Information Theory and Coding (EC60332) Spring 2023

Lectures 1-6: January 31, 2023

Instructor: Jithin Ravi Post a Question: Group 1

Z1
1. We are required to estimate a quantity K defined as K = g(x)dx where 0 ≤ g(x) ≤ 1 ∀x.
0
Let X and Y be independent random variables with a common pdf given by f (x) = 1 if
0 < x < 1, f (x) = 0 otherwise. Let, A = IY ≤g(X) be an indicator function of the event
1
Y ≤ g(X), and let B = g(X), C = g(X) + g(1 − X) . Calculate E(A), E(B), E(C), and
2
show that var(C) ≤ var(B) ≤ var(A).

2. Bob has been appointed to calculate f, which is the true fraction of introverts in his community.
His estimator is Un which is obtained by dividing Sn , the no. of introverts in his sample by
n, i.e., Un = Sn /n. Bob has chosen n in such a way that it is the smallest possible number
for which the Chebyshev inequality yields a guarantee that,

P (|Un − f | ≥ ) ≤ δ,

where  and δ are > 0. Determine how the value of n changes for the following cases:

(1) The value of  is reduced by half of its original value.

(2) The probability δ is reduced to half its original value.