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    Practice Problem Set 1

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    abhay kumar
    This document contains 15 practice problems related to statistical signal processing. The problems cover topics such as: 1) Finding the conditional CDF of a random variable X given an event C. 2) Computing probabilities for a binary erasure channel. 3) Finding the CDF, independence, and expectations of transformed random variables. 4) Computing expectations and variances of sums of i.i.d. random variables. 5) Finding conditional distributions, expectations, and variances given an event. 6) Testing for independence and lack of correlation between transformed random variables. 7) Generating a standard Gaussian from a non-standard Gaussian. 8) Computing a probability involving a Gaussian random variable in terms of

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    Practice Problem Set 1

    Uploaded by

    abhay kumar
    13 views1 page
    This document contains 15 practice problems related to statistical signal processing. The problems cover topics such as: 1) Finding the conditional CDF of a random variable X given an event C. 2) Computing probabilities for a binary erasure channel. 3) Finding the CDF, independence, and expectations of transformed random variables. 4) Computing expectations and variances of sums of i.i.d. random variables. 5) Finding conditional distributions, expectations, and variances given an event. 6) Testing for independence and lack of correlation between transformed random variables. 7) Generating a standard Gaussian from a non-standard Gaussian. 8) Computing a probability involving a Gaussian random variable in terms of

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    This document contains 15 practice problems related to statistical signal processing. The problems cover topics such as: 1) Finding the conditional CDF of a random variable X given an event C. 2) Computing probabilities for a binary erasure channel. 3) Finding the CDF, independence, and expectations of transformed random variables. 4) Computing expectations and variances of sums of i.i.d. random variables. 5) Finding conditional distributions, expectations, and variances given an event. 6) Testing for independence and lack of correlation between transformed random variables. 7) Generating a standard Gaussian from a non-standard Gaussian. 8) Computing a probability involving a Gaussian random variable in terms of

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    13 views1 page

    Practice Problem Set 1

    Uploaded by

    abhay kumar
    This document contains 15 practice problems related to statistical signal processing. The problems cover topics such as: 1) Finding the conditional CDF of a random variable X given an event C. 2) Computing probabilities for a binary erasure channel. 3) Finding the CDF, independence, and expectations of transformed random variables. 4) Computing expectations and variances of sums of i.i.d. random variables. 5) Finding conditional distributions, expectations, and variances given an event. 6) Testing for independence and lack of correlation between transformed random variables. 7) Generating a standard Gaussian from a non-standard Gaussian. 8) Computing a probability involving a Gaussian random variable in terms of

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    © All Rights Reserved
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    of 1

    EE513L: Statistical Signal Processing (Jan-May 2023)

    Practice Problem Set 1

    1. Let X be a random variable with cumulative distribution function as:


    (
    1 − e−x , x ≥ 0
    FX (x) =
    0 otherwise.

    Let C = {0.5 ≤ X ≤ 1} be an event. Find and draw the CDF of X conditioned on C.


    2. Consider a binary erasure channel (BEC) in which bit ′ 0′ is transmitted with probability r and the
    bit error probability is p. Find the probability that bit ′ 0′ was transmitted when bit ′ 0′ is received.
    3. Consider a random variable X ∼ Unif[−1, 1] and another random variable
    (
    −X if X ≤ 0
    Y =
    X if X > 0.

    Find the CDF of Y. Are X are Y independent? Are they uncorrelated? Find E(X), E(Y ), E(XY ).
    PN
    4. Let X1 , . . . , XN be i.i.d. random variables with mean µ and variance σ 2 . Let SN = i=1 Xi .
    (a) Find E(SN ), var(SN ) when N is a constant.
    (b) Find E(SN ), var(SN ) when N is a random variable.
    5. Let X ∼ Exp(2). Find the conditional PDF and CDF of X given X > 1. Also find E(X|X > 1)
    and var(X|X > 1).
    6. Let X ∼ U nif [−1, 1] and Y = X 2 . Are the random variables X and Y independent? Are they
    uncorrelated?
    7. You have a system which generates random numbers which are normally distributed with mean 2
    and variance 4. Can you generate a standard Gaussian random variable using this system?
    8. Let X ∼ N (5, 4). Find P(X 2 − 2X > 15) in terms of the Q function.
    9. Find the joint Gaussian density of a Gaussian vector X = [X1 X2 ]T when X1 ∼ N (1, 2),
    X2 ∼ N (2, 1) and cov(X1 , X2 ) = −1. Find the conditional PDF of X1 given X2 . Find E(X1 |X2 )
    and var(X1 |X2 ).
    10. Prove that uncorrelated jointly Gaussian random variables are independent.
    11. If X is a n dimensional Gaussian vector with mean µ and covariance matrix C then find the
    distribution of Y = AX + b where A, b are constants of appropriate dimensions.
    12. Let
     W be a two dimensional standard Gaussian random vector and X = AW where A =
    cos(θ) − sin(θ)
    . Here θ is some angle between [0, 2π]. Find the density of X.
    sin(θ) cos(θ)
    13. Will your answer in earlier part change if W is a Gaussian random vector with
       
    1 3 2
    µ= C= .
    1 2 5
     
    1 −2
    14. What is the distribution of X in Q 11 if A = √ ?
    2 −1
    15. Let X = [X1 X2 ]T ∼ N (µ, C). Find the distribution of X1 conditioned on X2 . Find E(X1 |X2 )
    and var(X1 |X2 ).

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