Signals Systems and Inference 1St Edition Oppenheim Solutions Manual Full Chapter PDF

Signals Systems and Inference 1st
Edition Oppenheim Solutions Manual

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Signals, Systems & Inference
Alan V. Oppenheim & George C. Verghese c 2016
Chapter 7 Solutions
Note from the authors
These solutions represent a preliminary version of the Instructors’ Solutions Manual (ISM).
The book has a total of 350 problems, so it is possible and even likely that at this preliminary
stage of preparing the ISM there are some omissions and errors in the draft solutions. It is
also possible that an occasional problem in the book is now slightly different from an earlier
version for which the solution here was generated. It is therefore important for an instructor to
carefully review the solutions to problems of interest, and to modify them as needed. We will,
from time to time, update these solutions with clarifications, elaborations, or corrections.
Many of these solutions have been prepared by the teaching assistants for the course in which
this material has been taught at MIT, and their assistance is individually acknowledged in the
)
eb
book. For preparing solutions to the remaining problems in recent months, we are particularly
er or in ing
ed id n
W
no the iss tea s
itt W tio
w
t p W em ch
e
d on g. in t la
m ld a
grateful to Abubakar Abid (who also constructed the solution template), Leighton Barnes,
an ing rnin tors igh
.
r
Fisher Jepsen, Tarek Lahlou, Catherine Medlock, Lucas Nissenbaum, Ehimwenma Nosakhare,
or ud a uc y
w cl le tr p
e in nt ns co
Juan Miguel Rodriguez, Andrew Song, and Guolong Su. We would also like to thank Laura
th k ( de f i es
of or stu e o tat
ity s w g us d S
von Bosau for her assistance in compiling the solutions.

is
te f t ss th nite
e rt ss fo U
gr hi in e
th a a ly by
k
in o e r
y y p d le d
ro n an o te
st f a s d s ec
de o rse de ot
ill le u vi pr
w r sa co pro is
o eir is rk
th nd wo
a his
T
© 2016 Pearson Education, Inc., Hoboken, NJ. All rights reserved. This material is protected under all copyright laws as they currently
exist. No portion of this material may be reproduced, in any form or by any means, without permission in writing from the publisher.
Solution 7.1
y6 y6 y6 y6
1 1 1 1
A D
1 1 1 1
2 2 2 C 2
B D
- - - -
1 1 1 1
2 1 x 2 1 x 2 1 x 2 1 x
(a) 1.
1 1 1
P (A ∩ D) = P y > , x > =
2 2 4
1
P (A) = P (D) =
2
)
eb
er or in ing
ed id n
W
no the iss tea s
itt W tio
Since P (A ∩ D) = P (A)P (D), events A and D are independent. w
t p W em ch
e
d on g. in t la
m ld a
2.
.
r
or ud a uc y
w cl le tr p

e in nt ns co
1 1 1
P (C ∩ D) = P y < , x < =
th k ( de f i es
of or stu e o tat
2 2 4
ity s w g us d S
is
te f t ss th nite
e rt ss fo U
1
gr hi in e
th a a ly by
P (C) = P (D) =
in o e r
y y p d le d
2
ro n an o te
st f a s d s ec
de o rse de ot
ill le u vi pr
Since P (C ∩ D) = P (C)P (D), events C and D are independent.

w r sa co pro is
o eir is rk
th nd wo
3.
a his

1 1
T
P (A ∩ B) = P y > , y < =0
2 2
1
P (A) = P (B) =
2
Since P (A ∩ B) 6= P (A)P (B), events A and B are not independent.
4. Another similar case that was not asked in the problem in the book:

1 1 1
P (A ∩ C) = P y > ,x < =
2 2 4
1
P (A) = P (C) =
2
Since P (A ∩ C) = P (A)P (C), events A and C are independent.
(b) Note that P (A ∩ C ∩ D) = 0 since there is no region where all three sets overlap. However,
P (A) = P (C) = P (D) = 12 , so P (A ∩ C ∩ D) 6= P (A)P (C)P (D) and the events A, C,
and D are not mutually independent, even though they are pairwise independent as
seen in (a). For a collection of events to be independent, we require the probability of
the intersection of any of the events to equal the product of the probabilities of each
individual event. So for the 3–event case, pairwise independence is a necessary but not
sufficient condition for independence.
)
eb
er or in ing
ed id n
W
no the iss tea s
itt W tio
w
t p W em ch
e
d on g. in t la
m ld a
.
r
or ud a uc y
w cl le tr p
e in nt ns co
D
th k ( de f i es
of or stu e o tat
ity s w g us d S
is
te f t ss th nite
e rt ss fo U
gr hi in e
th a a ly by
k
in o e r
y y p d le d
ro n an o te
st f a s d s ec
de o rse de ot
ill le u vi pr
w r sa co pro is
o eir is rk
th nd wo
a his
T
Solution 7.2
We wish to determine the conditional probability P (S = k | R = k), where S denotes what
was sent, and R denotes what is received. Recall the conditional probability of an event A,
given that the event B with P (B) > 0 has happened, is defined by
P (A ∩ B)
P (A | B) =
P (B)
Therefore,
P (S = k and R = k)
P (S = k | R = k) =
P (R = k)
0.05 5
P (S = 1 | R = 1) = = ≈ 0.21
0.05 + 0.10 + 0.09 24
0.08 4
)
P (S = 2 | R = 2) = = ≈ 0.19
eb
er or in ing
ed id n
W
0.13 + 0.08 + 0.21 21
no the iss tea s
itt W tio
w
t p W em ch
e
d on g. in t la
m ld a
0.15 15
P (S = 3 | R = 3) = = ≈ 0.44
.
r
or ud a uc y
w cl le tr p
0.12 + 0.07 + 0.15 34

e in nt ns co
D
th k ( de f i es
of or stu e o tat
The probability of transmission error incurred in using this system is

ity s w g us d S
is
te f t ss th nite
e rt ss fo U
P (transmission error) = 1 − P (no transmission error)

gr hi in e
th a a ly by
k
in o e r
y y p d le d
ro n an o te
3
st f a s d s ec
de o rse de ot
X
=1− P (S = k and R = k)
ill le u vi pr
w r sa co pro is
o eir is rk
k=1
th nd wo
a his
= 1 − (0.05 + 0.08 + 0.15)

T
= 0.72
Solution 7.3
(a)
a+b
µV =
2
Z b
1 b2 + ab + a2
E[V 2 ] = v 2 dv =
b−a a 3
(b − a)2
σV2 = E[V 2 ] − µ2V =
12
(b) Independence implies V and W are uncorrelated. Hence
µY = µV + µ W = a + b
)
eb
(b − a)2
er or in ing
ed id n
W
σY2 = σV2 + σW no the iss tea s
2
itt W tio
= w
t p W em ch
e
d on g. in t la
m ld a
6
.
r
or ud a uc y
w cl le tr p
e in nt ns co
If V and W were not independent, the expression for σY2 above would have contained the
D
th k ( de f i es
of or stu e o tat
additional term 2σV,W , where σV,W is the covariance of the two random variables.
ity s w g us d S
is
te f t ss th nite
e rt ss fo U
gr hi in e
th a a ly by
k
in o e r
y y p d le d
ro n an o te
st f a s d s ec
de o rse de ot
ill le u vi pr
w r sa co pro is
o eir is rk
th nd wo
a his
T
Solution 7.4
(a) Recall the tilde notation Z̃ = Z − µZ and note that we have the relations
Z̃ = 2X̃ − Ỹ
and
1
W̃ = X̃ + Ỹ .
2
Then, by definition,
σZW = E[Z̃ W̃ ]
1
= E[(2X̃ − Ỹ )(X̃ + Ỹ )]
2
1
= 2E[X̃ 2 ] − E[Ỹ 2 ]
2
)
eb
er or in ing
ed id n
W
1
no the iss tea s
itt W tio
w
t p W em ch
= 2(E[X ] − E[X]2 ) − (E[Y 2 ] − E[Y ]2 )
2
e
d on g. in t la
m ld a
.
r
or ud a uc y
1
w cl le tr p
e in nt ns co
= 2(8) − (3) = 29/2 .

th k ( de f i es
2
of or stu e o tat
ity s w g us d S
is
te f t ss th nite
(b) Z and W are affine functions of X and Y so they will also be bivariate Gaussian random
e rt ss fo U
gr hi in e
th a a ly by
variables. The form for the joint distribution of bivariate Guassians is given in Example
in o e r
y y p d le d
ro n an o te
st f a s d s ec
7.5 of the text.

de o rse de ot

z − µZ w − µW
ill le u vi pr
fZ,W (z, w) = c exp −q

w r sa co pro is
,
o eir is rk
σZ σW
th nd wo
a his
where
T
1
c= p
2πσZ σW 1 − ρ2
and
1
q(v, w) = (v 2 − 2ρvw + w2 ) .
2(1 − ρ2 )
So we will need to know the means and variances of Z and W as well as the correlation
coefficient ρ between Z and W .
µZ = 2E[X] − E[Y ] + 5 = 1
1
µW = E[X] + E[Y ] − 1 = −1
2
σZ2 = E[Z̃ 2 ] = E[(2X̃ − Ỹ )2 ]

= 4E[X̃ 2 ] − 4E[X̃ Ỹ ] + E[Ỹ 2 ]
= 4(E[X 2 ] − E[X]2 ) − 4(E[XY ] − E[X]E[Y ]) + E[Y 2 ] − E[Y ]2
= 4(8) − 4(−4 + 2) + 3 = 43 .
2 1
σW = E[W̃ 2 ] = E[(X̃ + Ỹ )2 ]
2
1
= E[X̃ 2 ] + E[X̃ Ỹ ] + E[Ỹ 2 ]
4
1
= 8 − 2 + (3) = 27/4 .
4
σZW 29/2 29
ρ= =p =p
σZ σW (43)(27)/4 (43)(27)
So finally,
)
eb

1 z − µ Z w − µW
er or in ing
ed id n
W
no the iss tea s
exp −q
itt W tio
fZ,W (z, w) = , w
t p W em ch
e
d on g. in t la
m ld a
p
2πσZ σW 1 − ρ2 σZ σW
.
r
or ud a uc y
!!!
w cl le tr p
(z − 1)2 z−1 w+1 (w + 1)2

e in nt ns co
1 1 29
√ exp − − 2p √ p
th k ( de f i es
= +
of or stu e o tat
8π 5 2(1 − ρ2 )
43 (43)(27) 43 27/4 27/4
ity s w g us d S
is
te f t ss th nite
!!!
1 (43)(27) (z − 1)2 29 z−1 w+1 (w + 1)2
e rt ss fo U
gr hi in e
th a a ly by
= √ exp − − 2p √ p +
k
in o e r
y y p d le d
8π 5 640 43 (43)(27) 43 27/4 27/4

ro n an o te
st f a s d s ec
de o rse de ot
ill le u vi pr

1 1
27(z − 1)2 − 4(29)(z − 1)(w + 1) + 4(43)(w + 1)2
w r sa co pro is

= √ exp − .
o eir is rk
640
th nd wo
8π 5
a his
T
Solution 7.5
Since σV2 = E[V 2 ] − {E[V ]}2 and E[V ] = 0 is given, we get E[V 2 ] = 4. Furthermore,
E[X] = E[Y ] = 2.
Correlation
rX,Y = E[XY ] = E[(2 + V )(2 − V )] = E[4 − V 2 ] = 4 − E[V 2 ] = 0
Covariance
σX,Y = E[(X − E[X])(Y − E[Y ])] = E[(X − 2)(Y − 2)] = E[−V 2 ] = −4
Correlation coefficient
σX,Y
ρX,Y = = −1
σX σY
)
eb
er or in ing
Since rX,Y = E[XY ] = 0, two random variables X and Y are orthogonal. Since σX,Y 6= 0,
ed id n
W
no the iss tea s
itt W tio
w
t p W em ch
e
d on g. in t la
m ld a
the two random variables are correlated.
.
r
or ud a uc y
w cl le tr p
e in nt ns co
D
th k ( de f i es
of or stu e o tat
ity s w g us d S
is
te f t ss th nite
e rt ss fo U
gr hi in e
th a a ly by
k
in o e r
y y p d le d
ro n an o te
st f a s d s ec
de o rse de ot
ill le u vi pr
w r sa co pro is
o eir is rk
th nd wo
a his
T
Solution 7.6
(a) We begin by defining the centered random variables

e = X − µX ,
X Ye = Y − µY
and similarly
Ze = Z − µZ , Ve = V − µV , f = W − µW .
W
Note that because
µX = µZ + µV and
µY = βµZ + µW
we can subtract these equations from the defining equations for X and Y to obtain
)
eb
er or in ing
ed id n
W
no the iss tea s
itt W tio
Xe = Ze + Ve w (1)
t p W em ch
e
d on g. in t la
m ld a
Ye = β Ze + W
f. (2)
.
r
or ud a uc y
w cl le tr p
e in nt ns co
D
th k ( de f i es
of or stu e o tat
Now since σX2 = E[X e 2 ], σ 2 = E[Ye 2 ], and so on, and noting that the specified uncorrelat-
ity s w g us d S
Y
is
te f t ss th nite
edness properties imply E[ZeVe ] = σZV = 0 and similarly σZW = 0, we can simply square
e rt ss fo U
gr hi in e
th a a ly by
each of the equations displayed above and take expectations, obtaining

k
in o e r
y y p d le d
ro n an o te
st f a s d s ec
de o rse de ot
2
σX = σZ2 + σV2
ill le u vi pr
w r sa co pro is
o eir is rk
σY2 = β 2 σZ2 + σW
2
.
th nd wo
a his
T
Similarly, for the covariance we take the product of the equations (1) and (2), then
compute expectations and use the fact that σV W = 0, to obtain
e Ye ] = σXY = βσ 2 .
E[X Z
Finally, we have the correlation coefficient

σXY
ρXY =
σX σY
βσZ2
= q .
(σZ2 + σV2 )(β 2 σZ2 + σW
2 )
(b) Setting α = σZ2 /σ 2 , we have that
βα
ρXY = p .
(1 + α)(1 + β 2 α)
Some exploration of limiting cases:
p
If β 2 1/α, then ρXY ≈ ± α/(1 + α), with the sign being that of β. If α
max{1, 1/β 2 } then ρXY ≈ ±1, with the sign being that of β. This corresponds to the
fluctuations in both Z and βZ being much larger than those in V and W , so Y ≈ βX.
On the other hand, if α min{1, 1/β 2 }, then ρXY ≈ βα. In particular, for α 1/|β|,
ρXY ≈ 0, because now fluctuations in X and Y are dominated by those in V and W
respectively.
)
eb
er or in ing
ed id n
W
no the iss tea s
itt W tio
w
t p W em ch
e
d on g. in t la
m ld a
.
r
or ud a uc y
w cl le tr p
e in nt ns co
D
th k ( de f i es
of or stu e o tat
ity s w g us d S
is
te f t ss th nite
e rt ss fo U
gr hi in e
th a a ly by
k
in o e r
y y p d le d
ro n an o te
st f a s d s ec
de o rse de ot
ill le u vi pr
w r sa co pro is
o eir is rk
th nd wo
a his
T
10
Solution 7.7
y6 y6 y6 y6
1 1 1 1
A D
1 1 1 1
2 2 2 C 2
B D
- - - -
1 1 1 1
2 1 x 2 1 x 2 1 x 2 1 x
(a) 1. As an example, choose E = A, F = C, and G = D. We saw in part (a) that A and

C are independent. Let’s check if they are independent when conditioned on D:
1
P (A ∩ D) 4 1
P (A | D) = = 1 =
P (D) 2
2
)
eb
1
er or in ing
P (C ∩ D) 1
ed id n
W
no the iss tea s
itt W tio
4 w
t p W em ch
P (C | D) = = =
e
d on g. in t la
m ld a
P (D) 1 2
.
r
or ud a uc y
w cl le tr p
e in nt ns co
P (A ∩ C ∩ D)
th k ( de f i es
P (A ∩ C | D) = =0
of or stu e o tat
P (D)
ity s w g us d S
is
te f t ss th nite
Since P (A ∩ C | D) 6= P (A | D)P (C | D), events A | D and C | D are not

e rt ss fo U
gr hi in e
th a a ly by
k
in o e r
independent even though A and C are independent when not conditioned on event
y y p d le d
ro n an o te
st f a s d s ec
D.
de o rse de ot
ill le u vi pr
w r sa co pro is
2. As an example, choose J = A∪C, K = B, and L = C. J and B are not independent:

o eir is rk
th nd wo
a his
T
3
P (J) = P (A) + P (C) − P (A ∩ C) =
4
1
P (B) =
2

1 1 1
P (J ∩ B) = P x < , y < = 6= P (J)P (B)
2 2 4
However, we can show that J and B are independent when conditioned on L = C:
1
P (J ∩ C) 2
P (J | C) = = 1 =1
P (C) 2
1
P (B ∩ C) 4 1
P (B | C) = = 1 =
P (C) 2
2
1
P (J ∩ B ∩ C) 4 1
P (J ∩ B | C) = = 1 = = P (J | C)P (B | C)
P (C) 2
2
11
(b) The statement is TRUE. To see this, let us define a new event E = W ∩ Q, and use it
as follows:
P (V ∩ W ∩ Q)
P (V ∩ W |Q) =
P (Q)
P (V ∩ E)
=
P (Q)
P (V |E)P (E)
=
P (Q)
P (W ∩ Q)
= P (V |E)
P (Q)
= P (V |W ∩ Q)P (W |Q). (3)
As an example, we may use the previously defined events B, C, and D. The probability
)
P (B ∩ C|D) may be found from the definition of conditional independence by:
eb
er or in ing
ed id n
W
no the iss tea s
itt W tio
w
t p W em ch
e
d on g. in t la
m ld a
P (B ∩ C ∩ D) 1/4 1
.
r
P (B ∩ C|D) = = = .
or ud a uc y
w cl le tr p
e in nt ns co
P (D) 1/2 2
th k ( de f i es
of or stu e o tat
ity s w g us d S
If we use the result from Equation 3 we have that

is
te f t ss th nite
e rt ss fo U
gr hi in e
th a a ly by
P (B ∩ C ∩ D) P (C ∩ D)
k
1/4 1/4 1
in o e r
y y p d le d
P (B ∩ C|D) = P (B|C ∩ D)P (C|D) = = = .

ro n an o te
st f a s d s ec
P (C ∩ D) P (D) 1/4 1/2 2

de o rse de ot
ill le u vi pr
w r sa co pro is
o eir is rk
th nd wo
a his
T
12
Solution 7.8
This is a lot easier after Chapter 9, but only uses elementary concepts. We solve (a) and
(b) together.
There are two possible decision rules, D1 or D2 ,
D1 ⇒ {m b = 1 : B}, D2 ⇒ {m
b = 0 : A, m b = 0 : B, m
b = 1 : A}
The probability of error, Pe , is given by
b 6= m) = P (m = 1, m
Pe = P (m b = 0) + P (m = 0, m
b = 1)
b = 0 | m = 1) + P (m = 0)P (m
= P (m = 1)P (m b = 1 | m = 0)
Substituting in the given values, we get,
)
eb
er or in ing
ed id n
Pe,D1 = (0.4 × 0.5) + (0.6 × 0.3) = 0.38
W
no the iss tea s
itt W tio
w
t p W em ch
e
d on g. in t la
m ld a
Pe,D2 = (0.4 × 0.5) + (0.6 × 0.7) = 0.62
.
r
or ud a uc y
w cl le tr p
e in nt ns co
D
th k ( de f i es
Since Pe,D1 is the lower of the two, the minimum-probability-of-error decoder is D1 .

of or stu e o tat
ity s w g us d S
is
te f t ss th nite
e rt ss fo U
The minimum-probability-of-error decoder can be chosen intuitively. One can observe that,
gr hi in e
th a a ly by
k
in o e r
y y p d le d
since m = 1 has equal probability of resulting in either outcome, it will not affect the final
ro n an o te
st f a s d s ec
de o rse de ot
probability of error. In the case m = 0, it is clear that m

b = 0 is the more probable outcome,
ill le u vi pr
w r sa co pro is
hence one can conclude that assigning A to m b = 0 results in less error.

o eir is rk
th nd wo
a his
T
13
Solution 7.9
(a) There are three possible values for R: −2, 0, or 2. The probability for each value, P (R =
r), is given as,
P (R = r) = P (X = x, N = r − x) = P (X = x)P (N = r − x)
The independence of X and N allows the last equality.
P (R = 2) = P (X = 1)P (N = 1) = p(1 − g)
P (R = 0) = P (X = 1)P (N = −1) + P (X = −1)P (N = 1) = 1 − g − p + 2gp
P (R = −2) = P (X = −1)P (N = −1) = g(1 − p)
)
eb
er or in ing
ed id n
(b) The choice of our estimate will be based on the conditional probabilities P (X = x | R = r):
W
no the iss tea s
itt W tio
w
t p W em ch
e
d on g. in t la
m ld a
.
r
or ud a uc y
R=2 or -2
w cl le tr p
e in nt ns co
D
th k ( de f i es
For each case, only a unique combination of X and N exists. For R = 2, X = N = 1 and
of or stu e o tat
ity s w g us d S
for R = −2, X = N = −1. Therefore, only one reasonable estimate is possible for both
is
te f t ss th nite
cases: R = 2 → X b = 1 and R = −2 → X b = −1
e rt ss fo U
gr hi in e
th a a ly by
k
in o e r
y y p d le d
ro n an o te
st f a s d s ec
R=0
de o rse de ot
ill le u vi pr
w r sa co pro is
We can further simplify the probability,

o eir is rk
th nd wo
a his
P (X = x, R = 0) P (N = −x)
T
P (X = x | R = 0) = =
P (R = 0) P (R = 0)
We compare two possible cases, x = 1 and x = −1.
P (N = −1) 1−p
P (X = 1 | R = 0) = =
P (R = 0) 1 − g − p + 2gp
P (N = 1) p
P (X = −1 | R = 0) = =
P (R = 0) 1 − g − p + 2gp
1
Since 2 < p < 1, P (X = −1 | R = 0) has the larger value. Our estimate, X,
b will be −1.
14
(c) We expand the given equation for P (correct) as following,
P (correct) = P (X = −1)P (X
b = −1 | X = −1) + P (X = 1)P (X b = 1 | X = 1)

= P (X = −1) P (Xb = −1, N = 1 | X = −1) + P (Xb = −1, N = −1 | X = −1)

+ P (X = 1) P (Xb = 1, N = 1 | X = 1) + P (X
b = 1, N = −1 | X = 1)
 
X
= P (X = −1)  P (N = n)P (Xb = −1 | X = −1, N = n)
n∈{−1,1}
 
X
+ P (X = 1)  b = 1 | X = 1, N = n)
P (N = n)P (X
n∈{−1,1}

= P (X = −1) P (N = 1)P (X
b = −1 | R = 0) + P (N = −1)P (Xb = −1 | R = −2)
)
eb
er or in ing

ed id n
W
no the iss tea s
itt W tio
b = 1 | R = 2) + P (N = −1)P (X
+ P (X = 1) P (N = 1)P (X b = 1 | R = 0) w
t p W em ch
e
d on g. in t la
m ld a
.
r
or ud a uc y
w cl le tr p
e in nt ns co
D
th k ( de f i es
of or stu e o tat
Using the values for conditional probabilities from (b), we get

ity s w g us d S
is
te f t ss th nite
e rt ss fo U
p2 (1 − p)2
gr hi in e

th a a ly by
P (correct) = g + (1 − p) + (1 − g) p +
in o e r
y y p d le d
ro n an o te
1 − g − p + 2gp 1 − g − p + 2gp
st f a s d s ec
de o rse de ot
ill le u vi pr
2
1 − p + 2pg(2p − 1) − g (2p − 1) 2
w r sa co pro is
=
o eir is rk
th nd wo
1 − g − p + 2gp
a his
T
This decision rule that chooses the X of maximum conditional probability, given R, also
maximizes the probability of being correct.
15
Solution 7.10
(a) Given each hypothesis (H0 , H1 ), the number of photon arrivals is from 0 to ∞. Since the
sum of probabilities should equal 1, we get the following:
∞ ∞
X X A0
P (k | H0 ) = A0 v0k = 1 ⇒ = 1 ⇒ A0 = 1 − v 0
1 − v0
k=0 k=0
∞ ∞
X X A1
P (k | H1 ) = A1 v1k = 1 ⇒ = 1 ⇒ A1 = 1 − v 1
1 − v1
k=0 k=0
Therefore,
P (k | H0 ) = (1 − v0 )v0k P (k | H1 ) = (1 − v1 )v1k
)
eb
er or in ing
ed id n
W
no the iss tea s
itt W tio
w
t p W em ch
(b) We use Bayes’ rule.
e
d on g. in t la
m ld a
.
r
or ud a uc y
w cl le tr p
P (m | H1 )P (H1 )
e in nt ns co
P (H1 | m) =
th k ( de f i es
P (m)
of or stu e o tat
ity s w g us d S
0.5 × (1 − v1 )v1m
is
te f t ss th nite
=
e rt ss fo U
gr hi in e
0.5 × (1 − v0 )v0m + 0.5 × (1 − v1 )v1m

th a a ly by
k
in o e r
y y p d le d
ro n an o te
(1 − v1 )v1m
st f a s d s ec
de o rse de ot
=
ill le u vi pr
(1 − v0 )v0m + (1 − v1 )v1m
w r sa co pro is
o eir is rk
th nd wo
a his
T
(c) The probability of error, given as Pe , can be defined as follows (for more information,
refer to Section 9.3.1):
Pe = P (H0 )P (0 H10 | H0 ) + P (H1 )P (0 H00 | H1 )

X X
= P (H0 ) P (k | H0 ) + P (H1 ) P (k | H1 )
D1 D0
X X
= 0.5 × (1 − v0 )v0k + 0.5 × (1 − v1 )v1k
k≥n0 0≤k<n0
v n0 + 1 − v1n0
= 0
2
One might be tempted to take the derivative with respect to n0 to find the n∗0 that mini-
mizes Pe . However, n0 is an integer, so this approach will be inaccurate.
An alternative approach is to use the hypothesis testing framework from Section 9.2.1,
where we learn that Pe is minimized if, for each possible number of photons, we chose
the hypothesis H with bigger P (H | k). We only have to compare the numerators,
16
0.5 × (1 − v1 )v1k and 0.5 × (1 − v0 )v0k , since the denominators are equal. Note that these
two functions intersect at one point, k = k ∗ . For k > k ∗ , P (H1 | k) > P (H0 | k) and
k ≤ k ∗ , P (H1 | k) < P (H0 | k). If we let k ∗ = n0 , we notice that the receiver in the
problem description already follows the desired decision rule that minimizes Pe , with k ∗
equal to n∗ .
P (H1 | n∗0 ) = P (H0 | n∗0 )

n∗ n∗
⇒ (1 − v1 )v1 0 = (1 − v0 )v0 0
⇒ ln(1 − v0 ) + n∗0 ln(v0 ) = ln(1 − v1 ) + n∗0 ln(v1 )

1−v0
ln 1−v 1
⇒ n∗0 =
v1
ln v0
As described above, this is the best decision rule.
)
eb
er or in ing
ed id n
W
no the iss tea s
itt W tio
w
t p W em ch
e
d on g. in t la
m ld a
(d) Since P (H0 ) 6= P (H1 ), we need to generalize n∗0 from above.
.
r
or ud a uc y
w cl le tr p
e in nt ns co

ln PP (H 0 )(1−v0 )
th k ( de f i es
of or stu e o tat
(H1 )(1−v1 )
n∗0 =
ity s w g us d S

is
te f t ss th nite
ln vv10
e rt ss fo U
gr hi in e
th a a ly by
k
in o e r
y y p d le d
ro n an o te
st f a s d s ec
A simple calculation yields the following result

de o rse de ot
ill le u vi pr
w r sa co pro is
P (H1 ) = 0.7 → n∗0 = 0 → Pe = 0.5

o eir is rk
th nd wo
a his
P (H1 ) = 1 → n∗0 = −∞ → Pe ∼ 0
T
P (H1 ) = 1 makes sense, since if the light signal is always sent, the probability of error
would be 0.
17
Solution 7.11
(a) In terms of conditional probability, we have to calculate P (Y = y | c used), where y =

{−1, 0, 1} and c = {A, B}. The conditional probability could further be simplified as
P (Y = y | c used) = P (Y = y, X = 1 | c used) + P (Y = y, X = −1 | c used)
= P (X = 1)P (Y = y | X = 1, c used) + P (X = −1)P (Y = y | X = −1, c used)
The conditional probabilities in the last equation can be read straightly from the given
figure.
For Channel A,
3 3
P (Y = −1 | A used) = 0.5 × 0 + 0.5 × =
)
4 8
eb
er or in ing
ed id n
W
no the iss tea s
itt W tio
1 1 w1
t p W em ch
e
d on g. in t la
m ld a
P (Y = 0 | A used) = 0.5 × + 0.5 × =
4 4 4
.
r
or ud a uc y
w cl le tr p
3 3
e in nt ns co
P (Y = 1 | A used) = 0.5 × + 0.5 × 0 =

th k ( de f i es
of or stu e o tat
4 8
ity s w g us d S
is
te f t ss th nite
e rt ss fo U
gr hi in e
th a a ly by
k
in o e r
y y p d le d
For Channel B,
ro n an o te
st f a s d s ec
de o rse de ot
ill le u vi pr
1 5
w r sa co pro is
P (Y = −1 | B used) = 0.5 × + 0.5 × 1 =

o eir is rk
4 8
th nd wo
a his
3 3
T
P (Y = 1 | B used) = 0.5 × + 0.5 × 0 =

4 8
(b) We use the following relation, which is Bayes’ rule.

P (A used, Y = −1)
P (A used | Y = −1) =
P (Y = −1)
P (A)P (Y = −1 | A used)
=
P (Y = −1)
Note that the denominator could further be simplified as

P (Y = −1) = P (Y = −1, A used) + P (Y = −1, B used)
= P (A used)P (Y = −1 | A used) + P (B used)P (Y = −1 | B used)
3 5 5 − 2α
= α × + (1 − α) × =
8 8 8
18
Therefore,
P (A used, Y = −1) α× 3 3α
P (A used | Y = −1) = = 5−2α8 =
P (Y = −1) 8
5 − 2α
(c) We first need to calculate P (B used | Y = −1) as in (b).

5
P (B used, Y = −1) (1 − α) × 8 5(1 − α)
P (B used | Y = −1) = = 5−2α =
P (Y = −1) 8
5 − 2α
Therefore,
P (A used | Y = −1) > P (B used | Y = −1)

3α 5(1 − α)
⇒ >
5 − 2α 5 − 2α
)
eb
er or in ing
5
ed id n
W
no the iss tea s
itt W tio
w
t p W em ch
⇒α>
e
d on g. in t la
m ld a
8
.
r
or ud a uc y
w cl le tr p
e in nt ns co
D
th k ( de f i es
of or stu e o tat
5 − 2α is positive as α itself is positive and cannot be bigger than 1. Therefore, if

ity s w g us d S
is
te f t ss th nite
5
8 < α ≤ 1, we would decide that channel A was used upon receiving Y = −1.
e rt ss fo U
gr hi in e
th a a ly by
k
in o e r
y y p d le d
ro n an o te
st f a s d s ec
Next, we need to figure out the range of α for which the Channel A will be chosen,
de o rse de ot
ill le u vi pr
regardless of the received Y value. Notice that Y = 0 is only possible through channel
w r sa co pro is
o eir is rk
th nd wo
A, regardless of the α value (α cannot be 0 though, as Y = 0 cannot happen in the first

a his
place.) Thus, we focus on Y = 1. The following needs to hold:

T
P (A used | Y = 1) > P (B used | Y = 1)

3 3
8 ×α 8 × (1 − α)
⇒ >
+ 3(1−α)
3α
8 8
3α
8 +
3(1−α)
8
1
⇒α>
2
Combining the three cases, we reach the conlcusion that channel A will be decided, re-
gardless of Y value, for
5
<α≤1
8
(d) We use the idea from previous problems. If P (A used | Y = sequence) > P (B used | Y =
sequence), channel A will be chosen; otherwise, channel B will be chosen. The problem
can be broken down into two parts: 1) b 6= 0 and 2) b = 0.
If b 6= 0, channel A will always be chosen, as channel B does not allow for the
received value of 0.
19
If b = 0,
P (A used | Y = sequence) > P (B used | Y = sequence)

P (Y = sequence | A used)P (A used) P (Y = sequence | B used)P (B used)
⇒ >
P (Y = sequence) P (Y = sequence)
⇒ P (Y = −1 | A) P (Y = 1 | A) × α > P (Y = −1 | B)a P (Y = 1 | B)c × (1 − α)
a c
a c a c
3 3 3 5
⇒ α> (1 − α) ⇒ 3c α > 5c (1 − α)
8 8 8 8
5c
⇒α> c
5 + 3c
5c
Therefore, channel A will be chosen for 5c +3c < α ≤ 1; otherwise, channel B will be
chosen.
)
eb
er or in ing
ed id n
W
no the iss tea s
itt W tio
w
t p W em ch
e
d on g. in t la
m ld a
.
r
or ud a uc y
w cl le tr p
e in nt ns co
D
th k ( de f i es
of or stu e o tat
ity s w g us d S
is
te f t ss th nite
e rt ss fo U
gr hi in e
th a a ly by
k
in o e r
y y p d le d
ro n an o te
st f a s d s ec
de o rse de ot
ill le u vi pr
w r sa co pro is
o eir is rk
th nd wo
a his
T
20
Solution 7.12
(a) False. Suppose (X, Y ) take the values (−1, 0), (0, 1), and (1, 0) with equal probability
(= 13 ). Then E[XY ] = 0 since either X or Y is 0 for every outcome, and also E[X] = 0,
because it is distributed symmetrically around 0. Hence E[XY ] = E[X]E[Y ], so X and
Y are uncorrelated.
Now note that (X 2 , Y 2 ) take the values (1, 0) and (0, 1) with respective probabilities 23
and 31 . Thus E[X 2 Y 2 ] = 0, because either X 2 or Y 2 is 0 for every outcome. However,
E[X 2 ] = 32 and E[Y 2 ] = 31 , so E[X 2 Y 2 ] 6= E[X 2 ]E[Y 2 ], i.e., X 2 and Y 2 are uncorrelated.
(b) True. By definition of independence, fX,Y (x, y) = fX (x)fY (y). Then we have,
Z Z
E[g(X)h(Y )] = g(X)h(Y )fX,Y (x, y)dxdy
)
Z Z
eb
er or in ing
ed id n
W
no the iss tea s
= g(X)fX (x)dx h(Y )fY (y)dy = E[g(X)]E[h(Y )]
itt W tio
w
t p W em ch
e
d on g. in t la
m ld a
.
r
or ud a uc y
w cl le tr p
e in nt ns co
D
th k ( de f i es
of or stu e o tat
ity s w g us d S
(c) False. The definition of conditional probability is, as stated in Eq. (7.27),
is
te f t ss th nite
e rt ss fo U
gr hi in e
th a a ly by
fX,Y (x, y)
in o e r
y y p d le d
fX|Y (x | y) =
ro n an o te
st f a s d s ec
fY (y)
de o rse de ot
ill le u vi pr
w r sa co pro is
o eir is rk
which is same as the given equation in the problem. fX,Y (x, y) = fX (x)fY (y) must hold
th nd wo
a his
if X and Y are independent.

T
21
Solution 7.13
2
(a) We would like to show that rXY 2 r 2 . Let’s start with what we know:
≤ rX Y
2 2 2
σXY ≤ σX σY
2
rX = µ2X + σX
2
rY2 = µ2Y + σY2

rXY = µX µY + σXY
2
Then substituting back into inequality σXY 2 σ2 ,
≤ σX Y
)
eb
er or in ing
ed id n
W
no the iss tea s
itt W tio
w
t p W em ch
e
d on g. in t la
m ld a
(rXY − µX µY )2 ≤ (rX
2
− µ2X )(rY2 − µ2Y )
.
r
or ud a uc y
w cl le tr p
e in nt ns co
2
µ2Xµ2Y ≤ rX
− 2rXY µX µY + 2 2
rY − µ2X rY2 − µ2Y rX
2
µ2Xµ2Y
th k ( de f i es

rXY +
of or stu e o tat
ity s w g us d S
2 2 2
rXY − 2rXY µX µY ≤ rX rY − µ2X rY2 − µ2Y rX
2
is
te f t ss th nite
e rt ss fo U
gr hi in e
2 2 2
≤ rX rY − µ2X rY2 − µ2Y rX
2
th a a ly by
rXY + 2rXY µX µY
k
in o e r
y y p d le d
ro n an o te
st f a s d s ec
2 2
≤ rX rY − E[(µX Y − µY X)2 ]
de o rse de ot
ill le u vi pr
w r sa co pro is
o eir is rk
th nd wo
a his
Since we know that E[(µX Y − µY X)2 ] ≥ 0,

T
2 2 2
rXY ≤ rX rY .
A more direct route to the proof is to start with the observation that E[(αX − Y )2 ] ≥ 0
for all α, expand and take expectations to get α2 rX 2 − 2αr 2
XY + rY ≥ 0, and then note
that this is possible if and only if this quadratic in α has at most one real root, which
then yields the desired inequality.
(b) Using the vector space picture, we can imagine that vector X and vector Y are separated
by an angle θ. Then the inner product of X and Y is expressed as
p
E[XY ] = E[X 2 ]E[Y 2 ] cos(θ)
rXY = rX rY cos(θ) .
22
Since cos2 (θ) ≤ 1,
2 2 2
rXY ≤ rX rY .
θ
X
)
eb
er or in ing
(c) Let’s start with
ed id n
W
no the iss tea s
itt W tio
w
t p W em ch
e
d on g. in t la
m ld a
.
r
or ud a uc y
w cl le tr p
e in nt ns co
D
th k ( de f i es
−σX σY ≤ σXY ≤ σX σY
of or stu e o tat
ity s w g us d S
−σ 2 ≤ rXY − µ2 ≤ σ 2
is
te f t ss th nite
e rt ss fo U
gr hi in e
th a a ly by
k
in o e r
y y p d le d
ro n an o te
st f a s d s ec
de o rse de ot
ill le u vi pr
After adding µ2 to both sides,

w r sa co pro is
o eir is rk
th nd wo
a his
−σ 2 + µ2 ≤ rXY ≤ σ 2 + µ2
T
−r2 + 2µ2 ≤ rXY ≤ r2
23
Solution 7.14
(a) The probability of error is the sum of the numbers in all the off-diagonal boxes, because
these are precisely the outcomes that contribute to an error for the given decision rule, so
X
Perror = P (j sent ∩ k received)
j6=k
= 0.10 + 0.09 + 0.13 + 0.21 + 0.12 + 0.07

= 0.72
(b) For minimum probability of error, for each received k, declare in favor of the sent message
j that corresponds to the largest element in the column. Thus, j is declared to be sent
)
eb
er or in ing
ed id n
W
no the iss tea s
itt W tio
according to the rule w
t p W em ch
e
d on g. in t la
m ld a
.
r
or ud a uc y
w cl le tr p
e in nt ns co
D
th k ( de f i es

 2 :k=1
of or stu e o tat
ity s w g us d S
j= 1 :k=2
is
te f t ss th nite
e rt ss fo U
2 :k=3

gr hi in e
th a a ly by
k
in o e r
y y p d le d
ro n an o te
st f a s d s ec
de o rse de ot
The probability of deciding correctly is the sum of the joint probabilities that j was sent
ill le u vi pr
w r sa co pro is
and k received for each of the pairs above.

o eir is rk
th nd wo
a his
T
Pcorrect = P (j = 2 ∩ k = 1) + P (j = 1 ∩ k = 2) + P (j = 2 ∩ k = 3)
= 0.13 + 0.10 + 0.21
= 0.44
The probability of guessing in error and the probability of guessing correctly must sum
to 1. Thus,
Perror = 1 − Pcorrect
= 0.56 < 0.72
(c) The expected cost is

X
c(j, l)P (j sent ∩ l declared)
j,l
24
For the decision rule in (a), P (j sent ∩ l declared) is the same as P (j sent ∩ l received),
and these terms are all displayed in the table. Multiply each j, k entry in the table by the
corresponding c(j, k), and add the resulting numbers to obtain the risk.
(d) Rewrite the expected cost as

X
c(j, l)P (j sent ∩ l declared |k received)P (k received)
j,k,l
The optimum decision rule minimizes the inner part of this, namely
X
c(j, l)P (j sent ∩ l declared |k received)
j,k,l
for each received k, because the decision rule specifies what to declare for each received
)
eb
er or in ing
signal, regardless of what’s specified for some other received signal. But given that k is
ed id n
W
no the iss tea s
itt W tio
w
t p W em ch
e
d on g. in t la
m ld a
received, the fact that we declare l is independent of the fact that j was sent. So we can
.
r
or ud a uc y
write the expected cost as

w cl le tr p
e in nt ns co
D
th k ( de f i es
of or stu e o tat
ity s w g us d S
XX
c(j, l)P (j sent |k received)P (l declared|k received)
is
te f t ss th nite
e rt ss fo U
gr hi in e
l j
th a a ly by
k
in o e r
y y p d le d
ro n an o te
st f a s d s ec
Any (deterministic) decision rule makes P (l declared |k received) = 1 for some l and 0 for
de o rse de ot
ill le u vi pr
the others. For minimum expected cost, we should make P (l declared |k received) = 1
w r sa co pro is
o eir is rk
th nd wo
for the l that has the smallest value of

a his
T
X
c(j, l)P (j sent|l received)
j
In the case of the all-or-none cost, this means we should choose l to be the j for which
P (j sent|k received) is largest. This is the same rule we had for minimum probability of
error in (b).
25
Solution 7.15
(a) The marginal distributions of V and W associated with f + (v, w) and f − (v, w) individually
are Gaussian, so the marginals associated with the given fV,W (v, w) are Gaussian as well.
However, the contours of constant density for fV,W (v, w) are evidently not ellipses, so the
joint distribution is not bivariate Gaussian.
(b) The random variables V and W are not independent. For instance, knowing nothing
about the value of V , the distribution of W is Gaussian, but given that V = v0 0, the
figure suggests that W will be bimodal. So information about W is obtained by knowing
the value of V , which indicates that these two variables are not independent.
(c) The four-quadrant symmetry of fV,W (v, w) shows that E[V W ] = 0, and E[V ] = 0 =
E[W ]. Therefore, we conclude that V and W are uncorrelated.
)
eb
er or in ing
ed id n
W
no the iss tea s
itt W tio
w
t p W em ch
e
d on g. in t la
m ld a
.
r
or ud a uc y
w cl le tr p
e in nt ns co
D
th k ( de f i es
of or stu e o tat
ity s w g us d S
is
te f t ss th nite
e rt ss fo U
gr hi in e
th a a ly by
k
in o e r
y y p d le d
ro n an o te
st f a s d s ec
de o rse de ot
ill le u vi pr
w r sa co pro is
o eir is rk
th nd wo
a his
T
26
Solution 7.16
(a) (i) The expected value of Z is µZ = E[cQ + V ] = E[cQ] + E[V ] = cE[Q] + E[V ] = c.
(ii) The variance computations are all simplified by recognizing that Ze = cQ
e + Ve , where
Ze denotes the deviation of Z from its mean value µZ , and similarly for the other
variables.
σZ2 = E[Ze2 ]
= E[c2 Q
e 2 + 2cQ
e Ve + Ve 2 ]
= c2 σQ
2
+ σV2 + 2cσQ,V
(iii) The covariance of Z and Q is
σZ,Q = E[ZeQ]
e
)
eb
er or in ing
ed id n
W
no the iss tea s
itt W tio
= E[(cQ
e + Ve )Q] w
t p W em ch
e
d on g. in t la
m ld a
e
.
= cσQ + σV,Q
r
or ud a uc y
w cl le tr p
e in nt ns co
D
th k ( de f i es
of or stu e o tat
(iv) The covariance of Z and V is given by

ity s w g us d S
is
te f t ss th nite
e rt ss fo U
gr hi in e
σZ,V = E[ZeVe ]
th a a ly by
k
in o e r
y y p d le d
ro n an o te
= cσQ,V + σV2
st f a s d s ec
de o rse de ot
ill le u vi pr
w r sa co pro is
o eir is rk
(b) We want to choose parameters a and b so as to minimize E[(Q − bZ − a)2 ]. If we assume

th nd wo
a his
that b is fixed and given, and defining a new random variable X = Q−bZ, it is an easy fact
T
that the value of a that minimizes E[(Q−bZ −a)2 ] = E[(X −a)2 ] is a = E[X] = µQ −bµZ .
Thus, we want to minimize the expression
E[(Q − bZ − µQ − bµZ )2 ] = variance(Q − bZ) = σQ

2
+ b2 σZ2 − 2bσQ,Z (4)
with respect to b. This expression is a quadratic function of b, and the minimum is found
by taking the derivative with respect to b, setting it equal to 0 and solving for b:
d 2
(σ + b2 σZ2 − 2bσQ,Z ) = 2bσZ2 − 2σQ,Z
db Q
= 0.
Solving for b we find that

σQ,Z σQ
b= 2 =ρ , (5)
σZ σZ
σQ,Z
where ρ is the correlation coefficient defined as ρ = σQ σZ . Then a is given by
σQ
a = µQ − ρ µZ . (6)
σZ
27
With these parameters, the mean squared error is given by
b 2 ] = σQ
E[(Q − Q) 2
+ b2 σZ2 − 2bσQ,Z from Equation 4
2 σQ
= σQ + ρ2 σ Q
2
− 2ρσQ,Z
σZ
σ 2 σ 2
2 Q,Z Q,Z
= σQ + 2 −2 2
σZ σZ
2
σQ,Z
2
= σQ −
σZ2
2 2 2
= σQ − σQ ρ
2
= σQ (1 − ρ2 ).
)
eb
er or in ing
ed id n
W
no the iss tea s
itt W tio
w
t p W em ch
e
d on g. in t la
m ld a
.
r
or ud a uc y
w cl le tr p
e in nt ns co
D
th k ( de f i es
of or stu e o tat
ity s w g us d S
is
te f t ss th nite
e rt ss fo U
gr hi in e
th a a ly by
k
in o e r
y y p d le d
ro n an o te
st f a s d s ec
de o rse de ot
ill le u vi pr
w r sa co pro is
o eir is rk
th nd wo
a his
T
28
Solution 7.17
(a) The mean and variance of X can be written in terms of the means and variances of Q
and W :
X =Q+W
µX = µQ
2 2 2
σX = σQ + σW
Since Q and W are independent Gaussians, their sum is Gaussian. Hence knowing the
mean and variance of X suffices to write down its pdf:
(x − µX )2

1
fX (x) = √ exp − 2
2πσX 2σX
)
eb
er or in ing
ed id n
W
no the iss tea s
itt W tio
w
t p W em ch
e
d on g. in t la
m ld a
(b) The covariance σXQ is most easily computed by first noting that the respective deviations
.
r
from their mean for the random variables X, Q and W satisfy

or ud a uc y
w cl le tr p
e in nt ns co
D
th k ( de f i es
of or stu e o tat
X
e =Q
e+W
f,
ity s w g us d S
is
te f t ss th nite
e rt ss fo U
gr hi in e
where X
e = X = µX , and similarly for the other variables. Then
th a a ly by
k
in o e r
y y p d le d
ro n an o te
st f a s d s ec
de o rse de ot
σXQ = E[(X − µX )(Q − µQ )]

ill le u vi pr
w r sa co pro is
o eir is rk
= E[Xe Q]
th nd wo
e
a his
e 2 ] + E[Q
T
= E[Q eWf]
2
= σQ
since Q and W are independent (and therefore uncorrelated).

The correlation coefficient ρXQ is
2
σQ
σXQ σQ
ρXQ = =q =q
σX σQ 2 + σ2 σ
σQ 2 + σ2
σQ
W Q W
Note for use in part (d) below that

2
σW 2
σW
1 − ρ2XQ = 2 + σ2 = 2 .
σQ W σX
1. ρXQ is not a function of µQ

σQ
2. If σW σQ , then noise wins and ρXQ ⇒ σW
29
If σQ σW , then signal wins and ρXQ ⇒ 1
(c) The joint pdf of fX,Q (x, q) can be found from fX|Q (x|q) and fQ (q):
fX,Q (x, q) = fX|Q (x|q)fQ (q)

!
1 (q − µQ )2
fQ (q) = √ exp − 2
2πσQ 2σQ
(x − q)2

1
fX|Q (x|q) = √ exp − 2
2πσW 2σW
!
1 (x − q)2 (q − µQ )2
fX,Q (x, q) = exp − 2 − 2
2πσQ σW 2σW 2σQ
(d) To find the conditional density fQ|X (q|x), using the fact that we already know fX,Q (x, q)
)
eb
er or in ing
ed id n
and fX (x), write
W
no the iss tea s
itt W tio
w
t p W em ch
e
d on g. in t la
m ld a
fX,Q (x, q)
.
r
or ud a uc y
w cl le tr p
fQ|X (q|x) =
e in nt ns co
fX (x)
th k ( de f i es
of or stu e o tat
ity s w g us d S
!
1 σX (x − q)2 (q − µQ )2 (x − µX )2
is
te f t ss th nite
=√ exp − − +
e rt ss fo U
2 2 2
2π σW σQ 2σW 2σQ 2σX
gr hi in e
th a a ly by
k
in o e r
y y p d le d
ro n an o te
2 !
st f a s d s ec
1 q − µQ|x
de o rse de ot
exp − 2
ill le u vi pr
=
w r sa co pro is
2σQ (1 − ρ2 )
p
σQ 2π(1 − ρ2 )
o eir is rk
th nd wo
a his
T
where we have introduced the notation

2 x + σ2 µ
σQ W Q
µQ|x = 2 + σ2
σQ W
and ρ is streamlined notation for ρXQ . The algebra that gets you to this final result is
straightforward, though painful!
We conclude that the conditional distribution of Q, given X = x, is Gaussian, with mean
2 (1 − ρ2 ).
µQ|x and variance σQ
(e) The choice of constant that minimizes the expected or mean squared deviation of a random
variable from that constant is just the expected value of the random variable. In this case,
since we are given that X = x, we need the expected value of Q given X = x. Hence
2 x + σ2 µ
σQ W Q
Q
b MMSE (x) = E[Q|X = x] = µQ|x =
2 + σ2 .
σQ W
This estimate is indeed an affine function of x. As a sanity check on the answer, note that
b MMSE (x) ≈ x, which makes sense, since X = Q+W . On
if the noise intensity is low, then Q
30
b MMSE (x) ≈ µQ , because the measurement
the other hand, if the noise dominates, then Q
is very unreliable.
The corresponding conditional mean square error is
2 σ2
σQ
2 2 W
MMSE = σQ (1 −ρ )= q
2 + σ2
σW Q
This expression also takes the values that one would expect for the extreme cases of high
noise and low noise.
(f) If Q and W are no longer independent, then X is not guaranteed to be Gaussian, so we

cannot proceed further to compute the requested pdf’s.
)
eb
er or in ing
ed id n
W
no the iss tea s
itt W tio
w
t p W em ch
e
d on g. in t la
m ld a
.
r
or ud a uc y
w cl le tr p
e in nt ns co
D
th k ( de f i es
of or stu e o tat
ity s w g us d S
is
te f t ss th nite
e rt ss fo U
gr hi in e
th a a ly by
k
in o e r
y y p d le d
ro n an o te
st f a s d s ec
de o rse de ot
ill le u vi pr
w r sa co pro is
o eir is rk
th nd wo
a his
T
31
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a grocery store when we got to Newfield, and were told that a widow
near by accommodated travelers. We found her very willing if we
could take care of the horse ourselves, for she had no “men folks.”
Despite our fatigue, as necessity compelled, we unharnessed
Charlie and gave him some corn—she had no oats. We went into the
little sitting-room to wait, but not to rest, for our hostess was very
social. After being entertained for an hour and a half, we carried a
pail of water to the barn for Charlie, and harnessed him. We asked
the amount of our indebtedness, when her ladyship mentioned a
sum exceeding what we often pay at first-class hotels, where our
horse is well groomed and grained—not by ourselves—blandly
remarking at the same time that she “did not believe in high prices.”
Our map is not much help when traveling bias, and we wondered
next where we should sleep. It was only a few miles to the little
village of West Newfield, and again we went to a grocery store for
information. Our many inquiries were very courteously answered,
and one or two hotels within a few miles were mentioned. At this
point a young man came forward, commenting on the modesty of the
storekeeper, whom he said was the hotel proprietor as well, and
advised us to stay where we were sure of good care, as we should
be no nearer Wolfeboro at either of the places suggested. We were
directed to a modest house, one-story front, which we had just
passed, where the wife of the gentlemanly storekeeper, hotel
proprietor and farmer also, we afterward learned, kindly received us
and gave us a cosy front room on the first floor. We soon felt we
were in a home, as well as a hotel, and we sat on the front doorstep
writing letters till dark, then talked of our friends in Hollis. How long
ago it all seemed! And yet we only left there that morning.
There was not a sound to disturb our slumbers that night, and we
awoke fresh for our drive of twenty-five miles to Wolfeboro. It was
still hot, but the drive was a striking contrast to that of the day
previous. We were approaching the rough country which borders
Lake Winnipiseogee, and more than once fancied ourselves among
the Berkshire hills. We stopped at a farmhouse for a pitcher of milk,
and took a little lunch sitting on a stone wall under a large tree. The
good old people begged us to go into the house, but we assured
them we preferred the wall, and when we returned the pitcher, they
had come to the conclusion that it might be pleasant to eat out of
doors once in a while. We knew they had watched us through the
curtain cracks in the front room.
Every mile now, the country was more and more delightful, so wild
and hilly. Up and down we went, getting glimpses of the lake from
the top of a high hill, then wending our way into the valley only to go
up again. It sometimes seemed as if nothing but a plunge would ever
bring us to the lake, but after much twisting and turning, we reached
Wolfeboro and drove up to The Pavilion at two o’clock. We left our
horse and traveling equipments in charge until called for, and in an
hour went on board the Lady of the Lake. Now we felt really at home,
but the charms of Lake Winnipiseogee are only increased by
familiarity, and we never enjoyed it more. At Weirs Landing a friendly
face greeted us, one always present at the Grove meetings. We
secured at Hotel Weirs the room we had last year, and then went out
in search of friends, and found them from the East, West, North and
South. We surprised them all, for they had heard indirectly only the
day before that we had started on our journey with usual
indefiniteness, except that we were not going to Weirs.
The two or three days we spent there were interspersed with
sermons, friendly reunions, rowing, and a trip to Wolfeboro on The
Gracie, with a party of twenty. The talented company, the glories of
the lake and shore scenery by daylight, the sunset tints, the moon in
its full beauty, and the lightning darting through the black clouds in
the distant north, with now and then a far-away rumbling of thunder,
made a rare combination.
The next day, Saturday, was very bright, and we made sure of one
more pleasant sail. The Lady of the Lake landed us at Wolfeboro at
four o’clock, and we immediately ordered our horse, and made
inquiries about hotels, roads and distances. We learned that hills
abounded and that hotels were few and poor, and that Alton Bay was
the only place where we would be sure of good accommodations;
that the distance was twelve miles, and the road the roughest in the
vicinity. We did not care to go to Alton Bay, as we had been there on
a previous journey, but it seemed our wisest course. At different
times we had driven entirely around the lake, except this twelve
miles, and we knew what to expect without the emphatic assurance
of the clerk. We started off full of enthusiasm to surmount all
difficulties, drew forth the revolver from the bottom of the bag, where
it had been stowed away during our stay at Weirs, and amused
ourselves by keeping tally of the hills, fifteen by actual count! They
were long and high, too, but the fine views fully compensated us,
and we knew Charlie was equal to the effort, for we had not forgotten
the Canada hills he took us over last year. It was dark when we
reached Alton Bay, and we were quite ready to enjoy the comforts
that awaited us.
While our friends we had left at Weirs were preaching and being
preached to, we quietly enjoyed the Sunday hours in our pleasant
parlor overlooking the lake, reading and resting from our rough drive.
At sunset we strolled to the water’s edge, sat down in an anchored
row-boat and watched the clouds, which were grandly beautiful,
looking at first like an immense conflagration, then resolving into
black, smoky clouds as the last rosy tint faded.
Monday was a perfect day and Charlie was as fresh for the twenty-
eight miles to Dover as we were. The road was familiar, but seemed
none the less pleasant. At Rochester we looked for the hotel, with
beautiful hanging baskets all around the piazza, where we spent a
night two years ago on our homeward drive from the mountains. Just
after supper at Dover we heard a great chorus of bells, whistles and
puffing engines. There was a fire just across the street, and we
watched the devouring flames and the feather beds and bundles as
they were thrown from the second story window into the drenched
street, until the excitement was over, then went out for a walk. That
night we packed up a little more than usual and planned what to do
in case of fire, for our baggage is necessarily so limited on these
journeys we should miss even the smallest article. Our precaution
insured us sweet sleep and we took an early leave of Dover for
Exeter, where we rested two hours, then started for Epping.
Suddenly we changed our minds, faced about and went to Kingston.
We had never been in Kingston. If we had, we never should have
faced that way again; for the best hotel was the poorest we had yet
found, and the drive to Haverhill the next day very uninteresting. We
fully appreciated the dry retort of a chatty old man, who gave us
some directions, then asked where we came from that morning
—“Kingston Plains! Good Lord!”
The drive from Haverhill to Andover was quite pleasant. We arrived
there at three o’clock in the afternoon, and although we had driven
but twenty miles, at once decided to go no farther that day. The heat
was still oppressive, and no rain had fallen since we left home,
except the shower at the Isles of Shoals. We made ourselves as
comfortable as possible with books and lemonade. “Another
pleasant day!” we said with a sigh, next morning. We were really
longing for one of our cosy rainy-day drives.
Lowell and Lawrence were in our direct homeward route, but to
avoid those places we had full directions to Littleton, and started in
good faith for that place, but came across a guideboard which said,
“Boston, twenty miles,” in the opposite direction. The temptation was
too great, and once more we faced about. We called on friends as
we drove through Reading and Maplewood, and finally found
ourselves at Point of Pines. The heat and discomfort we had
experienced were all forgotten there. The brilliant illuminations and
the music made the evening hours delightful. The cool night was a
luxury indeed. We spent the morning on the piazza with friends, and,
after an early luncheon, drove into Boston via Chelsea Ferry. Oh!
how hot it was! We thought there had been a change in the weather,
but concluded we had been told truly, that it is always cool at the
“Point.”
The crowded city streets distract Charlie, but we succeeded in
wending our way to Devonshire street, where we got the latest news
from home from a friend. Our last mail we had received at Weirs. We
did a little shopping on Winter street, and then left the busy city for
Cambridge, and on through Arlington and Lexington to Concord, a
drive one cannot take too often, so full is it of historic interest. As we
near the home of Emerson, Thoreau, Hawthorne, and the Alcotts,
and the monuments of Revolutionary interest, the very atmosphere
seems full of recollections and reminiscences. The noble words of
Emerson, the hermit life of Thoreau, the fascinating writings of
Hawthorne, transcendental people, “Little Women” and cousins just
like other people, are all confused with skirmishes with the English,
and the effort to realize it is all true. We have experienced this
ecstasy more than once before, and it has faded away naturally as
we drove on, but this time the spell was broken suddenly. We
stopped at the hotel and found it just like a hundred other country
taverns, not a suggestion of anything transcendental, and we felt as
if dropped from the heights into the abyss of commonplaceness. We
tried to rise again by watching from our window the passers-by and
selecting those who looked as if they had been to the Summer
School of Philosophy, but all in vain, and by the time we were ready
to leave in the morning our enthusiasm had sunk to the Kingston
level.
We had ordered our mails reforwarded from Weirs to Fitchburg, and
now we were perplexed to know how to get them on our way home,
when Leominster comes first. We studied our map and finally asked
directions to Littleton again, and this time saw no enticing
guideboard. We lunched at Ayer, lost our way trying to go from
Shirley to Lunenburg (we rarely take a wrong road except when near
home, where we are so sure we know we do not ask), and were
ready for our two-hours’ rest when we arrived. The dust we shook off
there was more than replaced before we reached Fitchburg. So
many people were driving it was like a trip through the clouds; and
the heat was so great, with the sun in our faces all the way, we set
that little drive apart as the most uncomfortable of our whole journey.
We forgot all our dusty zigzagging, however, as we drove leisurely
towards Leominster, reading our letters, which were none the less
interesting for having been a week in the Fitchburg post office.
Curious friends questioned our knowledge of geography, as they
always do when we come from Boston through Fitchburg, and go our
roundabout ways, but many years’ experience has convinced us
there is more beauty in a curved than a straight line. We have taken
longer journeys, and had better weather, but we shall always
remember the journey of last summer as one of the pleasantest.
CHAPTER IV.
MOOSILAUKE AND FRANCONIA NOTCH.
“You did not take your drive this year, did you? I have seen nothing
of it in the papers.” This oft-repeated query, and many similar hints,
suggest that we have kept the pleasant incidents of our last
summer’s drive to ourselves long enough; and the kindly interest of
friends we know, and some we do not know, should be sufficient
incentive to prompt our pen to tell you all about it.
Only those who have traveled by carriage nearly four thousand
miles, within a radius of two hundred miles, in twelve successive
summers, can appreciate the difficulty which increases each year in
deciding which way to go. Railway travelers escape that difficulty, for
they can only go where the rails are laid; but we belong to the great
company of tramps who wander aimlessly, and rarely know in the
morning where they will rest at night. We had only one definite idea
when we decided to go somewhere, and that was, not to go to the
seashore, because it was hot there last year; we believe in having a
reason, however senseless it may be.
During the small hours of the morning of July 13th we found
ourselves packing. Packing for a carriage journey means looking
over once more the “must haves” which have been carefully
selected, to see how many can be dispensed with in order to reduce
the quantity to the amount of “baggage allowed” in a phaeton. This
allowance is so small that, however limited one’s wardrobe may be,
it looks plentiful after a month’s absence from it. This fact may well
be mentioned as one of the decided advantages which a journey by
carriage has over almost every other kind of summer traveling. The
fewest things possible having been condensed into the smallest
space possible, we were ready for a start at eight o’clock; but the
clouds hung heavy, and we waited awhile for the sun to find its way
through them; then said “good morning” to friends and were off. We
drove to Fitchburg because we like to start north, and from there we
went to Ashburnham. Before we left Fitchburg the sun forgot all
about us and hid behind the clouds, which had no consideration for
our desire not to get wet the first day, and poured their contents on
us unsparingly until we got to Ashburnham, where we stopped an
hour or two. With seeming maliciousness the rain ceased during our
stay, and began with renewed energy directly we were on our way
again; and as we drove on through Winchendon the thunder and
lightning rapidly increased. We had quite enjoyed the distant
rumbling, but it was getting unpleasantly near. The freshness of all
our equipments was decidedly marred when we drove to the hotel in
Fitzwilliam, and waterproofs and blankets were despatched to the
kitchen fire to dry.
We devoted the evening to an earnest debate on “Why did we come
to Fitzwilliam?” We had not even the reason we had for going to
Fitchburg, and wherever we might drive, it did not seem as if
Fitzwilliam was likely to be on our way. We do not know yet how it
happened, unless the thunder and lightning so diverted us that we
did not look on the map to see that Fitzwilliam was not on the way to
anywhere. It is indeed delightful enough to be a terminus, and we
were well cared for and ready for an early start when the bright
morning greeted us. We faced toward Jaffrey, but were not out of
sight of the hotel when we noticed our horse was lame. We drove
on, thinking he might have stepped on a stone, and would soon be
all right; but instead he grew worse, and, as we could not discover
the cause after careful examination, we settled into a walk, and
decided to stop at the first hotel we came to.
This was a new experience, and it looked serious. We found such
slow traveling tiresome, and stopped for an hour in a very inviting
spot by the wayside, where the rocks, under the shade of a large
tree, seemed to be arranged for our especial comfort. We had
luncheon from our basket, and read aloud, and watched between
times the movements of a little green snake that evidently
considered us intruders and was not disposed to give us absolute
possession of the place.
We were refreshed, but Charlie was no better, and we were glad
when we came to a hotel so pleasantly located that we felt we could
spend Sunday there very comfortably, and hoped Charlie would be
well by that time. Of course our limping condition interested the
bystanders, and their wise opinions were freely volunteered. One
said it was a sprain; another, strained cords of the right foot; a third
thought the difficulty was in the left foot; when the landlord removed
his pipe from his mouth and wisely declared he did not know, and as
he resumed his smoking his manner indicated that the horse was as
well as he ever would be. The best of care was promised, and to
make sure of hitting the right place, the faithful hostler compressed
both legs.
We established ourselves comfortably in a large front room facing
Monadnock, a mountain we never tire of, and tried to enjoy as much
as other people do who go to places to stay, instead of being always
on the wing as we are. The afternoon and evening passed
pleasantly, although we occasionally grew retrospective and thought
of our usual good time and how some people would say, “That
comes of starting on Friday.” Should we have to go home? and
where would we be if Charlie had not been lame? Sunday morning
we went quietly into the back pew of the little church across the
green; then we read and read, and after that we read some more.
Charlie seemed a little better at night, and Monday morning the
landlord said he thought it would be well to drive him. (We think he
expected parties to take our room.)
We started towards East Jaffrey, and tried to think he was better, but
it was of no use. There was serious trouble somewhere. Having the
day before us, we concluded to try to get to Peterboro, an easy drive
if a man had not carelessly given us a wrong direction, which took us
a long way over hard hills instead of along the pretty river road. Poor
Charlie! he did his best; and so did we, for, despite the heat, we
walked much of the way and dragged him. We looked and felt forlorn
as lost children, but our wits were sharpened by our
discouragements, and we concluded he had sand or gravel under
his shoe. We did wish we had had a blacksmith instead of a
compress at Jaffrey!
We hobbled into Peterboro in course of time, and asked to have
Charlie taken directly to a blacksmith, who said we were right, but he
feared the trouble was not discovered in season for immediate relief.
We again settled down to await our fate. The hotel was very nice, but
the outlook was a poor exchange for Monadnock; nothing but stores,
the signs on which we read until it seemed as if we could never
forget them, as our eyes wandered up and down the street in search
of something restful. All things have an end, so had this
unsatisfactory day. We made an early call, next morning, on the
blacksmith, who said we had better let Charlie rest that day, and take
him down to the shop Wednesday morning.
Another day! Our diary record for that day is, “We do not like this
way of taking a carriage journey.” Before the sun set we were driven
to an extremity never reached before, in all our journeyings—an
afternoon nap to kill time. After breakfast Wednesday morning, in
desperation, we took matters into our own hands, went to the stable,
led Charlie out, and trotted him about the yard. He was certainly
better, and as we were determined not to act upon any advice, we
asked none, but paid our bill and packed our traps before we drove
to the blacksmith’s shop—a model establishment, by the way. The
humblest one has a charm; but this shop was the most luxurious one
we had ever seen, and everything was in harmony, from the fair,
genial face of the proprietor to the speck of a boy who earned two
cents a horse, or twelve cents a day, for brushing flies while the
horses were being shod. We watched anxiously while the
examination went on, and when the man looked up with a face
worthy a second Collyer and said it was all right, we felt like having a
jubilee. He carefully protected the injured spot, reset the shoes, and
pronounced the horse ready for use. We added this Boston-born
blacksmith to our list of never-to-be-forgotten friends and began our
journey anew.
Was this an inspired creature we were driving? On he sped, and his
eyes were in every direction, looking for some adequate excuse to
jump. Surely, the limping Charlie was a myth! Bennington and Antrim
were left behind, and night found us at Hillsboro Bridge, twenty miles
from our good blacksmith, the pleasantest remembrance we had of
Peterboro.
Now we were really going somewhere, we must fix upon some place
to meet letters from home. We took the map and cast our eyes up
and down New Hampshire, but whether we fled to the borders or
zigzagged through the interior, there was no escaping familiar
routes. Being unanimously persistent in facing north, we bethought
ourselves of the transformed “Flume,” and immediately fixed upon
Plymouth for a mail centre. Charlie’s spirits were unabated the next
day, and we rested him at Warren. It was useless to ask directions,
for everybody was determined we must take the great highway to the
mountains, through Concord. This we were not going to do, and as a
first digression we drove around Mt. Kearsarge in Warner and spent
a night at the Winslow House, a very attractive hotel half way up the
mountain. A slight repentance may have come over us as we left the
main road and attacked the hills that lay between us and the house
on the mountain, especially as we felt compelled to walk, lest the
hard pull prove too much for Charlie. Just before we reached the
Mountain House we got into our phaeton, and all signs of repentance
must have fled, for a lady on the piazza exclaimed, as we drove up,
that we must be the ladies she had read of in the Transcript, for we
looked as if we were having such a good time!
Once there, no one could have any regrets. The night was perfect.
We asked leave to change our seats at the supper table, in order to
add the sunset to our bill of fare; and in the evening we were
cordially welcomed by the guests, who gathered around the open fire
in the large parlor. At ten o’clock we all went out to see the moon rise
over the mountain. A gentleman coming up the mountain saw it rise
several times, and we got the effect of these repetitions by walking
down a little way.
The morning was as lovely as the night, and the view simply
beautiful, satisfying in all moods. There was no sensation of awe or
isolation, but a feeling that one could be content forever. Kearsarge
is about three thousand feet high. We were already fifteen hundred
feet up, and directly after breakfast we started for the summit. No
other parties were ready for a climb that morning, so full directions
for the bridle path and walking sticks were given us, and with maps,
drinking cup and revolver strapped about us, we were ready for any
emergency.
There is nothing more bewitching than an old bridle path, and we
enjoyed every moment of the hour it took us to reach the summit. If
the lovely, woodsy ascent and final scramble over the rocks had not
fully rewarded us, the view itself must have more than repaid our
efforts. With the aid of a little book we studied out the various
mountain peaks and traced our route along the country to
Moosilauke. We drank our fill of the beauty, then leisurely
descended, and reached the Winslow House just in season to
prepare for dinner, which means to people traveling without their
wardrobe, a dash of water, a touch of the whisk broom and a little
rub on the dusty boots.
We were just tired enough to enjoy a drive of twenty miles to Bristol
in the afternoon—twelve miles up and down hills, and eight miles by
a beautiful river. Our remembrance of Bristol is that we slept in one
hotel and ate in another, that the moon rose two hours earlier than
on Kearsarge, and that by some unaccountable mistake we arose an
hour earlier than we thought, hastened to the office with our letters
on the way to our refreshment hotel, where we supposed we had the
dining-room to ourselves because we were last instead of first,
wondered what could have happened to our watch, and did not
discover that the watch was all right and we all wrong until we
stopped, as we drove out of the village, to inquire the way to
Plymouth, which would take us seven miles by the shore of
Newfound Lake. It happened very well, however, for if we had been
an hour later we should have missed the guardianship of that kindly
couple who chanced to come along just in season to accompany us
in passing a large company of gypsies, whom we had been following
for some time, dreading to pass them in such a lonely place, lest
they should think we had something they might like.
We had a “way” now, if we were going to Moosilauke, and Plymouth
was eight miles out of our way, but we had to go there to get our
letters. One or two we expected had not arrived, and we requested
the postmaster to keep them until we called or sent for them. The
good words we got from home shortened the eight miles extra to
Rumney, which proved to be the loveliest part of our day’s drive.
Rumney is quiet and just the place we wanted for Sunday. We were
the only guests at the little hotel, and everything was cosy as
possible. We watched the people going to church, and after the last
straggler had disappeared we put on our hats and followed, taking
seats in the back pew of the smallest of the three small churches in
that small place, where we heard a thrilling discourse on the
atonement.
Sunday night there was a heavy shower, and Monday was just the
day for Moosilauke, so bright and clear. Before we left Rumney we
learned the gypsies had traveled while we rested, and were again in
our path. We drove on, looking for them at every turn, and when we
finally overtook them no guardian couple came along, and we tucked
our wraps and bags out of sight, looked at the revolver’s hiding-
place, and decided to brave it. They were scattered all along the
road with their lumbering wagons, and Charlie pricked up his ears
and refused to pass them. Immediately a brawny woman appeared,
and saying, “Is your horse afraid?” took him by the bit and led him by
the long procession. We kept her talking all the way, and when she
left us we thought, surely this is the way with half the anticipated
troubles in life; they are only imaginary. At another point, a large tree
had fallen across the road during the rain and gale of the night. An
old man was hard at work upon it, and had just got to the last limb
which obstructed our way as we drove up; with a cheery word he
drew it aside, and as neither gypsies nor gales had succeeded in
detaining us, we now looked hopefully towards the summit of
Moosilauke.
It is twelve miles from Rumney to Warren, and five miles from
Warren to the Breezy Point House, on the slope of the mountain.
This hotel was burned a few weeks after we were there; indeed, it
has happened to so many hotels where we have been in our
journeyings, that one would not wonder we never sleep when we
travel, until we have packed “in case of fire,” and when we are up
very high, we plan our escape; then rest as peacefully as if
warranted not to burn.
The drive to Breezy Point House was very like that to the Winslow
House on Kearsarge—partly walking. We got there before noon, and
again we were the only persons to go to the top. As it takes three
hours for the drive to the summit, we had no time to wait for dinner,
so had a lunch, and a buckboard and driver were ordered for us. We
had been warned to take plenty of wraps, and before we went to
lunch had laid them aside, leaving the things we did not wish to take
in the office. Everybody was waiting to see us off as we came from
the dining-room, and the clerk said, “Your wraps are all right, under
the seat.” We always envy everybody on a buckboard, and now we
had one all to ourselves, a pair of horses equal to two mountain trips
a day, and a chatty little driver ready to answer all our questions. It
was a perfect summer afternoon, and we were delighted at every
turn until we reached the “Ridge,” when a cold blast struck us, and
the soft breezes suddenly changed to wind that threatened to take
our hats off, if not our heads. Now for the wraps; and will you believe
it? the man had put in the things we did not want, and those we did
want were probably on the chair in the parlor, where we had left
them. Between us we had one veil and one neckhandkerchief, with
which we secured our hats and heads. There were one or two light
sacques and a basque! Thinking of our warm wraps at the hotel did
no good, so we dressed up in what we had, and with a little
imagination, were comfortable.
The narrow and comparatively level stretch, sloping on either side,
and the sudden ascent to the highest point on the mountain, suggest
a ride upon the ridgepole of a house and final leap to the top of the
chimney; once there, we went into the cosy house, something like
the old one on Mt. Washington, and tied everything a little tighter
before we dared face the gale. We then started out, and, actually in
danger of being blown away, we united our forces by taking hold of
hands, and ran along the daisy-carpeted plateau to what looked like
the jumping-off place to the north. There is a similarity in mountain
views, but each has at least one feature peculiar to itself. Mt.
Washington has not even a suggestion of the beautiful meadows
seen from Mt. Holyoke; and from one point on Moosilauke there is a
view of mountain tops unlike any we have seen; just billows of
mountains, nothing else, and the hazy, bluish tint was only varied by
the recent land slides on Mt. Liberty and Flume Mountain, which
looked like silver cascades. Charming pictures meet the eye in every
direction, but none more lovely than that along the Connecticut River
near the Ox Bow.
We took mental possession of the whole scene in a very few
minutes, and, with a last look at the “billows,” sought shelter under
some rocks long enough to recover our breath and gather our
pockets full of daisies; then returned to the house. A very frail-
looking elderly lady was sitting by the fire, and we wondered how
she ever lived through the jolting ride up the mountain, and how she
could ever get down again. But our own transportation was the next
thing for us, and we found some impatient parties had started off
with our driver and left us to the mercy of another. We were
disappointed at first, but when we found the new driver was just as
good and wise as the other, and that his was “the best team on the
mountain,” we were reconciled.
As we drove along the Ridge, he said he did not often trot his horses
there, but when the wind blew so hard he wanted to get over it as
soon as possible. We held on to each other and the buckboard, and
believed him when he told us that, a few days before, he took a
young man up in a single team, and the horse and buckboard were
blown off the road, and the breath of the young man nearly forsook
him forever. We enjoyed even that part of the ride, and when we got
down a little way the frightful wind subsided into gentle zephyrs, so
warm and soft that not a wrap was needed. Our driver was in no
haste, and we stopped to gather ferns and flowers by the way. The
knotted spruce sticks he cut and peeled for us now have bright
ribbon bows, and adorn our parlor. We lost all fear as we watched
the horses step down the very steep pitches with as much ease as
Charlie takes a level road, and wished the ride was longer.
After a half-hour at the Breezy Point House, we packed our unused
wraps into the phaeton and prepared for our return drive to Warren,
where we spent the night. Practical people again advised us to
return to Plymouth if we wished to visit the Flume; but, remembering
what happened to Lot’s wife for turning back, we proposed to keep
straight on. The first time we stopped to make an inquiry, an old lady
looked sorrowfully at us and said, “There are gypsies ahead of you;”
but we borrowed no trouble that time, and wisely, for we did not see
them. We drove thirty-one miles that day, and for some distance
followed the Connecticut River and looked across into Vermont,
where we could follow the road we drove along on our way to
Canada two years ago. After leaving the river, we followed the
railroad very closely. We were once asked if our horse is afraid of the
“track.” He is not, even when there is an express train on it, under
ordinary circumstances; but a wooden horse might be expected to
twinge, when one minute you are over the railroad, and the next the
railroad is over you, and again you are alongside, almost within
arm’s reach. In one of the very worst places we heard the rumbling
of a train, and as there was no escape from our close proximity, we
considered a moment, and decided we would rather be out of the
carriage; “just like women,” I can hear many a man say. But never
mind; our good Charlie had expelled us unceremoniously from the
carriage once since our last journey, and we did not care to risk a
repetition nearly two hundred miles from home. He rested while we
jolted up and down Moosilauke the day before, and all the morning
his ears had been active. A broken-down carriage with an umbrella
awning by the side of the road was an object of so great interest to
him that we had to close the umbrella, before he was even willing to
be led by. A boy said it belonged to a man who had met with an
accident, and we thought how much he might have escaped if he
had “got out” as we did.
As the heavy train came thundering along almost over our heads, so
close is the road to the high embankment, controlling our horse
seemed uncertain; but to moral suasion and a strong hold on the
curb he peacefully submitted, and in a few minutes we were on our
way again, the carriage road, railroad and river intertwining like a
three-strand braid. Night found us at Lisbon, and a small boy
admitted us to a very new-looking hotel, and told us we could stay,
before the proprietor appeared, with a surprised look at us and our
baggage, and said the house was not yet open. That was of little
consequence to us, as he allowed us to remain; and, after being in
so many old hotels, the newness of everything, from bedding to
teaspoons, was very refreshing.
We took the next day very leisurely, read awhile in the morning, then
drove Charlie to the blacksmith’s to have his shoes reset before
starting for Franconia via Sugar Hill, which commands as fine a view
of the Franconia Mountains as Jefferson affords of the Presidential
range. We remembered very pleasantly the house in Franconia
where we were cared for two years ago, when night overtook us on
our way from Littleton, and by two o’clock we were quite at home
there again. It is away from the village, and directly opposite the
house is an old wooden bridge. Sheltered by the high wooden side
of the bridge is an old bench, where one can sit hours, rocked by the
jar of the bridge to the music of horses’ feet, reveling in day dreams,
inspired by the lovely view of the mountains, peaceful rather than
grand, and the pretty winding stream in the foreground. We did not
leave the charmed spot until the last sunset-cloud had faded, and
darkness had veiled the mountain tops. We retired early, full of
anticipation for the morning drive from Franconia to Campton, which
has such a rare combination of grandeur and beauty, and is ever
new. We drove up through the “Notch” several years ago, but the
drive down would be new to us, for when we drove down two years
ago, we might have fancied ourselves on a prairie, were it not for the
ups and downs in the road. Not even an outline of the mountains
was visible; everything was lost in the hazy atmosphere which
preceded the “yellow day.”
We took an early start, and passing the cheery hotels and boarding-
houses of Franconia, were soon in the Notch, of which Harriet
Martineau says, “I certainly think the Franconia Notch the noblest
mountain pass I saw in the United States.” However familiar it may
be, one cannot pass Echo Lake without stopping. We did not hear
the cannon which is said to be echoed by a “whole park of artillery,”
but a whole orchestra seemed to respond to a few bugle notes. At
Profile Lake we left the carriage again, to see how the “Old Man”
looked when joined to earth. He hung in mid-air when we saw him
last—enveloped in mist. We were too impatient to explore the new
Flume to spare half an hour for the Pool, which was still fresh in our
minds; and leaving Charlie to rest we started at once, with eyes
opened wide to catch the first change in the famed spot. For some
distance all was as we remembered it; but the scene of devastation
was not far off, and we were soon in the midst of it. We had heard it
said, “The Flume is spoiled,” and again, “It is more wonderful than
ever.” Both are true in a measure; before it suggested a miracle, and
now it looked as if there had been a “big freshet.” Huge, prostrate
trees were lodged along the side of the gorge high above our heads,
and the mighty torrent had forced its way, first one side, then the
other, sweeping everything in its course, and leaving marks of its
power. Nothing looked natural until we got to the narrow gorge where
the boulder once hung, as Starr King said, “Held by a grasp out of
which it will not slip for centuries,” and now it has rolled far down
stream like a pebble, and is lost in a crowd of companion boulders.
The place where it hung is marked by the driftwood which caught
around it and still clings to the ledges. A long way below we saw a
board marked “Boulder” placed against an innocent-looking rock,
which everybody was gazing at with wonder and admiration, but we
also noticed a mischievous “A” above the inscription, which gave it
its probable rank. A workman told us he thought he had identified the
real boulder farther down amidst the debris; but it matters little, for it
was not the boulder which was so wonderful, but how it came to be
suspended so mysteriously. After seeing the Flume in its present
condition, the charm which always clings to mystery is lost, but one
is almost overpowered with the thought of the resistless force of
Nature’s elements.
After climbing over the rocks till tired, we found a cosy place away
from the many parties who were there, and in our little nook
discovered a new boulder more mysteriously hung than the old one.
It was a little larger than a man’s head, and firmly held between two
larger rocks by two small pebbles which corresponded to ears. A flat
rock had lodged like a shelf across the larger rocks, half concealing
the miniature boulder. The old boulder was no longer a mystery to
us, for we could easily imagine how, no one knows whether years or
ages ago, a mountain slide like the one in June rolled the old rock
along until it lodged in the gap simply because it was too large to go
through. But for a time this little one baffled us. When the mighty
torrent was rushing along, how could Nature stop to select two little
pebbles just the right size and put them in just the right place to hold
the little boulder firmly? We puzzled over it, however, until to our
minds it was scientifically, therefore satisfactorily solved; but we are
not going to tell Nature’s secret to the public. We call it “our boulder,”
for we doubt if any one else saw it, or if we could find it again among
the millions of rocks all looking alike. We longed to follow the rocky
bed to the mountain where the slide started, a distance of two miles,
we were told, but prudence protested, and we left that till next time.
We stopped to take breath many times on our way back to the Flume
House, and after a good look at the slides from the upper piazza, we
sought rest in our phaeton once more.
We forgot all about Lot’s wife this time, and looked back until it
seemed as if our necks would refuse to twist. The ever-changing
views as you approach Campton exhaust all the expressions of
enthusiastic admiration, but the old stage road through the
Pemigewasset Valley has lost much of its charm by the railroad,
which in several places has taken possession of the pretty old road
along the valley, and sent the stage road up on to a sand bank, and
at the time we were there the roads were in a shocking condition.
The many washouts on the stage and rail roads had been made
barely passable, and there was a look of devastation at every turn.
We spent the night at Sanborn’s, always alive with young people,
and were off in the morning with a pleasant word from some who
remembered our staying there over night two years ago.
From Campton to Plymouth is an interesting drive. We had a nice
luncheon by the wayside, as we often do, but, instead of washing our
dishes in a brook or at a spring as usual, we thought we would make
further acquaintance with the woman who supplied us with milk. We
went again to the house and asked her to fill our pail with water that
we might wash our dishes; she invited us into the kitchen, and
insisted on washing them for us—it was dish-washing time—which
was just what we hoped she would do to give us a chance to talk
with her. She told us about the freshets as she leisurely washed the
tin pail, cups and spoons, and laid them on the stove to dry. Our
mothers had not taught us to dry silver in that way, and we were a
little anxious for the fate of our only two spoons, and hastened our
departure, with many thanks for her kindness.
As soon as we reached Plymouth we went to the post office, eager
for our letters. The deaf old gentleman was at his post, and we
asked for letters and papers. He glanced up and down something,
we do not know what, then indifferently said, “There are none.”
Usually there is nothing more to be said; but not so in our case, for
we were too sure there ought to be letters, if there were not, to
submit to such a disappointment without protest. Perhaps he had not
understood the names. We spoke a little louder, and asked if he
would please look once more. He looked from top to bottom of
something again, and with no apology or the least change of
countenance, handed out a letter. This encouraged us, and we
resolved not to leave until we got at least one more. “Now,” we said
very pleasantly, “haven’t you another hidden away up there,
somewhere?” He looked over a list of names and shook his head.
We told him our mails were of great importance to us as we were
traveling and could not hear from home often, and we were sure our
friends had not forgotten us, and there must be one more
somewhere. His patience held out, for the reason, perhaps, that ours
did, and he looked up and down that mysterious place once more
and the letter was forthcoming! The one or two witnesses to our
conversation showed manifest amusement, but there was no
apparent chagrin on the part of the obliging postmaster. We thought
of the scripture text about “importunity,” and went to the carriage to
read our letters which had barely escaped the dead-letter office. We
were amused when we read that a package had been mailed with
one of the letters, and went to the postmaster with this information.
He declared there was no package, and knowing that packages are
frequently delayed a mail, we did not insist on having one, but
requested it forwarded to Weirs.
The annual question, “Shall we go to Weirs?” had been decided
several days before; and we now set forth on the zigzag drive which
we cannot make twice alike, and which always gives us the feeling of
being on the road to nowhere. The day was bright, and we did not
need ginger cookies to keep us warm, as we did the last time we
took this drive, but there was no less discussion as to whether we
ought to go, and whether the last turn was wrong or right. We always
feel as if we had got home and our journey was ended, when we get
to Weirs. As usual, many familiar faces greeted us, and it was
particularly pleasant, for until we got there we had not seen a face
we knew since the day after we left home. Even our minister was
there to preach to us, as if we were stray sheep and had been sent
for. Lake Winnipiseogee was never more beautiful, but looked upon
with sadness because of the bright young man who had given his life
to it, and whose body it refused to give up. Although we always feel
our journey at an end, there is really one hundred miles of delightful
driving left us, and Monday morning, after the adjournment of the
grove meeting, we ordered our horse, and while waiting walked to
the station to have a few last words with our friends who were going
by rail and boat.
Directly we leave Weirs we go up a long hill, and are rewarded by a
very fine view of the lake and surrounding mountains. We drove into
a pasture to gain the highest point, saw all there was to be seen,
then down the familiar road to Lake Village and Laconia. At a point
where the road divided, two bright girls were reclining in the shade,
and we asked them the way to Tilton; one answered, “The right, I
think,” and in the same breath said, “We don’t know. Are you from
Smith’s? We are staying at ——’s, but we thought you might be
staying at Smith’s, and we want to know if that is any nicer than our
place.” Their bright faces interested us, and we encouraged their
acquaintance by telling them we were not staying anywhere, but
traveling through the country. This was sufficient to fully arouse their
curiosity, and a flood of questions and exclamations were showered
upon us. “Just you two? Oh, how nice! That’s just what I like about
you New England ladies; now, we could not do that in Washington.
Do you drive more than ten miles a day? Is it expensive? Where do
you stay nights? Do you sketch? Why don’t you give an illustrated
account of your journey for some magazine? Oh! how I wish I could
sketch you just as you are, so I could show you to our friends when
we go back to Washington!” and so on until we bade them good
morning.
We crossed a very long bridge, and afterwards learned that it was to
be closed the next day and taken down, being unsafe. We found a
man at a little village store who would give Charlie his dinner. We

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Signals Systems and Inference 1st

Edition Oppenheim Solutions Manual

Note from the authors

von Bosau for her assistance in compiling the solutions.

Since P (C ∩ D) = P (C)P (D), events C and D are independent.

0.12 + 0.07 + 0.15 34

The probability of transmission error incurred in using this system is

P (transmission error) = 1 − P (no transmission error)

= 1 − (0.05 + 0.08 + 0.15)

(b) Independence implies V and W are uncorrelated. Hence

= 2(8) − (3) = 29/2 .

7.5 of the text.

fZ,W (z, w) = c exp −q

σZ2 = E[Z̃ 2 ] = E[(2X̃ − Ỹ )2 ]

(z − 1)2 z−1 w+1 (w + 1)2

8π 5 640 43 (43)(27) 43 27/4 27/4

rX,Y = E[XY ] = E[(2 + V )(2 − V )] = E[4 − V 2 ] = 4 − E[V 2 ] = 0

σX,Y = E[(X − E[X])(Y − E[Y ])] = E[(X − 2)(Y − 2)] = E[−V 2 ] = −4

(a) We begin by defining the centered random variables

each of the equations displayed above and take expectations, obtaining

Finally, we have the correlation coefficient

(b) Setting α = σZ2 /σ 2 , we have that

Some exploration of limiting cases:

(a) 1. As an example, choose E = A, F = C, and G = D. We saw in part (a) that A and

Since P (A ∩ C | D) 6= P (A | D)P (C | D), events A | D and C | D are not

2. As an example, choose J = A∪C, K = B, and L = C. J and B are not independent:

If we use the result from Equation 3 we have that

P (B ∩ C|D) = P (B|C ∩ D)P (C|D) = = = .

P (C ∩ D) P (D) 1/4 1/2 2

There are two possible decision rules, D1 or D2 ,

The probability of error, Pe , is given by

Substituting in the given values, we get,

Pe,D2 = (0.4 × 0.5) + (0.6 × 0.7) = 0.62

Since Pe,D1 is the lower of the two, the minimum-probability-of-error decoder is D1 .

probability of error. In the case m = 0, it is clear that m

hence one can conclude that assigning A to m b = 0 results in less error.

The independence of X and N allows the last equality.

We can further simplify the probability,

We compare two possible cases, x = 1 and x = −1.

Using the values for conditional probabilities from (b), we get

0.5 × (1 − v0 )v0m + 0.5 × (1 − v1 )v1m

Pe = P (H0 )P (0 H10 | H0 ) + P (H1 )P (0 H00 | H1 )

P (H1 | n∗0 ) = P (H0 | n∗0 )

As described above, this is the best decision rule.

A simple calculation yields the following result

P (H1 ) = 0.7 → n∗0 = 0 → Pe = 0.5

(a) In terms of conditional probability, we have to calculate P (Y = y | c used), where y =

P (Y = 1 | A used) = 0.5 × + 0.5 × 0 =

P (Y = −1 | B used) = 0.5 × + 0.5 × 1 =

P (Y = 1 | B used) = 0.5 × + 0.5 × 0 =

(b) We use the following relation, which is Bayes’ rule.

Note that the denominator could further be simplified as

(c) We first need to calculate P (B used | Y = −1) as in (b).

P (A used | Y = −1) > P (B used | Y = −1)

5 − 2α is positive as α itself is positive and cannot be bigger than 1. Therefore, if

A, regardless of the α value (α cannot be 0 though, as Y = 0 cannot happen in the first

place.) Thus, we focus on Y = 1. The following needs to hold:

P (A used | Y = 1) > P (B used | Y = 1)

P (A used | Y = sequence) > P (B used | Y = sequence)

if X and Y are independent.

rY2 = µ2Y + σY2

Since we know that E[(µX Y − µY X)2 ] ≥ 0,

After adding µ2 to both sides,