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Unformatted text preview: EE 178 Handout #14 Probabilistic Systems Analysis Thursday, February 19, 2009 Homework #6 Due Thursday, February 26 1. Uncorrelation vs. Independence. Let X and Y be random variables with joint pdf f X,Y ( x, y ) = braceleftbigg c if 0 ≤  x  ≤  y  , ≤  y  ≤ 1 0 otherwise, where c is a constant. a. Find c . b. Are X and Y independent? Justify your answer. c. Are X and Y uncorrelated? Justify your answer. 2. Correlation Coefficient. Let X and Y have correlation coefficient ρ X,Y . What is the correlation coefficient between X and aY + b , where a and b are constants and a negationslash = 0 ? 3. Modified additive noise channel. Consider the additive noise channel shown in the figure below. a b X Z Y = b ( aX + Z ) The signal X and the noise Z have zero mean, average powers P and N, respectively, and are uncorrelated, and a and b are constants. Find the best linear MSE estimate of X given Y and its MSE in terms only of P , N , a , and b ....
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 Spring '09
 Eggers
 Systems Analysis, Correlation

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