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Homework 5

1. A random variable X has probability density function given by


(

c 1 ax , 0 x < a
fX (x) =
0,
otherwise,
where a is a parameter of the distribution, and for each value of a a, c is a constant value that
must be determined as a function of the parameter a.
(a) Find the value of c as a function of a.
(b) Find the distribution function for X.

(c) Find the probability P a3 < X 2a
3 .
A simple sound detector monitors for the presence of vehicular noise. The output of the
detector can be modeled using the density given above, where the parameter of the density
is a = 1 if no vehicle is present and a = 2 if a vehicle is present.
(d) Let p0 denote the probability that no vehicle is present. Find the MAP decision rule
for the presence of a vehicle as a function of p0 . Draw figures to illustrate the MAP
decisions for the different cases that arise.
(e) For the case of equal a priori probabilities, the MAP decision rule is to decide that
no vehicle is present if X < 2/3 and a vehicle is present otherwise. Determine the
probability of error for the MAP decision in this case.
2. Do problem 3.88 from Leon-Garcia:
The fraction of defective items in a production line is p. Each item is tested and defective
items are identified correctly with probability a.
(a) Assume nondefective items always pass the test. What is the probability that k items
are tested until a defective item is identified?
(b) Suppose that the identified defective items are removed. What proportion of the remaining
items is defective?
(c) Now suppose that the nondefective items are identified as defective with probability b.
Repeat part (b).
3. A radar system detects a signal in the presence of Gaussian noise. The received signal is
converted to a complex Gaussian random variable X + jY , and then an electronic circuit is
used to find the magnitude Z = |X + jY |.
Consider the case when the circuit is tested with only noise, so the means of X and Y are
zero. Then when this electronic circuit is working as designed, Z is a Rayleigh random
variable with parameter 2 . When the electronic circuit that finds the magnitude fails, it just
passes Z = X, which is a Gaussian random variable with mean 0 and variance 2 .

(a) Let the probability that the circuit is faulty be denoted by p0 . Given one value of Z,
determine the map decision rule for deciding whether the circuit is faulty.
(b) Give an expression for the probability of error for this decision. Show that the probability
of error is independent of 2 .
(c) Let 2 = 0.1. Give a numeric value for the decision threshold and probability of error
when p0 = 0.1.
(d) Let 2 = 0.1. Give a numeric value for the decision threshold and probability of error
when p0 = 0.9.
(e) Plot the probability of error as a function of p0 . Use numerical techniques to find the
maximum probability of error and the value of p0 that achieves this maximum.
4. iPhones are manufactured by two different companies, company A and company B, and it is
found that the lifetimes (the time before the devices break) are different for each manufacturer.
Let X denote the lifetime of an iPhone in months. iPhones from manufacturer A have a
lifetime (in months) that is exponentially distributed according to
fX (x|A) =

1 x/12
e
u(x)
12

iPhones from manufacturer B have a lifetime (in months) that is well modeled by a Gaussian
density with = 7.9 and 2 = 16.
Manufacturer B produces two times as many iPhones as manufacturer A.
(a) Find the probability that a randomly selected iPhone is still working after 12 months.
(b) Given that an iPhone is still working after 12 months, find the a posteriori probability
that it came from manufacturer A.
(c) Give the MAP rule for the manufacturer an iPhone came from if it is still working after
12 months.
(d) Give the ML rule for the manufacturer an iPhone came from if it is still working after
12 months.
(e) Give the MAP rule for the manufacturer an iPhone came from if it stops working at
exactly 12 months.
5. A pixel in a particular image has a random brightness, X. The distribution of X depends on
whether the pixel belongs to an object (O) of interest or the background (B). If it belongs to
the object, then X has a Laplace distribution,
fX (x|O) =

exp ( |x|) , < x < ,


2

where = 0.2. If the pixel belongs to the background, then X is uniformly distributed
between -10 and 10.
Consider the problem of classifying a pixel based on an observation of its brightness, X = x.

(a) Find the ML rule for all values of x and illustrate the decision regions on a number line.
(b) Find the probability of error if the ML decision rule is used, but the probability that the
pixel belongs to the object of interest is equal to 0.6.
(c) Adjacent pixels can give information that can be treated as a priori probabilities in
determining whether the pixel belongs to the background or the object. If information
from adjacent pixels implies that this pixel should belong to the object with probability
3/4, find the MAP decision rule given X = x for all values of x.
(d) If information from adjacent pixels implies that this pixel should belong to the object
with probability 0.2, find the MAP decision rule given X = x for all values of x.