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Spring 2012

ECE 313: Problem Set 8: Problems and Solutions Scaling rule for pdfs, Gaussian distribution, central limit theorem, ML parameter estimation

Due: Reading: Wednesday, March 14 at 4 p.m. ECE 313 Course Notes, Sections 3.6–3.7.

1. [Exam Grading] Suppose students in a class (not ECE313) take an exam. Assume the exam scores are distributed according to a Gaussian distribution with mean 73 and standard deviation 16. Letter grades are assigned to students according to one of the following grading policies. Policy 1 Scores Grade 85 or more A 65 or more B 45 or more C Less than 45 D Policy 2 Ranking Grade Top 15% A Top 40% B Top 80 % C Not in top 80% D

(a) Using Tables 6.1 and 6.2 in the lecture notes, ﬁnd the percentage of students expected to A, B, C, and D under grading policy 1. Solution: Let X be a score of a student. The probability that the score is greater than or equal to 85 is P {X ≥ 85} = P X − 73 3 ≥ 16 4 = Q(0.75) = 0.2266.

Thus, 22.66% of students will get A. The probability that the score is greater than or equal to 65 is P {X ≥ 65} = P X − 73 1 ≥− 16 2 = Q(−0.5) = Ψ(0.5) = 0.6915

Since P {65 ≤ X < 85} = 0.6915 − 0.2266 = 0.4649, 46.49% of students will get B. The probability that the score is greater than or equal to 45 is P {X ≥ 45} = P X − 73 7 ≥− 16 4 = Q(−1.75) = Ψ(1.75) = 0.9599

Since P {45 ≤ X < 65} = 0.9599 − 0.6915 = 0.2684, 26.84% of students will get C. Since P {X < 45} = 0.0401, the remaining 4.01% of students will get D. (b) Using the same tables, ﬁnd the cut-oﬀ scores between A and B, B and C, and C and D under grading policy 2. It is not necessary that the cut-oﬀ scores must be integers. Solution: The closest (but no smaller) value in Table 6.1 to 15% is 0.1515. Thus, we have X − 73 0.1515 = Q(1.03) = P ≥ 1.03 . 16

ﬁnd the ML estimator σ ˆM L of σ . Thus.85 . 2. the cutoﬀ score for B is 77. The closest value in Table 6.85) = P X − 73 ≥ −0.01.4 Thus. the pdf of Y is (u − 0. 16 To be in top 80%. the cutoﬀ score for A is 89. 0.25 · 16 = 77. the cutoﬀ score for C is 59. Thus. the score must be lower bounded by X ≥ 73 − 0. the pdf of Y at 0. Let Y = αv + N be the received signal amplitude. Thus.8023 = Φ(0.03.1 to 80% is 0. If the transmitter emits a radio signal with transmission amplitude v .03 is given by fY (0.48. respectively.4013 = Q(0.03) = − ln 2π − ln σ 2 − . Solution: Y is also a Gaussian random variable with mean αv = 0. Solution: For unknown σ . to be in top 15%. Thus.1)2 2σ 2 =√ 1 2πσ 2 exp − 0.4. the closest value in Table 6.072 2σ 2 .2 to 40% is 0.03 − 0. where α = 0. the score X must be lower bounded by X ≥ 73 + 1. 2 2 2σ 2 2 .Thus. Taking ln(·) on both sides. we have 1 1 (0.25 16 To be in top 40%. Similarly.1 and variance 4. 0.25) = P X − 73 ≥ 0. this signal is attenuated by the air and is received by the receiver together with noise. 8 8π (b) (Only for this part) Suppose that σ is unknown.03) = √ 1 2πσ 2 exp − (0. If the received signal amplitude Y is 0.01 is the attenuation factor and N is a Gaussian random variable with mean µ = 0 and variance σ 2 = 4.8023.03 · 16 = 89.85) = Q(−0. [Gaussian Noise] Suppose a wireless communication system consists of a transmitter and a receiver.48.4013. Thus. denoted by N . the score must be lower bounded by X ≥ 73 + 0. (a) Find the pdf fY (u) of the received signal amplitude Y for v = 10.07)2 ln fY (0. and v and α are known to be 10 and 0.1)2 1 fY (u) = √ exp − .85 · 16 = 59.

3. The probability that Bob is 300 meters or 3 . the distance between two is |X − (10000 − X )| = |2X − 10000|. ﬁnd the probability that the distance between Bob and Alice is greater than or equal to 300 meters. σ ˆM L = 0. given the transmitted bit is one.10 0. Solution: The receiver output will be zero if Y < 0.07 and negative if σ > 0. This means that dσ the maximum of fY (0.4801. where X is the number of times heads shows.05) = 0. If a tail comes up. Sketch the distributions of the received signal amplitude Y conditioned on that the bit being zero and conditioned on the bit being one.03) is attained at σ = 0. Thus. Thus. [Random Walk] Bob and Alice are at the starting point to race toward a goal. Find the probability of error. the probability that the distance between Bob and Alice is greater than or equal to 300 meters is twice that probability. and Alice advances 10000 − X meters. (c) Suppose the transmitter wants to deliver one bit to the receiver using this wireless communication system.03)) Note that d ln(fY is positive if σ < 0. if a head comes up. Alice advances one meter. (To be deﬁnite. If the bit is zero. (b) Using the central limit theorem. If the bit is one.1} =P N −0. Each time.15 0. 000 times.03)) = − + =− 2 2 2 4 dσ 2σ 2σ 2σ 1− (0. (a) Express the distance between Alice and Bob after the 10. 000 meters away. (0. you do not need to consider the continuity correction. Then.07.07.05 10 5 5 10 (d) Suppose the receiver output is zero if Y < 0 and one if Y ≥ 0. An error is said to occur if the receiver output is not equal to the transmitted bit.) Solution: We ﬁrst ﬁnd the probability that Bob is ahead of Alice by 300 meters or more. Solution: Bob advances X meters.000 coin ﬂips in terms of X. Thus.07)2 σ2 . Bob advances one meter.We now diﬀerentiate the above with respect to σ 2 as follows 1 (0. P {Y < 0} = P {0. Solution: 0. A coin is repeatedly tossed 10. the transmitter transmits with v = −10. which is 10.07)2 1 d ln(fY (0.01v + N < 0} = P {N < −0.1 ≤ σ 2 = Q(0. the transmitter transmits with v = 10.07.20 0.

3)1000−k k 0.01)3X −2000 .7 · 1. 4.7)k (0.01)k k 0.0013. your stock price increases by the factor 1.01)Yt Yt Yt+1 = otherwise. Y1000 = Y0 (1.01)2 1000−k =Y0 k=0 1000 (0. Since X is a binomial random variable with mean 5000 and variance 2500.3 (1.01 with probability 0. we can ﬁnd the mean of Y using LOTUS as follows: 1000 E [Y1000 ] = Y0 (1.01)2 1000 =Y0 0. Your answer should be a constant times Y0 . (1. The formula for (a + b)n in appendix 6. Solution: Since the stock price has increased for X days and has decreased for 1000 − X days. Express the stock price Y1000 after 1000 days in terms of X . Since X is a binomial random variable with parameters 1000 and 0. Everyday.01 + = 2.3 (1.7. Thus.01)−2(1000−X ) = Y0 (1. the stock price after (t + 1) days is given by with probability 0. the stock price is Y1000 = Y0 (1.7 or decreases by the factor (1.01)k (1. In other words.0026. we can apply the central limit theorem as follows: P {2X − 10000 ≥ 300} = P {2X ≥ 10300} = P {X ≥ 5150} =P X − 5000 ≥3 50 ≈ Q(3) = 0.01)−2(1000−k) pX (k ) k=0 1000 =Y0 (1. (1. Let Yt denote your stock price after t days from today (t ≥ 0).more ahead of Alice is P {2X − 10000 ≥ 300}.01)X (1.7.2 might be helpful.01)−2(1000−X ) .3.01)2 with probability 0.969Y0 4 . (b) Find the mean of Y1000 .01)X (1. [Evolution of Stock Price] Suppose you bought a stock with a current price Y0 .01)k (1. Solution: From (a).01)−2(1000−k) k=0 1000 1000 (0.7 · 1.01)2 (a) Let X be the number of days out of the ﬁrst 1000 days that the stock price increases. the probability that the distance between two is greater than or equal to 300 meters is approximately 0.

7 · 0. we have Y1000 ≥ 3Y0 ⇒ Y0 (1.7 · 0.2394) = 0.3 1000 · 0.01)3X −2000 ≥ 3.46. 1000 · 0. From part (a). ﬁnd the probability that you earn 200% or higher proﬁt from the stock.3 5 .01)3X −2000 ≥ 3Y0 ⇒(1.4054.7 · 0.3.e.2394 ≈ Q(0. you do not need to consider the continuity correction.(c) Using the central limit theorem. ⇒(3X − 2000) ln 1.. (To be deﬁnite. i. P {Y1000 ≥ 3Y0 }.7 · 0.01 Since X is a binomial random variable with mean 700 and variance 1000 · 0. we apply the central limit theorem as follows: P {Y1000 ≥ 3Y0 } = P {X ≥ θ} =P =P θ − 700 X − 700 √ ≥√ 1000 · 0.01 ≥ ln 3 2000 ln 3 ⇒X ≥ + = θ = 703.3 X − 700 √ ≥ 0.) Solution: We ﬁrst ﬁnd the condition of X to satisfy Y1000 ≥ 3Y0 . 3 ln 1.

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