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<document xmlns="http://cnx.rice.edu/cnxml" xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:md="http://cnx.rice.edu/mdml/0.4" xmlns:bib="http://bibtexml.sf.net/" id="m10370">
  
  <name>Homework 1 of Elec 430</name>
  <metadata>
  <md:version>2.5</md:version>
  <md:created>2001/09/27</md:created>
  <md:revised>2004/01/07 10:01:09.028 US/Central</md:revised>
  <md:authorlist>
      <md:author id="aaz">
      <md:firstname>Behnaam</md:firstname>
      
      <md:surname>Aazhang</md:surname>
      <md:email>aaz@ece.rice.edu</md:email>
    </md:author>
  </md:authorlist>

  <md:maintainerlist>
    <md:maintainer id="dinesh">
      <md:firstname>Dinesh</md:firstname>
      
      <md:surname>Rajan</md:surname>
      <md:email>dinesh@ece.rice.edu</md:email>
    </md:maintainer>
    <md:maintainer id="mohammad">
      <md:firstname>Mohammad</md:firstname>
      <md:othername>Jaber</md:othername>
      <md:surname>Borran</md:surname>
      <md:email>mohammad@ece.rice.edu</md:email>
    </md:maintainer>
    <md:maintainer id="rha">
      <md:firstname>Roy</md:firstname>
      
      <md:surname>Ha</md:surname>
      <md:email>rha@rice.edu</md:email>
    </md:maintainer>
    <md:maintainer id="mrshawn">
      <md:firstname>Shawn</md:firstname>
      
      <md:surname>Stewart</md:surname>
      <md:email>mrshawn@alumni.rice.edu</md:email>
    </md:maintainer>
    <md:maintainer id="aaz">
      <md:firstname>Behnaam</md:firstname>
      
      <md:surname>Aazhang</md:surname>
      <md:email>aaz@ece.rice.edu</md:email>
    </md:maintainer>
  </md:maintainerlist>
  
  <md:keywordlist>
    <md:keyword>homework</md:keyword>
  </md:keywordlist>

  <md:abstract>First homework of Elec 430</md:abstract>
</metadata>

  <content>

    <para id="intro">
      Elec 430 homework set 1. Rice University Department of Electrical
      and Computer Engineering.
    </para>

    <exercise id="ex1">
      <problem>
	<para id="prob1para1">
	  The current <m:math><m:ci>I</m:ci></m:math> in a
	  semiconductor diode is related to the voltage
	  <m:math><m:ci>V</m:ci></m:math> by the relation
	  <m:math display="inline">
	    <m:apply>
	      <m:eq/>
	      <m:ci>I</m:ci>
	      <m:apply>
		<m:minus/>
                <m:apply>
                  <m:exp/>
		  <m:ci>V</m:ci>
                </m:apply>
                <m:cn>1</m:cn>
	      </m:apply>
	    </m:apply>
	  </m:math>.  If <m:math><m:ci>V</m:ci></m:math> is a random
	  variable with density function
	  <m:math display="inline">
	    <m:apply>
	      <m:eq/>
	      <m:apply>
		<m:ci type="function">
		  <m:msub>
		    <m:mi>f</m:mi>
		    <m:mi>V</m:mi>
		  </m:msub>
		</m:ci>
		<m:ci>x</m:ci>
	      </m:apply>
	      <m:apply>
		<m:times/>
                <m:apply>
                  <m:divide/>
		  <m:cn>1</m:cn>
		  <m:cn>2</m:cn>
                </m:apply>
                <m:apply>
                  <m:exp/>
		  <m:apply>
		    <m:minus/>
		    <m:apply>
		      <m:abs/>
		      <m:ci>x</m:ci>
		    </m:apply>
		  </m:apply>
                </m:apply>
	      </m:apply>
	    </m:apply>
	  </m:math>
	  for
	  <m:math display="inline">
	    <m:apply>
	      <m:lt/>
	      <m:apply>
		<m:minus/>
                <m:infinity/>
	      </m:apply>
	      <m:ci>x</m:ci>
	      <m:infinity/>
	    </m:apply>
	  </m:math>, find
	  <m:math display="inline">
	    <m:apply>
	      <m:csymbol definitionURL="http://cnx.rice.edu/cd/cnxmath.ocd#pdf">f</m:csymbol>
	      <m:bvar>
		<m:ci>I</m:ci>
	      </m:bvar>
	      <m:ci>y</m:ci>
	    </m:apply>
	  </m:math>; the density function of
	  <m:math><m:ci>I</m:ci></m:math>.
	</para>
      </problem>
    </exercise>
  

    <exercise id="ex2">
      <problem>
	<section id="s2.1">
	  <para id="prob2para1">
	    Show that if
	    <m:math display="inline">
	      <m:apply>
		<m:eq/>
                <m:apply>
                  <m:times/>
                    <m:ci>A</m:ci>
                    <m:ci>B</m:ci>
                </m:apply>
                <m:ci>{}</m:ci>
	      </m:apply>
	    </m:math>
	    then
	    <m:math display="inline">
	      <m:apply>
              <m:leq/>
                <m:apply>
		  <m:csymbol definitionURL="http://cnx.rice.edu/cd/cnxmath.ocd#probability"/>
                  <m:ci>A</m:ci>
                </m:apply>
                <m:apply>
		  <m:csymbol definitionURL="http://cnx.rice.edu/cd/cnxmath.ocd#probability"/>
                  <m:ci>
                    <m:msup>
                      <m:mi>B</m:mi>
                      <m:mi>c</m:mi>
                    </m:msup>
                  </m:ci>
                </m:apply>
	      </m:apply>
	    </m:math>
	  </para>
	</section>

	<section id="s2.2">
	  <para id="prob2para2">
	    Show that for any <m:math><m:ci>A</m:ci></m:math>,
	    <m:math><m:ci>B</m:ci></m:math>,
	    <m:math><m:ci>C</m:ci></m:math> we have
	    <m:math display="inline">
	      <m:apply>
		<m:eq/>
                <m:apply>
		  <m:csymbol definitionURL="http://cnx.rice.edu/cd/cnxmath.ocd#probability"/>
                  <m:apply>
                    <m:union/>
		    <m:ci>A</m:ci>
		    <m:ci>B</m:ci>
		    <m:ci>C</m:ci>
                  </m:apply>
		</m:apply>
		<m:apply>
		  <m:plus/>
		  <m:apply>
		    <m:csymbol definitionURL="http://cnx.rice.edu/cd/cnxmath.ocd#probability"/>
		    <m:ci>A</m:ci>
		  </m:apply>
		  <m:apply>
		    <m:csymbol definitionURL="http://cnx.rice.edu/cd/cnxmath.ocd#probability"/>
		    <m:ci>B</m:ci>
		  </m:apply>                  
		  <m:apply>
		    <m:minus/>
		    <m:apply>
		      <m:minus/>
		      <m:apply>
			<m:minus/>
			<m:apply>
			  <m:csymbol definitionURL="http://cnx.rice.edu/cd/cnxmath.ocd#probability"/>
			  <m:ci>C</m:ci>
			</m:apply>
			<m:apply>
			  <m:csymbol definitionURL="http://cnx.rice.edu/cd/cnxmath.ocd#probability"/>
			  <m:apply>
			    <m:intersect/>
			    <m:ci>A</m:ci>
			    <m:ci>B</m:ci>
			  </m:apply>
			</m:apply>
		      </m:apply>
		      <m:apply>
			<m:csymbol definitionURL="http://cnx.rice.edu/cd/cnxmath.ocd#probability"/>
			<m:apply>
			  <m:intersect/>
			  <m:ci>A</m:ci>
			  <m:ci>C</m:ci>
			</m:apply>
		      </m:apply>
		    </m:apply>
		    <m:apply>
		      <m:csymbol definitionURL="http://cnx.rice.edu/cd/cnxmath.ocd#probability"/>
		      <m:apply>
			<m:intersect/>
			<m:ci>B</m:ci>
			<m:ci>C</m:ci>
		      </m:apply>
		    </m:apply>
		  </m:apply>
		  <m:apply>
		    <m:csymbol definitionURL="http://cnx.rice.edu/cd/cnxmath.ocd#probability"/>
		    <m:apply>
		      <m:intersect/>
		      <m:ci>A</m:ci>
		      <m:ci>B</m:ci>
		      <m:ci>C</m:ci>
		    </m:apply>
		  </m:apply>
                </m:apply>
	      </m:apply>    
	    </m:math>
	  </para>
	</section>

	<section id="s2.3">
	  <para id="prob2para3">
	    Show that if <m:math><m:ci>A</m:ci></m:math> and
	    <m:math><m:ci>B</m:ci></m:math> are independent the
	    <m:math display="inline">
	      <m:apply>
		<m:eq/>
                <m:apply>
		  <m:csymbol definitionURL="http://cnx.rice.edu/cd/cnxmath.ocd#probability"/>
                  <m:apply>
                    <m:intersect/>
		    <m:ci>A</m:ci>
		    <m:ci>
		      <m:msup>
			<m:mi>B</m:mi>
			<m:mi>c</m:mi>
		      </m:msup>
		    </m:ci>
                  </m:apply>
		</m:apply>
		<m:apply>
		  <m:times/>
		  <m:apply>
		    <m:csymbol definitionURL="http://cnx.rice.edu/cd/cnxmath.ocd#probability"/>
		    <m:ci>A</m:ci>
		  </m:apply>
		  <m:apply>
		    <m:csymbol definitionURL="http://cnx.rice.edu/cd/cnxmath.ocd#probability"/>
		    <m:ci>
		      <m:msup>
			<m:mi>B</m:mi>
			<m:mi>c</m:mi>
		      </m:msup>
		    </m:ci>
		  </m:apply>
		</m:apply>
	      </m:apply>
	    </m:math>         
	    which means <m:math display="inline"><m:ci>A</m:ci></m:math> and 
	    <m:math display="inline"><m:ci>
		<m:msup><m:mi>B</m:mi><m:mi>c</m:mi></m:msup>
	      </m:ci></m:math> are also independent.
	  </para>
	</section>
      </problem>
    </exercise>
   
    <exercise id="ex3">
      <problem>
     
	<para id="prob3para1">
	  Suppose <m:math><m:ci>X</m:ci></m:math> is a discrete random
	  variable taking values
	  <m:math display="inline">
	    <m:set>
	      <m:cn>0</m:cn>
	      <m:cn>1</m:cn>
	      <m:cn>2</m:cn>
	      <m:ci>…</m:ci>
	      <m:ci>n</m:ci>
	    </m:set>
	  </m:math>
	  with the following probability mass function
	  <m:math display="inline">
	    <m:apply>
	      <m:eq/>
	      <m:apply>
		<m:csymbol definitionURL="http://cnx.rice.edu/cd/cnxmath.ocd#pdf">p</m:csymbol>
		<m:bvar>
		  <m:ci>X</m:ci>
		</m:bvar>
		<m:ci>k</m:ci>
	      </m:apply>
	      <m:piecewise>
		<m:piece>
		  <m:apply>
		    <m:times/>
		    <m:apply>
		      <m:divide/>
		      <m:apply>
			<m:factorial/>
			<m:ci>n</m:ci>
		      </m:apply>
		      <m:apply>
			<m:times/>
			<m:apply>
			  <m:factorial/>
			  <m:ci>k</m:ci>
			</m:apply>
			<m:apply>
			  <m:factorial/>
			  <m:apply>
			    <m:minus/>
			    <m:ci>n</m:ci>
			    <m:ci>k</m:ci>
			  </m:apply>
			</m:apply>
		      </m:apply>
		    </m:apply>
		    <m:apply>
		      <m:power/>
		      <m:ci>θ</m:ci>
		      <m:ci>k</m:ci>
		    </m:apply>
		    <m:apply>
		      <m:power/>
		      <m:apply>
			<m:minus/>
			<m:cn>1</m:cn>
			<m:ci>θ</m:ci>
		      </m:apply>
		      <m:apply>
			<m:minus/>
			<m:ci>n</m:ci>
			<m:ci>k</m:ci>
		      </m:apply>
		    </m:apply>
		  </m:apply>
		  <m:apply>
		    <m:eq/>
		    <m:ci>k</m:ci>
		    <m:set>
		      <m:cn>0</m:cn>
		      <m:cn>1</m:cn>
		      <m:cn>2</m:cn>
		      <m:ci>…</m:ci>
		      <m:ci>n</m:ci>
		    </m:set>
		  </m:apply>                 
		</m:piece>
		<m:otherwise>
		  <m:cn>0</m:cn>
		</m:otherwise>
	      </m:piecewise>
	    </m:apply>
	  </m:math>
	  with parameter
	  <m:math display="inline">
	    <m:apply>
	      <m:in/>
	      <m:ci>θ</m:ci>
	      <m:interval>
		<m:cn>0</m:cn>
		<m:cn>1</m:cn>
	      </m:interval>
	    </m:apply>
	  </m:math>
	</para>

	<section id="s3.1">
	  <para id="prob3para2">
	    Find the characteristic function of
	    <m:math><m:ci>X</m:ci></m:math>.
	  </para>
	</section>

	<section id="s3.2">
	  <para id="prob3para3">
	    Find
	    <m:math display="inline">
	      <m:apply>
		<m:mean/>
		<m:ci>X</m:ci>
	      </m:apply>
	    </m:math>
	    and
	    <m:math display="inline">
	      <m:apply>
		<m:ci>
		  <m:msubsup>
		    <m:mi>σ</m:mi>
		    <m:mi>X</m:mi>
		    <m:mn>2</m:mn>
		  </m:msubsup>
		</m:ci>
	      </m:apply>
	    </m:math>
	  </para>
	</section>
	<note type="Hint">See problems 3.14 and 3.15 in Proakis and Salehi</note>
      </problem>
    </exercise>
   
    <exercise id="ex4">
      <problem>
	<para id="prob4para1">
	  Consider outcomes of a fair dice
	  <m:math display="inline">
	    <m:apply>
	      <m:eq/>
	      <m:ci>Ω</m:ci>
	      <m:set>
		<m:ci>
		  <m:msub>
		    <m:mi>ω</m:mi>
		    <m:mn>1</m:mn>
		  </m:msub>
		</m:ci>
		<m:ci>
		  <m:msub>
		    <m:mi>ω</m:mi>
		    <m:mn>2</m:mn>
		  </m:msub>
		</m:ci>
		<m:ci>
		  <m:msub>
		    <m:mi>ω</m:mi>
		    <m:mn>3</m:mn>
		  </m:msub>
		</m:ci>
               <m:ci>
		  <m:msub>
		    <m:mi>ω</m:mi>
		    <m:mn>4</m:mn>
		  </m:msub>
		</m:ci>
		<m:ci>
		  <m:msub>
		    <m:mi>ω</m:mi>
		    <m:mn>5</m:mn>
		  </m:msub>
		</m:ci>
		<m:ci>
		  <m:msub>
		    <m:mi>ω</m:mi>
		    <m:mn>6</m:mn>
		  </m:msub>
		</m:ci>
	      </m:set>
	    </m:apply>
	  </m:math>.
	  Define events
	  <m:math display="inline">
	    <m:apply>
	      <m:eq/>
	      <m:ci>A</m:ci>
	      <m:set>
		<m:bvar>
		  <m:ci>ω</m:ci>
		</m:bvar>
		<m:condition>
		  <m:ci>
		    <m:mtext>an even number appears</m:mtext>
		  </m:ci>
		</m:condition>
		<m:ci>ω</m:ci>
	      </m:set>
	    </m:apply>
	  </m:math>
	  and
	  <m:math display="inline">
	    <m:apply>
	      <m:eq/>
	      <m:ci>B</m:ci>
	      <m:set>
		<m:bvar>
		  <m:ci>ω</m:ci>
		</m:bvar>
		<m:condition>
		  <m:ci>
		    <m:mtext>a number less than 5 appears</m:mtext>
		  </m:ci>
		</m:condition>
		<m:ci>ω</m:ci>
	      </m:set>
	    </m:apply>
	  </m:math>.  Are these events disjoint? Are they independent?
	  (Show your work!)
	</para>
      </problem>
    </exercise>
   
    <exercise id="ex5">
      <problem>
	<para id="prob5para1">
	  This is problem 3.5 in Proakis and Salehi.
	</para>
	<para id="prob5para2">
	  An information source produces 0 and 1 with probabilities
	  0.3 and 0.7, respectively. The output of the source is
	  transmitted via a channel that has a probability of error
	  (turning a 1 into a 0 or a 0 into a 1) equal to 0.2.
	</para>
	<section id="s5.1">
	  <para id="prob5para3">
	    What is the probability that at the output a 1 is observed?
	  </para>
	</section>
	<section id="s5.2">
	  <para id="prob5para4">
	    What is the probability that a 1 was the output of the source 
           if at the output of the channel a 1 is observed?
	  </para>
	</section>
      </problem>
    </exercise>
   
    <exercise id="ex6">
      <problem>
	<para id="prob6para1">
	  Suppose <m:math><m:ci>X</m:ci></m:math> and
	  <m:math><m:ci>Y</m:ci></m:math> are each Gaussian random
	  variables with means
	  <m:math display="inline">
	    <m:ci>
	      <m:msub>
		<m:mi>μ</m:mi>
		<m:mi>X</m:mi>
	      </m:msub>
	    </m:ci>
	  </m:math>
	  and
	  <m:math display="inline">
	    <m:ci>
	      <m:msub>
		<m:mi>μ</m:mi>
		<m:mi>Y</m:mi>
	      </m:msub>
	    </m:ci>
	  </m:math>
	  and variances
	  <m:math display="inline">
	    <m:ci>
	      <m:msubsup>
		<m:mi>σ</m:mi>
		<m:mi>X</m:mi>
		<m:mn>2</m:mn>
	      </m:msubsup>
	    </m:ci>
	  </m:math>
	  and
	  <m:math display="inline">
	    <m:ci>
	      <m:msubsup>
		<m:mi>σ</m:mi>
		<m:mi>Y</m:mi>
		<m:mn>2</m:mn>
	      </m:msubsup>
	    </m:ci>
	  </m:math>.
	  Assume that they are also independent.  Show that
	  <m:math display="inline">
	    <m:apply>
	      <m:eq/>
	      <m:ci>Z</m:ci>
	      <m:apply>
		<m:plus/>
		<m:ci>X</m:ci>
		<m:ci>Y</m:ci>
	      </m:apply>
	    </m:apply>
	  </m:math>
	  is also Gaussian.  Find the mean and variance of
	  <m:math><m:ci>Z</m:ci></m:math>.
	</para>
      </problem>
    </exercise>
  
  </content>
</document>
