1

Homework 2
Statistical Signal Analysis (EE 601), Autumn13 (Due: Thursday, August 8 in class)

1) The following problems from Papoulis: 2.9, 2.10, 2.15, 2.16, 2.22, 2.23, 2.24 and 2.27 on p. 45. 2) The following problems from Stark and Woods: 1.2 (on p. 48), 1.20 (on p. 50), 1.30, 1.31 (on pp. 51, 52), 1.45 (on p. 55) and 1.50 (on p. 57). 3) Recall that in class, we dened independence of n events. Independence of an innite number of events is dened as follows. Events A1 , A2 , A3 , . . . are independent if for every positive integer k and every collection {Ai1 , Ai2 , . . . , Aik } {A1 , A2 , A3 , . . .}: ( k ) k P Aij = P (Aij ).
j =1 j =1

(1)

Show that if A1 , A2 , A3 , . . . are independent, then: ( ) P Aj = P (Aj ).

j =1 j =1

(2)

(Note: Equation (2) is not a special case of (1) since the latter holds only for nite integers k .) 4) Suppose a fair coin is tossed an innite number of times. The sample space consists of all sequences of the form a1 a2 a3 . . ., where ai takes the value H (heads) or T (tails). Give an example of an event in this sample space (other than ) whose probability is 0. This shows that in general, there exist zero-probability events other than .