EE250 - Fall 2011 San Jose State University

Homework # 9 (Optional) Due: Tueday 12/13/11

Based on you area of interest, solve one of the following problems.
1. (Parameter Estimation - Statistics, DSP) Let X
1
, X
2
, , X
n
be a random sample (i.e.,
n i.i.d. random variables) of a random variable uniformly distributed over the interval
[0, ]. Consider the following estimator for :

= max{X
1
, X
2
, , X
n
}.
(a) Show that the PDF of

is
p

(x) = nF
X
(x)
n1
p
X
(x).
(b) Show that

is a biased estimator.
(c) Find the variance of

. As n , is this a consistent estimator?
(d) Find a constant such that

1
= is an unbiased estimate of .
2. (Random Processes - Communications) Let X(t) and Y (t) be two zero-mean inde-
pendent wide-sense stationary random processes with the same covariance function
C
X
() = e
||
. Let Z(t) be the quadrature modulated process
Z(t) = X(t) cos(
0
t) Y (t) sin(
0
t).
(a) Is Z(t) a wide-sense stationary process?
(b) It is also known that X(t) and Y (t) are Gaussian. Find the PDF of Z(t).
(c) Find the power spectral density S
Z
(f) of Z(t) and sketch it.
3. (Random Processes - Networking) Every 1 s, a network server either receives one
packet with probability p
A
or it transmits a packet from its buer with probability
p
T
. The server can hold at most n packets in its buer. Let X
n
denote the number of
packets in the servers buer at time n s.
(a) Model this system as a Markov chain and sketch its state-transition diagram.
(b) Find the transition probability matrix P.
(c) Determine the stationary probability density function.
(d) What is the probability that the buer is empty after n packets have being re-
ceived?