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Unformatted text preview: UCSD ECE153 Handout #36 Prof. YoungHan Kim Thursday, May 26, 2011 Final Examination (Spring 2008) 1. Coin with random bias (20 points). You are given a coin but are not told what its bias (probability of heads) is. You are told instead that the bias is the outcome of a random variable P ∼ Unif[0 , 1]. Assume P does not change during the sequence of tosses. (a) What is the probability that the first three flips are heads? (b) What is the probability that the second flip is heads given that the first flip is heads? 2. Estimation (20 points). Let X 1 and X 2 be independent identically distributed random variables. Let Y = X 1 + X 2 . (a) Find E [ X 1 X 2  Y ]. (b) Find the minimum mean squared error estimate of X 1 given an observed value of Y = X 1 + X 2 . (Hint: Consider E [ X 1 + X 2  X 1 + X 2 ].) 3. Stationary process (20 points). Consider the Gaussian autoregressive random process X k +1 = 1 3 X k + Z k , k = 0 , 1 , 2 ,..., where Z ,Z 1 ,Z 2 ,... are i.i.d. ∼ N (0 , 1)....
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This note was uploaded on 07/07/2011 for the course EECS 153 taught by Professor Kim during the Spring '11 term at UCSD.
 Spring '11
 Kim

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