Contents Preface 1 Introduction to Probability 2 Random Variables 3 Functions of Random Variables 4 Expectation and Introduction to Estimation 5 Random Vectors and Parameter Estimation 6 Random Sequences 7 Random Processes 8 Advanced Topics in Random Processes 9 Applications to Statistical Signal Processing iii iv 34 59 94 138 159) au 304Preface This manual contains the solutions to the problems in Probability and Random Processes with Applications to Signal Processing, 3" Edition, The solutions to older problems, i... those appearing in earlier editions were prepared by Messrs. F. C. Jeng, R. Wu, and the authors H. Stark and J. W. Woods. The solutions to the many new problems in the 3" edition were prepared by the authors themselves. We take responsibility for all errors in the solutions (hopefully there aren’t too many) and welcome corrections and comments from those that use this manual AS in the first and second edition of this book, many of the problems are of the drill variety. Others extend the discussion in the text and lead to important results that supplement the theory. A number of exercises ask students to write Matlab. files to solve certain problems where the graphical results convey more information than complicated equations. The Matlab.m files furnished by the authors are far from being efficient, as neither of us are expert in programming. Some problems are of the “research” variety, meaning only that they might require serious thought or, possibly, help from other sources, Both authors—having taught this material for more years than they care to admit—are convinced that solving homework problems are among the most important teaching aids in understanding the material. When a student says, “I understand the material but I can’t do the homework,” it usually means that he or she doesn’t understand the material in the first place. Often, the student's lack of understanding is first revealed when he or she attempts to solve the assigned problems. Another warning sign that students are not following is when they say, “I know how to do the problem, but I failed to get the right answer because of silly mistakes.” Very often so-called silly mistakes are not silly at al. We have compiled this Solutions Manual as a service to the instructor. We hope that the solutions are described in sufficient detail to be effective Henry Stark John W. Woods ivaD CHAPTER 4 A large number o people with personalities , backgroids , ne of rere to rit should be exposed to an identical situation in which theft is possible . The fraction of those that steal in relative to the had wt qe some meoning -- in the relative Tepuency Sense only -- to the rase “Ralph is possibly quilty of theft .”. post ey f ef (hz) Nole thet D3 bt 34D ey D dapbies 3 but not th other woe form over wou around. Thos ‘ft ay eshot ? Covd 2 avd Ped a 3 TH was never stoled tht a 2S. Li fewisr with cavd 3. On te other haud if we twra over card + : 3, ther tk vole eee ew : “a mauct tora is violated - Hence aud Ag rie ver card + card A) of cow o 4