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EE 631: HW 1 Solution: Dr. Mehrdad Soumekh
EE 631: HW 1 Solution: Dr. Mehrdad Soumekh
EE 631: HW 1 Solution: Dr. Mehrdad Soumekh
H
1
) = p
N
(r) p
S
(r)
p(r
H
0
) = p
N
(r)
Let b > a; other cases lead to the same type of decision rule as well.
p
R
(r
H
0
) =
ab
b a
(e
ar
e
br
)u(r)
1)
(r)
a
b a
_
e
(ba)r
1
_
H
1
H
0
H
1
H
0
1
b a
ln
_
1 +
b a
a
_
2)
=
P
0
(C
10
C
00
)
P
1
(C
01
C
11
)
=
1
b a
ln
_
a[P
1
(C
01
C
11
) P
0
(C
10
C
00
)] + b(C
10
C
00
)
a
_
; > 0
3)
P
F
=
_
p(r
H
0
)dr = e
b
or for the N-P test,
=
ln P
F
b
Problem 2.2.3
p(y
H
1
) =
e
y
2
2
2y
u(y)
p(y
H
0
) =
e
y
2/3
2
2
3
2y
2/3
u(y)
LRT :
3e
yy
2/3
2
2
y
1/6
H
1
H
0
; y>0
ln =
1
6
ln y
y y
2/3
2
2
H
1
H
0
; y>0
For y < 0, decide H
0
Problem 2.2.5
p(
H
i
) =
j
1
2
i
exp
_
r
2
j
2
2
i
_
; i=0,1
1)
(
R) =
_
1
_
K
exp
_
1
2
_
1
2
1
2
0
_
K
i=1
r
2
i
_
H
1
H
0
2)
l(
R) =
j
r
2
j
H
1
H
0
ln + K ln
1
2
1
2
0
2
1
2
0
=
3) Under both hypotheses, l(
H
i
)] =
l
(
K
2
1)
e
l
2
2
i
2
K
2
(
K
2
)
K
i
; l>0, i=0,1
then,
P
M
=
_
0
p(l
H
1
)dl&P
F
=
_
p(l
H
0
)dl
4)
l(r) = r
2
H
1
H
0
4 ln + 2 ln 2 = , then for > 0
P
F
=
_
e
l
2
2l
dl =
_
2
e
a
2
2
2
da = 2erfc
)
P
D
=
_
e
l
4
l
dl =
_
/2
2
e
a
2
2
2
da = 4erfc
(
_
/2)
Draw the ROC curve from the equations for P
F
and P
D
by varying the parameter . The
minimax point is at P
F
0.42, P
D
0.58. This gives = 0.63 and correspondingly =
e
/4
2
0.83.
Problem 2.2.6
1)
H
1
: r N(0, m
2
1
2
b
+
2
n
)
H
0
: r N(0,
2
n
)
Let
2
1
m
2
1
2
b
+
2
n
&
2
0
2
n
1
>
0
. In this case, the solution is the same as 2.2.5 with K = 1.
(r) =
_
1
_
exp
_
1
2
_
1
2
1
2
0
_
r
2
_
H
1
H
0
or
l(R) = r
2
H
1
H
0
ln + ln
1
2
1
2
0
2
1
2
0
2)
P
F
= P[r
2
>
H
0
] = P[r >
H
0
] + P[r <
H
0
]
=
_
p(r
H
0
)dr +
_
p(r
H
0
)dr = 2erfc
0
_
P
D
= P[r
2
>
H
1
] = 2erfc
1
_
P
e
min
=
1
2
(P
F
+ P
M
) =
1
2
_
1 2erfc
1
_
+ 2erfc
0
__
Problem 2.2.7
P(a
H
0
) = P(a
H
0
, 1).P(1
H
0
) + P(a
H
0
, 0).P(0
H
0
) = 0.7 0.5 + 0.4 0.5 = 0.55
P(b
H
0
) = 1 P(a
H
0
) = 0.45
Similarly P(a
H
1
) = 0.58 and P(b
H
1
) = 0.42. Likelihood function:
r =
P(r
H
1
)
P(r
H
0
)
=
_
0.58
0.55
= 1.05 if r=a
0.42
0.45
= 0.93 if r=b
Therefore, there are three regions for the thresholds: 0.93, > 1.05 and 0.93 < 1.05.
i) 0.93, always choose H
0
P
F
= P
D
= 0.
ii) > 1.05, always choose H
1
P
F
= P
D
= 1.
iii) 0.93 < 1.05 : For this region, we calculate P
F
and P
D
for the specic case of P
F
= 0.25. To
draw the ROC, the procedure is to be repeated for other P
F
values.
To obtain P
F
= 0.25, we have to randomize our selection; e.g.:
Dene
P(chooseH
0
a received) = P
a0
P(chooseH
0
b received) = P
b0
Therefore
P(chooseH
1
a received) = 1 P
a0
P(chooseH
1
b received) = 1 P
b0
P
F
= P(choose H
1
H
0
)
= P(choose H
1
a).P(a
H
0
) + P(choose H
1
b).P(b
H
0
)
= (1 P
a0
)(0.55) + (1 P
b0
)(0.45)
= 1 0.55P
a0
0.45P
b0
Therefore, we have:
P
F
= 1 0.55P
a0
0.45P
b0
(1)
Similarly
P
D
= P(choose H
1
H
1
)
= P(choose H
1
a).P(a
H
1
) + P(choose H
1
b).P(b
H
1
)
= (1 P
a0
)(0.58) + (1 P
b0
)(0.42)
= 1 0.58P
a0
0.42P
b0
= 1 0.55P
a0
0.45P
b0
. .
P
F
+0.03(P
b0
P
a0
)
= 0.25 + 0.03(P
b0
P
a0
)
Evidently P
D
is maximized if (P
b0
P
a0
) is maximized. The plot of P
a0
vs. P
b0
is plotted using
equation (1) and taking P
F
= 0.25. From the plot it is seen that (P
b0
P
a0
) is maximized for P
b0
= 1
and P
a0
=
6
11
. The ROC is plotted by repeating the above process for dierent values of P
F
.