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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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Signals and Systems Analysis Using Transform Methods

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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