EE5620 Stochastic Processes1EE5620 - Homework #3Due: Oct. 17, 2006, in classReading assignments:Chapter 3, Gallager’s note, except Sec. 3.5.Problem assignments:1. Understand Theorem 3.2 on page 65 of Gallager’s note. Then, do Exercise 3.2 in Gallager’snote.2. Exercise 3.5 in Gallager’s note.You can find an intuitive definition forsufficient statisticon page 59, Chapter 3, of Gallager’snote.3. Exercise 3.10 in Gallager’s note.4. Exercise 3.11 in Gallager’s note.5. Consider the problem of detecting a known signals, with dimensionm×1, in the presence ofadditive noisen.Assume the noise has a Gaussian distribution withn∼N(0,Kn) whereKnis nonsingular. The detector is to determine whether the received signal
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