Problem Set 1

Data Analysis and Interpretation (EE 223)

Instructor: Prof. Prasanna Chaporkar
EE Department, IIT Bombay

1. Let {x1 , x2 , . . . , xn } be a given data set.

Pn
(a) Find c? ∈ arg minc∈< i=1 (xi − c)2 .
Pn
(b) Find m? ∈ arg minm∈< i=1 |xi − c|.

2. Define S̃k = {i : xi − x > ks}. Show that

S̃k 1
6 for every k > 1.
n 1 + k2

3. Let X = {x1 , . . . , xn } and Y = {y1 , . . . , yn } be two data sets, where xi and yi be two different parameter values
corresponding to the index i. Define sample correlation between the two data sets as
Pn
(xi − x)(yi − y)
r = i=1 ,
(n − 1)sx sy

where x and y are sample means and sx and sy are the sample standard deviations of the data sets X and Y,
respectively. Show that

(a) −1 6 r 6 1
(b) if yi = a + bxi for every i = 1, . . . , n and b 6= 0, then r = sign(b).
4. Show that power set of the set of natural numbers has the same cardinality as the set of real numbers.

5. Let {Fi }i∈I be a collection of σ-fields on Ω. Show that ∩i∈I Fi is also a σ-fields on Ω.
6. Let B denote the Borel σ-fields on <. Then show the following:
(a) (a, b) ∈ B for all reals a < b.
(b) [a, b) ∈ B for all reals a < b.
(c) (a, b] ∈ B for all reals a < b.
(d) [a, b] ∈ B for all reals a 6 b.
(e) set of all irrationals is in B.
7. Let A1 , A2 , . . . be a sequence of events in measurable space (Ω, F). Define the following two sets

A = lim sup An = ∩∞ ∞
n=1 ∪k=n Ak , and
n↑∞

A = lim inf An = ∪∞ ∞
n=1 ∩k=n Ak ,
n↑∞

Show that
(a) A ⊆ A.
(b) A, A are events.
(c) P (A) > lim supn↑∞ P (An ).
(d) P (A) 6 lim inf n↑∞ P (An ).