roblem

(as · Good quality chip can be faulty

probability&
with

be faulty
quality chip
can
· Bad

probability
with
do

· 00 > 01

·
i # =
of faulty chips
can take
that
Y is
a discrete R.M.

to
values from 0 N.

Pr(Y y/ H10) The

=
=

Iany y among
facty /No
at chips
are)
M(y0* (00*Y
=

-y
ir(y/H1) = =

MCyOYDO
(BS

cer
myoycosur
Ill
(y) =

747

Layton an
=

=>
yen(81) (n-ysen(01)
+
es
=>

yeacao ten men

and
<k

see

ysnmerit
=>

n
 (C)M 3,00 =
=

y
P(yz(ns/n) Mb3cy(z)" (5)5
PF Pr(y 2(40)
= =
=
=

y0
=

to always => PF = 0
=> Decide
·
If no PD 0
=

(5) 2
=

(f0zn<1=)PF 320(5))(5)
=

=
·

PF 1 3(a(5)(5)
=
=
+
2t 5 2 + =

11772
If
·

+ re
=
25y<3=)(F 1+3(2(5)
=
=

If
·

nx3
If =>
PE=g+3C(z) 19
=
+
8
 (d) Notice thatIF=5lies
between

Iand
beth2 tests:
: We need to randomize

yk PF 7
-> =
T1: z

T2:y+z PF
+

=
11

T3
chicases
test that
Consider a randomized
T2 HP
with
Ts prob. and
with

ther, averall Pr
P As,
=
+
=
5

p5
=> =
roblem
2

(a) (isL(y) z(y =

+

1)
=>
ys2
then
1 H1
Y<z,
=

(ii)If1<0 =>

is 10, 1
since the range of y
always
PF 1 1

4f(0,Z)
=
=

: For s

then 1 no=

always.
(iii)ofn >1
E> Y > *,
PF Pp 0

xt(5,c),
= =

i.Fa

(b)(i)Pk P(y22(10)
= 2.dy
=
1 1
=
-

mt [o,]

Pp P(y>u(rz)
=
=

nydy
 z y7
+
=

=
5(y -
2
+

y)

substituting , we get

Pp 5(PF
=
-
PF)

(ii)

PD

PF
(C)(i)J ( p)Ro(p) pR.(p)
=
- +

costs;
urifcu
R,(P) 1-PB(P)
Ro(p) PF(B),
=

53
1p,n 17
2
y
- =

24
=

1
SP =
-

1 1
=> PF
- =

the
that
From part (aswe know

Range of interest of Y
[5,57
is

=> zzFP 5 =

=>
I p
=

=
J(b) p
=

(p 0 =>
pcz,pF
= =

For
5()
= 1 -p
PF Pp
=

=
1
=

Four P(5,
For
PC(,j),
J(p) ( p)PF p( pp) -

PF))
- +
=

p(1 5(YPF
-

( p)9F
=
-
- +

PE 1p)
(1
p)(p-3) 5(3
+ -
+
-
=

77p2
=
+3p +

(( 53)"
( )
2(5 )
+
-

ssp 2u)
377p -px(p
+

u9p49 y2p
-

+
-

- +

42p2 3p"
- 188 9)
+

(60p
+

=
- 18 -

12/
a|
9)
(p(37(2
= 42p
+
-

fi

-g,() p-[0,]
it
p an
-gz(p)
pe(.5)
.J(p) =

-yzp-s 1-p g5P)

-
if

if Pt[scI]
(ii)5() 5c 5(5) 1 5 5 3
= -

4
=

"

J(p)

1
:-- xn --
-

*
-

p-

Find the maxima of

(d) Approach I :

5(p).

37p 12 ie
-

g2(p)
- +

:g2(p) =

5T
-

= + p* =
Note that
<p* 5

5(p) occurs
at 14,and
·
the maxima of

p*=I is the least favorable

57
prior.
Rule
Equalizes
Approach pp
-
0
PF 1
R,(p*) =
-
=

Ro(p)=
ROC
-
@
Pp 5(PF-PE)
=
from

8,
a
we get
solving
Pp = -

57 ,
PF I =
=

p*
=>

=
3

115:ex) e
(a) HI
Lis
=

x y
Ho

es
Hi

inthe
=>

=)
Pe
> Her et
erp-E)
=> re- s

↳isit e
ease N
 E) YSE, than 4=He
If Me-122
always.

then
If
his ye, tive
-

-8 -

(s)
-
He

always
=>
I No
=

Pr 0
=

F-Ho, PF
=

·Far Ye,

E
↳

Pp 1
=

M2, PF
1c 4
=

For y <

Fartyce, enga
PF
=

de
 28 x=
edy d
=
=

tal-Fo
-=
n en(t) =

at
=

a
=

I Test'
Eer(),
=
24 x

his Ps I yzdy
=

eldy= di
=>

e
-

-
I
inte 29 1+ - 2
(b)
((y;00,01) =

a
8
- 2
dora.

Hereise

tefor t
=>

↳
Hi

It 2400
=>
↳ 2+ne
y -01
lo
↓

ef(ed_nea)n-s
=>

#lo

observe that
Similar to pastaswe
00-RN 000 the test
sY< 2 than
e
if
HI

takes the form yo

 to
satisfy
PFO
Here we need a
=

eogzdy
-00e =

PF40D)=
eyordy di =

n'-do

tal
=
I

1
-

2
+
-
I
do
it -
sup PF(GO)=Ien=
00 0

=> a en()
=

all values of , the

..
for
Note that

test yitem) is optimal

for any value of 0. => test exists.

UMP
 syy):et sufficient
a
(2) Note that is

statistics for the LRT.

cy;00,a
eoae
=

Consider
g(s)=e
0/e
-00

gies-e
deee
=

= e9_edso
Since 0,700
1
ge)
=> 4
is for of
I
(4,00,al=e
=>
do-0
ges) is an

for of S.

and Urap
K-R
=>
thm is satisfied a

test exists.
⑯dem
4

the CDF of 2,and FilY)

(a) E13)
Let be

calf of y.
be the

y) Pr
=

(0 2 y)
+ =

Fy(y) P(Y
>
-
=

F(y x)
Pr(zzy 0)
-

- =
=

0)
.fYs=
[,ys) yE)y-
=

=+24) y-0) as =

=
fzly- 0)
it
=Set
y7,8

=0
y
 0 if ocy 20
(b),isL(y) =

E
Eze yo
if

rezz
so
" No
=
itozy

y>,0:
ci(y2(-0s)
For

y 3
=

(y) e
=

Ho

E
ocy-al"o Ho

I ye 2

Butfor 0, the inequality 1701

y,
always
holds
< 0
Ho 0cy
if
=
In y,0.
it
This
is also evident from the pat

diagram:

n
hisP=
4+(yo) Yaenedy
= dy =

2a(E)
=

Pp
3
=

+
ynsty=e* a

2a(0) 1
= =
 argsup f(y(0)
(is =
1)
070 F
252

-angre
y
-

Ho
.
GLRT: k y
 I
I Ho
In Y

=) ez i zie

I
Yes,retain S
aneatup
Ho
PF Pp 1
= =

H, always,
Y=
FOR OLYC2,

(ii)PF
7
↓
=

no) dy =

Trede
20(z)
x
=
=

n ra)
=>
=

(d)(is P, (C) 9 ftin) dy

=

"rent
if osn

E is e
 2a(z) if 00sn

E 1 if an

Pp(0)

i d

2
>O

non-decreasing function.
(iii)Its a

as 04,
because
sense
This
makes

the two pat are move separated, and

result
in better detection
should
this
performance.