois Page 2 of 3 Spring 1999

chosen at random can be modeled as a Gaussian random variable with mean 500 and variance ß^2 = 100^2. According to this model, (a) what should your percentile rank be if your score is 700? (b) what score corresponds to a percentile rank of 95%? (c) What fraction of students score between 300 and 550?

5. Let Q(x) = ⌡

x

(√ 2 π)–1exp 

  • u

2 2 du = 1 – Φ(x) where Φ(x) denotes the CDF of a unit

Gaussian random variable.

(a) Some tables list the values of Q(x) (instead of Φ(x)) for large values of x. Why might the

tabulator have chosen to specify Q(x) instead of Φ(x)? Explain briefly. On page 211 (p. 218 in 4th edition), Ross gives an upper and a lower bound on Q(x) (Eq. (4.4)). The rest of this problem leads you through a derivation of Eq. (4.4) that does not use the “obvious inequality” invoked by Ross in his proof, and it also looks at another, simpler bound.

(b) What is the derivative of exp(–u^2 /2) with respect to u?

(c) Write the integrand for Q(x) as (√ 2 π)–1u–1(uexp(–u^2 /2)) and integrate by parts to deduce the upper bound on Q(x). Repeat the trick of re–writing and integrating by parts to deduce the lower bound on Q(x). Are these bounds useful as x → 0? Why or why not? What is the asymptotic value of the ratio of the bounds as x → ∞?

(d) A useful bound when x is small is Q(x) ≤ (1/2)exp(–x^2 /2) for x ≥ 0 in which equality

holds only at x = 0. Derive this bound by first showing that t^2 – x^2 > (t – x)^2 for t > x > 0

and then applying this result to exp(x^2 /2)Q(x) = ⌡

x

(√ 2 π)–1exp 

t  (^2) – x 2 2 dt

(e) For what values of x is this smaller than the upper bound of Eq.(4.4)?

6. Do either part (a) or part (b). Then do parts (c)–(e). (a) Attach to your homework a photocopy of your calculator’s manual page(s) that explains which formula your calculator computes Q(x). Reading the page might help too! Note: I do not want to know which buttons you have to press in order to find Q(x); I want to know what formula your calculator uses internally to find Q(x). The xerographically–challenged are permitted to just copy the relevant formulas to their homework. NEXT: press the appropriate buttons to find Q(5). If your calculator cannot compute Q(x), or if the manual does not state what formula is used to calculate Q(x) but just tells you which buttons to press, or if you have lost the manual, do part (b) instead. (b) Read Chapter 26.2 of Abramowitz and Stegun ( reference book (not a reserve book) in Grainger Engineering Library), and use Equation 26.2.17 to calculate Q(5). (c) The number found in part (a) or (b) is just an approximation to the value of Q(5). Use the maximum error specification to find the range in which the actual value of Q(5) must necessarily lie. What is the maximum relative error in the approximation to Q(5) that

you found in part (a) or (b)? Note: the relative error is defined as

|true value–computed value|

true value expressed as a percentage. (d) On p. 972, Abramowitz and Stegun give the value of –log 10 Q(5). Blindly trust your calculator to do the exponentiation correctly and find the actual relative error in the approximation to Q(5) that you found in part (a) or (b). What would the actual relative