ECE 641 Fall 2008 Professor Bouman

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Dear ECE 641 Student, It would GREAT if you could post errors you find in my notes here.

Thanks.

Prof. Bouman

Errors version dated September 3 2008

Please swap the exponents in (Bernoulli)PMF equation on page 12.
Please correct the posterior variance on page 19 (middle of the page): Assignment for "a" after the line "More specifically ...".

Dalton

Errors version dated September 5 2008

I believe the definition of the conditional expectation on page 8 is not true, possibly what was meant was: $E[X|Y=y]=\int_\mathbb{R} x dF(x|Y=y)$ . (Also, less significantly, the pdf/cdf definitions are swapped.)
On page 15, it may be worthwhile to note that an estimator with minimum MSE is not necessarily efficient (since we are omitting the fact that efficiency is actually defined in terms of achieving the CRLB).
I believe the expected cost (page 17) should be $\hat{C}(x)=E[C(x,T(Y))|X=x]=C\left(x,\int_{\mathbb{R}^n} T(y)p_{Y|X}(y|x)dy\right)$

Josh