Advance Digital Communication (EC61213)

Indian Institute of Technology Kharagpur

Department of Electronics and Electrical Communication Engineering
Instructor: Jithin Ravi

Assignment 2 Due on: 10 November 2022

1. Using the axioms of probability, show that Pr(ϕ) = 0 for the null set ϕ.

2. Probability density function of a Gaussian random variable Z ∼ N (µ, σ 2 ) is given by

1 2
/2σ 2
fZ (z) = √ e−(z−µ) .
2πσ 2
R∞
Show that −∞
fZ (z)dz = 1.
3. Prove Markov’s inequality which states that for a non-negative random variable X and a constant
a > 0,

E(X)
Pr(X ≥ a) ≤ ,
a
where E(X) is the expectation of X. Find an example where this inequality is tight.
4. Prove Chebyshev’s inequality which states that for a random variable X with mean µ and variance σ 2 ,
and a constant a > 0,
1
Pr(|X − µ| ≥ aσ) ≤ .
a2
Find an example where this inequality is tight.
5. For two random variables X and Y , verify the following:

[E(XY )]2 ≤ E(X 2 )E(Y 2 ).

6. Let Z1 ∼ N (µ1 , σ12 ) and Z2 ∼ N (µ2 , σ22 ) be two independent Gaussian random variables. Show that
Y = Z1 + Z2 is another Gaussian random variable.
7. Let Xi , i = 1, . . . , n be n independent and identically distributed random variables, each with variance
σ 2 . Find the variance of Y = X1 + · · · + Xn .
8. Moment generating function mX (t) of a random variable X is defined as mX (t) ≜ E(etX ).

(a) Explain why mX (t) is referred to as the moment generating function.

(b) Let X be a Gaussian random variable, i.e., X ∼ N (µ, σ 2 ). Find mX (t).
2
(c) Let hX (t) ≜ E(etX ). Find the values of t for which the expression hX (t) is valid.
9. Random variable X takes values 1 and −1 with probabilities 14 and 34 , respectively. Let Z be a
continuous random variable which takes values in [−2, 2] with uniform probability density. Further,
let Y = X + Z. Find the MAP rule which declares X from Y . Also, find the probability of error.

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