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Problem 1. You are given two biased coins: Coin A and Coin B. Coins are not labeled and therefore, you are not sure which is which. Coin A comes up with head with probability 1/3, P[H\A]=1/3. Coin B comes up with head with probability 1/4, i.e., P[H\B]=1/4. In order to guess which coin is flipped, you do following: Experiment: You pick a coin randomly and you flip it (perform only one flip). Picking coins are equally likely. Decision Rule: If the result of flip is heads, you guess that flipped coin is B; otherwise you guess that flipped coin is A. 1-a) Draw a tree diagram for this experiment, showing branch labels and branch probabilities. 1-b) Calculate the probability that your decision rule is correct.

4 xy f X , Y ( x, y ) = 0 0 x 1,0 y 1 otherwise

Problem 3. Let X and Y be two random variables with positive variances. X LLSE is the Linear Least Squares Estimate and X LS = E [ X | Y ] is the Least Squares (Minimum Mean Squared Error Estimate) of X. a) Show that E ( X X LLSE )Y = 0 b) LLSE ) h (Y ) = 0 for any function h. c) Is it true that the estimation error X-E[X|Y] is independent of Y? -------------------------------------------------------------------------------------------------------------------Problem 4. Random variable X has exponential PDF

e x f X ( x) = 0 x >0 otherwise

[ Show that E [( X X

Given X=x, Y is a uniform random variable over [0, x] 1 0 yx f Y | X ( y | x) = x 0 otherwise Find Minimum Mean Squared Error (MMSE) estimate of X given Y=y.

-------------------------------------------------------------------------------------------------------------------Problem 5. In a Bernoulli Process let S={0,1,2,...} define the possible states for the Markov Chain Yn which describes the number of heads thrown in n tosses of a coin. One step state transition probabilities are:

P (Yn +1 = i +1Yn = i ) = p P (Yn +1 = i Yn = i ) =1 p

where n 0, 0 p 1 Assume that initial state is Y0=0. a) Find conditional probability P (Yn +m =i +k Yn =i ) , i.e. m-th step transition probability for which k heads thrown. b) define Xn=Yn modulo 10. In this case Xn is a Markov chain on the state space S'={0,1,2,...,9}. Find one step state transition matrix for Xn. Problem 6. A mobile phone transmits one packet in every 20-ms time slot over wireless channel. A packet is received in error with probability p=0.1 independent of any other packet. To avoid wasting transmit power when the link quality is poor, the transmitter of the phone enters a timeout state whenever five (5) consecutive packets are received in error. During a timeout, the mobile phone performs an independent Bernoulli Trial with success probability q=0.01 in every slot. When a success occurs, the mobile phone starts transmitting in the next slot a though no packets had been in error. a) Construct a Markov Chain state transition diagram for this system. b) Find stationary (limiting state) probabilities.

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