To Do Problems MAE 271A
November 9, 2015
1. Chapter 3
Problems 1, 2, 5, 6, 7, 8, 10, 11, 14-17
These problems will not be graded, but will have solutions in two weeks.
1

Stochastic Processes, Estimation, and Control
g(t)
gt
ti
ti+1
Walter H. Chung
Jason L. Speyer
Ioannis Kanellokoupolus
c 1998
Copyright
t
C HAPTER 1
Probability Theory
Prove: (A B)c = Ac B c .
Solution. To prove equality of two sets, we have to prove tha

Stochastic Processes, Estimation, and Control
g(t)
gt
ti
ti+1
Walter H. Chung
Jason L. Speyer
Ioannis Kanellokoupolus
c 1998
Copyright
t
Contents
Chapter 1 Probability Theory
1
Chapter 2 Random Variables
17
Chapter 3 Conditional Expectations and Discrete

To Do Problems MAE 271A
November 9, 2015
1. Chapter 3
Problems 1, 2, 5, 6, 7, 8, 10, 11, 1417
These problems will not be graded, but will have solutions in two weeks.

Stochastic Processes, Estimation, and Control
g(t)
gt
ti
ti+1
Walter H. Chung
Jason L. Speyer
Ioannis Kanellokoupolus
c 1998
Copyright
t
Contents
Chapter 1 Probability Theory
1
Chapter 2 Random Variables
17
iii
C HAPTER 1
Probability Theory
Prove: (A B)

To Do Problems MAE 271A
September 29, 2015
0 Chapter 1
Problems 3, 6, (7), (8), 9, 10, 11, (12), (13) This problem is appro-
priate for Chapter 2., 14, 15, 16, 17, (18), (19), (20) This problem
is appropriate for Chapter 2.
The problems in parentheses are

Stochastic Processes, Estimation, and Control
Walter H. Chung
Jason L. Speyer
Ioannis Kanellokoupolus
Copyright 1998 CHAPTER 1
Probability Theory
0 Prove: (A U B)c = Ac n BC.
Solution. To prove equality of two sets, we have to prove that each set
is a s

To Do Problems MAE 271A
September 29, 2015
Chapter 1
Problems 3, 6, (7), (8), 9, 10, 11, (12), (13) This problem is appropriate for Chapter 2., 14, 15, 16, 17, (18), (19), (20) This problem
is appropriate for Chapter 2.
The problems in parentheses are su

To Do Problems MAE 271A
November 9, 2015
1. Chapter 3
Problems 1, 2, 5, 6, 7, 8, 10, 11, 1417
These problems will not be graded, but will have solutions in two weeks.