Line 43: Line 43:
 
<math>E(Y)=2(n-1)p(1-p)</math>.
 
<math>E(Y)=2(n-1)p(1-p)</math>.
  
<math class="inline">\Phi_{\mathbf{X}}\left(\omega\right)=E\left[e^{i\omega\mathbf{X}}\right]=\int_{-\infty}^{\infty}\frac{A}{2}e^{-A\left|x\right|}\cdot e^{i\omega x}dx=\frac{A}{2}\left[\int_{-\infty}^{0}e^{x\left(A+i\omega\right)}dx+\int_{0}^{\infty}e^{x\left(-A+i\omega\right)}dx\right]</math><math class="inline">=\frac{A}{2}\left[\frac{e^{x\left(A+i\omega\right)}}{A+i\omega}\biggl|_{-\infty}^{0}+\frac{e^{x\left(-A+i\omega\right)}}{-A+i\omega}\biggl|_{0}^{\infty}\right]=\frac{A}{2}\left[\frac{1}{A+i\omega}-\frac{1}{-A+i\omega}\right]</math><math class="inline">=\frac{A}{2}\cdot\frac{A-i\omega+A+i\omega}{A^{2}+\omega^{2}}=\frac{A^{2}}{A^{2}+\omega^{2}}.</math>
+
----
 +
==Solution 2==
  
'''(b)'''
+
For n flips, there are n-1 changeovers at most. Assume random variable <math>k_i</math> for changeover,
  
<math class="inline">P\left(\left\{ \left|\mathbf{X}-\overline{\mathbf{X}}\right|\leq2\sigma\right\} \right)=1-P\left(\left\{ \left|\mathbf{X}-\overline{\mathbf{X}}\right|>2\sigma\right\} \right).</math> By [[ECE 600 Chebyshev Inequality|Chebyshev Inequality]], <math class="inline">P\left(\left\{ \left|\mathbf{X}-\overline{\mathbf{X}}\right|>2\sigma\right\} \right)\leq\frac{\sigma^{2}}{\left(2\sigma\right)^{2}}=\frac{1}{4}</math> .
+
<math>P(k_i=1)=p(1-p)+(1-p)p=2p(1-p)</math>
 +
 
 +
<math>E(k)=\sum_{i=1}^{n-1}P(k_i=1)=2(n-1)p(1-p)</math>
 +
 
 +
<font color="red"><u>'''Critique on Solution 2:'''</u>
 +
 
 +
The solution is correct. However, it's better to explicitly express <math>k_i</math> as a Bernoulli random variable. This makes it easier for readers to understand.
 +
 
 +
</font>
  
<math class="inline">P\left(\left\{ \left|\mathbf{X}-\overline{\mathbf{X}}\right|\leq2\sigma\right\} \right)\geq\frac{3}{4}.</math>
 
----
 
==Solution 2==
 
Write it here.
 
 
----
 
----
[[ECE_PhD_QE_CNSIP_2000_Problem1|Back to QE CS question 1, August 2000]]
+
[[ECE-QE_CS1-2013|Back to QE CS question 1, August 2013]]
  
 
[[ECE_PhD_Qualifying_Exams|Back to ECE Qualifying Exams (QE) page]]
 
[[ECE_PhD_Qualifying_Exams|Back to ECE Qualifying Exams (QE) page]]

Revision as of 15:26, 4 November 2014


ECE Ph.D. Qualifying Exam

Communication, Networking, Signal and Image Processing (CS)

Question 1: Probability and Random Processes

August 2013



Part 1

Consider $ n $ independent flips of a coin having probability $ p $ of landing on heads. Say that a changeover occurs whenever an outcome differs from the one preceding it. For instance, if $ n=5 $ and the sequence $ HHTHT $ is observed, then there are 3 changeovers. Find the expected number of changeovers for $ n $ flips. Hint: Express the number of changeovers as a sum of Bernoulli random variables.


Solution 1

The number of changeovers $ Y $ can be expressed as the sum of n-1 Bernoulli random variables:

$ Y=\sum_{i=1}^{n-1}X_i $.

Therefore,

$ E(Y)=E(\sum_{i=1}^{n-1}X_i)=\sum_{i=1}^{n-1}E(X_i) $.

For Bernoulli random variables,

$ E(X_i)=p(E_i=1)=p(1-p)+(1-p)p=2p(1-p) $.

Thus

$ E(Y)=2(n-1)p(1-p) $.


Solution 2

For n flips, there are n-1 changeovers at most. Assume random variable $ k_i $ for changeover,

$ P(k_i=1)=p(1-p)+(1-p)p=2p(1-p) $

$ E(k)=\sum_{i=1}^{n-1}P(k_i=1)=2(n-1)p(1-p) $

Critique on Solution 2:

The solution is correct. However, it's better to explicitly express $ k_i $ as a Bernoulli random variable. This makes it easier for readers to understand.


Back to QE CS question 1, August 2013

Back to ECE Qualifying Exams (QE) page

Alumni Liaison

Sees the importance of signal filtering in medical imaging

Dhruv Lamba, BSEE2010