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b- Consider the problem given in part (a) with the variance of the first component of
noise reduced by 50%, i.e., 𝛴𝑁 = 𝐼 . Qualitatively compare the ROC in this scenario
(with the performance maximizing ⃑⃑⃑
𝑠0 , ⃑⃑⃑
𝑠1 pair) vs. the ROC of part (a). Briefly explain
your answer.
Solution:
Question 5:
Assume that you have 𝑛 observations from an 𝑖𝑖𝑑 sequence of exponential random variables.
Consider the following hypothesis testing problem:
𝑎 𝑒 −𝑎𝑦𝑘 𝑦𝑘 ≥ 0
𝐻0 : 𝑓𝑌𝑘|𝐻 (𝑦𝑘 |𝐻0 ) = { 𝑘 = 1,2, … … , 𝑛
0 𝑦𝑘 < 0
𝑏 𝑒 −𝑏𝑦𝑘 𝑦𝑘 ≥ 0
(𝑦 |𝐻
𝐻1 : 𝑓𝑌𝑘|𝐻 𝑘 1 = { ) 𝑘 = 1,2, … … , 𝑛
0 𝑦𝑘 < 0
Solution:
====================GOOD LUCK===================