EE601 Statistical Signal Analysis

Z
Quiz
I time
II Let X be a random variable with distribution Fal
and Y a Xt b where a b f Re Find F C
15Marks1
10.21 Let X be a random variable with distribution Fx
and y x txt i Find FY
Kmart
37 Let
10 the probability of a personhaving life span less
than se years is 1 e 760 for se20 and o otherwise
Given that the person is a years old find the
a b 20
probability that he will d ve for another b years
15Marks1
IQI Consider a collection A of subsets of Ke as defined
below
A A either A or Ac is countable
Cal show that if A Az E A then A VALE A
consider all possible ease for A Az

b show that if An f A then II Ane A

e show that A is a field o is a countable set
d show that A is the smallest o field containing
singletons i e containing collection 93 3 NER
e show that AE B where B is the Borel
g field strict set
gynarfat
 IT
Y ax

Fyly b

PlY1yl
PCaXEy b
PCaxtbzy
Three cases arise
a
Een F ly PCO Ey b

1 it ye b
o o w

a so
Then Fy y P X1 T bla

Fx II
a co
Them Fy y P x 2 1

P x Ia or x TE
P x YE Pex Ia fogoditivity

P x E 1 Fx dat
x X X

10.21 Y XE x
Fy ly PLYEy
P XE x y to
consider a
polynomial g se sense y
The roots of the polymial are

IT 2 25
Two cases arise
1 6920 Kaye O
y I ke ye ut
 In case real roots
and
Ifes IEFyerist
Now lets understand how fr g behaves foe

gcse se sexy
g se 22141

Note that geese co for se c t Ifn strictly decreasing

o for se s t Ifn strictly increamy
o for a 0 Global minimal
A behavior
Thus the gem has following graphs
of y

t
No real roots so th
never crosses 0

Thus For y z tu
Fy ly P XF Ir 23

Fx 2 F G P x o

for y z
tu Fy ly 0
x x x

10.31 Let X denotethe lifespan of the person Then

Fx se I é for se so
I o o w

we need to find
P x atb x a PCEf5g
 FEET TEETH
éÉ
o
e

X X x X

Cal If Az E A A V Az GA
IOI A then

Three cases to be considered

i both A and Az are countable
Clearly A V Az is countable
A Vaz f A
ii both A and Az have countable complement
i e Af and Al are countable
Note that CA VA Ain As
intersection of countable sets is countable

A N Az is countable by def AA
A V Az E A
Iii One set is countable and other has
countable complement
Wal g A 4 Af
o are countable
Note that CA VA 2 Af n As
Af is countable and Al nai e Al
Al naiis also countable CANAD is
countable A V Az EA by def
 b An Az EA then
at An f A
Three cases arise
it All An's are countable
Them An is a countable union of
countable sets e it is countable

Éanet
i All Ants are s t Af is countable

Then
IA ITAIin section of countableset
If Acn is countable

É An f A by def

Ciii At least one An is s t AS is countable

Divide An into two sub sequences

and An such that

Ani
Ani is countable for every i
Aaj
is s t Af is countable for every j

by 47 U Ani A E A
by Cin Yang A EA
Now
É An A UA f A by part
Show that A is a o field
lil 2 p is countable R E f
Gil If A EA then Alf A by def of A
iii countable union EA by part
 Let S x r f Re and o s be the
smallest 8 field containing s We need to
show of A
Note that se is a countable set free Re
S E A
A is a o field OCS EA
Now every countable set is a countable
since
union of singletons every countable set
must belong to 8127 Moreover since
every countable AE as Al C 0157 as
s is a o field
A E ocs
A 01s

A EB
Note that a E B F RE Re
o s EB
Now consider an interval C o x

note that l o se se to

Bothof these sets are not countable

Coins A
Hence A is a strict subset of p
X X X x