EECS 126 Midterm 2 Solutions: Probability and Statistics, Exams of Probability and Statistics

Solutions for the midterm 2 exam of eecs 126 - probability and statistics, university of california, spring 1998. It includes questions on joint probability distributions, independence, mean square error, communication channels, and random variables.

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2012/2013

Uploaded on 03/22/2013

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Name: _________________________ Student ID No: ______________
UNIVERSITY OF CALIFORNIA
College of Engineering
Department of Electrical Engineering and
Computer Sciences
Professor Zeitouni Spring 1998
EECS 126 — MIDTERM #2
April 9, 1998, Thursday, 6-8 p.m.
Please set the outline of your solution before carrying out any detailed computations.
[45 pts.] 1.
Given the joint pdf of the random vector
Find:
a)
the value of .
b)
c)
. Are independent?
d)
the MMSE estimator of given . Compute the resulting mean square error.
Compute:
e)
.
f)
.
X1X2
,( )
fX1X2
,x1x2
,( ) k x1
2x2
2
+( ) 0x110x21 ,
0 otherwise
=
k
FXx( ) FYy( ) fXx( ) fYy( ),,,
fX1X2x1x2
( )
X1X2
,( )
X1
X2
P X1X2
1 3( )
pf3

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Name: _________________________ Student ID No: ______________

UNIVERSITY OF CALIFORNIA College of Engineering Department of Electrical Engineering and Computer Sciences

Professor Zeitouni Spring 1998

EECS 126 — MIDTERM

April 9, 1998, Thursday, 6-8 p.m.

+ Please set the outline of your solution before carrying out any detailed computations.

[45 pts.] 1. Given the joint pdf of the random vector

Find:

a) the value of.

b)

c). Are independent?

d) the MMSE estimator of given. Compute the resulting mean square error.

Compute:

e).

f).

( X 1 , X 2 )

f (^) X 1 ,^ X 2

( x 1 , x 2 ) k x ( 12 + x 22 ) 0 ≤ x 1 ≤ 1 , 0 ≤ x 2 ≤ 1

0 otherwise 

k

FX ( x ) , FY ( y ) , f (^) X ( x ) , f (^) Y ( y )

f (^) X 1 X 2

( x 1 x 2 ) ( X 1 , X 2 )

X 1 X 2

P ( X 1 – X 2 ≥ 1 ⁄ 3 )

P X ( 1 = X 2 )

[20 pts.] 2. A communication channel is defined as follows:

The transmission of the string ‘000’ means message A was transmitted; the transmission of the string ‘111’ means message B was transmitted. Messages A and B are equally likely to be transmitted. The receiver observes the 3 output bits corresponding to the (corrupted output) from the message transmitted.

a) Find.

b) Define the decision rule: decide message A was transmitted if in the output the majority of bits were 0, otherwise decide message B.

Compute.

Channel

input output

P ( output bit ≠input bit) = 0.

P (output string ≠input string)

P ( error)