Problem Set 4
ECE534 Spring 2006
Each problem is worth 10 points Due: Mar. 15
Reading Assignment: Chapter 4 of Hajek. Please go through the solutions to the even
numbered problems in the book.
Problems 4.1, 4.3, 4.7, 4.11, 4.13, 4.15, 4.18, 4.20, 4.23, 4.24 from Hajek.
•Hint for Problem 4.11: Here are the answers: (a) False, (b) True, (c) False, (d) True, (e)
False, (f) False, (g) False, (h) False. If the answer is True, give a justification. If not, give a
simple counter example.
•Hint for Problem 4.15 (d): Argue that Zis a Gaussian process. Then, show that it has the
same autocorrelation function as W.