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Major Test
Semester I 2014-2015
Full Marks: 80
G, H N (0, I L ), E GH T = E HGT = C,
, > 0, C RLL ,
N Z CN (0, 2 2 I L ),
[2+4]
= X1 + X2 + + XN . The
2. Let X1 , . . . , XN be i.i.d. N (0, 1) random variables, and X
N
Y1
.
random vector Y =
.. is given by Yi = ai Xi X , i = 1, . . . , N, where a1 , . . . , aN
YN
are deterministic real constants. Let V =
Y TY .
(a) Find
(i) a set of values of a1 , . . . , aN for which V has a Nakagami distribution with
parameter N/2,
(ii) a set of values of a1 , . . . , aN for which V has a one-sided Gaussian distribution. [8]
(b) For each of the set of values of a1 , . . . , aN found in (a), obtain V 2 (),
the c.f. of V 2 .
[6]
(c) When N = 2, and a1 = 1, a2 = 2, find a lower triangular matrix B such that the c.f.
of BY is given by
[6]
n
o
E [R4 ]
= ,
2
variance (R )
2
Calculate m, , and A.
Pr R > 5 = A e2 .
[12]
[6]
(b) The inner product of vectors x and y is given by (x, y) = y T Ax , and the norm of a
vector x is induced by this inner product. Let the range of in (a) be expressed
as min < < max . For
" =# (min + max )/2, find an unit-norm vector which is
1
orthogonal to the vector
.
[6]
1
5. Consider the vector space R3 of real 3 1 vectors, with the inner product between two
vectors x = [x1 , x2 , x3 ]T and y = [y1 , y2 , y3 ]T given by
x, y = x1 y1 + x2 y2 + x3 y3 (x1 y2 + x2 y1 + x2 y3 + x3 y2 + x3 y1 + x1 y3 ) ,
where R and min < < max . The norm of vector x is given by kxk =
(x, x) .
[6]
[8]
ordered basis
1 , 2 . Find the inner product (w, z).
1
1
6. A WSS complex circular Gaussian random process Z(t) with a real mean has
autocovariance function
(
a(t1 t2 )
a > 0,
Z (t1 , t2 ).
(a) Find the p.s.d. SZ (f ) and the pseudoautocorrelation function R
[4+4]
Some Formulae
If Y N (0, 1), then fY (y) =
2
1 ey /2
2
< y < ,
FY (y) = 1 Q(y)
1
If X N (, K) and X is L 1, then X () = exp T K ,
2
fX (x) =
1
(2)L/2
1/2
{det(K)}
1
exp (x )T K 1 (x ) ,
2
x RL
n
o
1
H 1
exp
(z
(z
)
K
)
,
Z
Z
Z
L det(K Z )
z CL
1,
1
,
2
1
,
1 + 2f
a
F(aeax u(x)) =
x > 0,
x = 0,
x<0
F(aeax u(x)) =
1
, a>0
1 2f
a
n x
x e dx = n! e
x 0,
X () =
( + m)
(m)
m
n
X
xk
k=0
k!
i = j,
i 6= j,
1 m
m ,