EE 636: Detection and Estimation (2015 - 16)

Quiz 1
Date: 22 January 2016
Name:.................................
Time allowed: 50 minutes

Roll No...................
Max Marks: 5 marks

1. A binary hypothesis testing problem with equal priors and uniform costs, with
[3 marks]

c0 y 2 , |y| 1
p0 (y) =
0 , otherwise

c1 (3 |y|) , |y| 3
p1 (y) =
0,
otherwise
where c0 and c1 are constants.
(a) Determine c0 and c1 .
(b) Find the Bayes rule and the minimum Bayes risk.
(c) Find min-max test assuming a priori probabilities p0 and p1 are unknown.

2. Consider the form of the observation on hypothesis as

[2 marks]

H 0 : r = s0 n
H 1 : r = s1 n
where n is a Gaussian random variable distributed with zero mean and 2 variance
and s0 and s1 are assumed to be constant. Determine likelihood ratio test. Costs
are assumed to be uniform and p0 = 0.5.