EECE 564

Problem Set 1
Issued: 14 September 2010; Due in Class: 23 September 2010

Problem 1.1: Transformation of Gaussian Random Variable (RV) Problem 2.20 in Textbook (5th Edition).

Problem 1.2: Rayleigh and Ricean RVs Problem 2.31 in Textbook.

Problem 1.3: Complex Gaussian RVs Problem 2.32 in Textbook.

Problem 1.4: QFunction a) Use the Cherno bound to show that for x 0 the QFunction 1 Q(x) = 2 may be bounded from above as Q(x) ex b) An even tighter bound is Q(x) 1 x2 /2 e , 2 x 0.

et
x

2 /2

dt

2 /2

Derive this tighter bound from the fact that (Q(x))2 is the probability that a pair u, v of independent zeromean, unitvariance Gaussian RVs lies within the shaded region of Fig. 1a). Observe that this probability is exceeded by the probability that u, v lies within the shaded region of Fig. 1b). Evaluate the last probability by means of a change of variables.

2x x

a)

b)

u 2x

Figure 1

Problem 1.5: Threshold Detector Two statistically dependent random variables x1 and x2 are applied at the inputs to a threshold detector (see Fig. 2), the output from which is equal to the number of inputs that exceed the threshold T . Thus, y = 0, 1 or 2. Determine the density function pY (y) in terms of pX1 X2 (x1 , x2 ) and T .

Threshold
1

Detector x (T)
2

Figure 2
Problem 1.6: Proper Complex RV A zeromean complex RV Z = X + jY is called proper if the expected value E{Z 2 } is zero. 2 2 X and Y are real RV. Which conditions do X = E{X 2 }, Y = E{Y 2 }, and = E{XY } have to fulll, if Z is a proper complex RV?