20105ee131A_1_ps7_2010fall - Problem 5.74, page 295 of ALG...

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EE 131A Problem Set 7 Probability Wednesday, November 17, 2010 Instructor: Lara Dolecek Due: Wednesday, November 24, 2010 Happy Thanksgiving! Reading: Chapters 5 and 6 of Probability, Statistics, and Random Processes by A. Leon-Garcia 100 points total 1. Expectation of a function of RVs. Problem 5.57, page 295 of ALG 2. Joint cdf, pdf refresher. Problem 5.27, page 292 of ALG 3. Joint moments. Find the correlation and covariance of X and Y in the previous problem. Are X and Y independent ? orthogonal ? uncorrelated? 4. Cauchy-Schwartz inequality.
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Unformatted text preview: Problem 5.74, page 295 of ALG 5. Conditional pdf, expectation of uncorrelated but dependent RVS Problem 5.82, page 296 of ALG 6. Marginal pdf of jointly Gaussian. Problem 5.34, page 292 of ALG 7. Conditional pdf of jointly Gaussian. Problem 5.83, page 296 of ALG 8. Jointly Gaussian. Problem 6.55, page 354 of ALG 9. More Jointly Gaussian. Problem 6.56, page 354 of ALG 10. Moment and characteristic function for jointly Gaussian. Problem 6.66, page 355 of ALG 1...
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This note was uploaded on 01/16/2011 for the course EL ENGR 131A taught by Professor Dolecek during the Fall '10 term at UCLA.

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