University of Illinois

Spring 2012

ECE 313: Problem Set 5: Solutions Bayes Formula and binary hypothesis testing
1. [Explaining a sum] (a) Let Bx1 x2 x3 x4 denote the event {(X1 , X2 , X3 , X4 ) = (x1 , x2 , x3 , x4 )}. These events are mutually exclusive for dierent choices of x1 x2 x3 x4 . Let qi = 1 pi . P {S = 1} = P {B1000 B0100 B0010 B0001 } = p1 q2 q3 q4 + q1 p2 q3 q4 + q1 q2 p3 q4 + q1 q2 q3 p4 = (1 3 2 1 + 4 2 2 1 + 4 3 3 1 + 4 3 2 4)/625 = 154/625 = 0.2464 (b) P {X1 = 1, S = 1} = P (B1000 ) = p1 q2 q3 q4 = 6/625, so 6 1 =1,S =1} P (X1 = 1|S = 1) = P {X = 154 = 0.0390. P {S =1} 2. [The weight of a positive] (a) P (positive) = P (positive|cancer)P (cancer) + P (positive|no cancer)P (no cancer) = (0.9)(0.008) + (0.07)(0.992) = 0.07664 7.7% (b) P (cancer|positive) = = = P (cancer and positive) P (positive) P (positive|cancer)P (cancer) P (positive) (0.9)(0.008) = 0.0939 9.4% 0.07664

(c) Out of 1000 woman getting a mammogram, we expect 1000*0.008=8 women to have breast cancer, and 8*(0.9)=7.2 of those to get a positive mammogram. Expect 1000*(0.992)*(0.07)=69.4 women to get a false positive. There is a debate within the health industry as to whether women in this age range should get mammograms. 3. [A simple hypothesis testing problem]
9i 1 (i) (a) The likelihood ratio function is (i) = p p0 (i) = 60 . The ML rule is as follows: if X = i, decide H1 if (i) 1, or equivalently, if |i| 2.58, or equivalently, because i is integer valued, if |i| 3. Equivalently, 1 = {4, 3, 3, 4} and 0 = {2, 1, 0, 1, 2}. (The meaning of 1 and 0 is that if X 1 we declare that H1 is true, and if X 0 we declare that H0 is true. ) 4 (b) For the ML rule, pf alse alarm = P (|X | 3|H0 ) = 9 , and 22 +12 +02 +12 +22 1 pmiss = P (|X | 2|H1 ) = = 6. 60
2

0 i , or equivalently if 9 (c) The MAP rule for X = i is to decide H1 if (i) 60 2, 1 or equivalently, if |i| 3.65, or equivalently, because i is integer valued, if |i| 4. Equivalently, 1 = {4, 4} and 0 = {3, 2, 1, 0, 1, 2, 3}. 2 (d) For the MAP rule, pf alse alarm = P (|X | 4|H0 ) = 9 and 32 +22 +12 +02 +12 +22 +32 28 7 pmiss = P (|X | 3|H1 ) = = 60 = 15 . The average probability of 60 1 7 41 22 error is pe = 0 pf alse alarm + 1 pmiss = 3 9 + 3 15 = 135 0.3037.

(e) Since maxi (i) =

9(4)2 60

= 2.4, the MAP rule always decides H0 if and only if

0 1

> 2.4.

4. [Matching Poisson means] (a) p0 (i, j ) =

2 i 4 4i e4 4j e4 i! j!

and p1 (i, j ) =

2i e2 6j e6 i! j!

and the likelihood ratio is (i, j ) =

= (i, j ) is H1 if i ln(1/2) + j ln(3/2) 0, or j the decision regions. The points (4, 4) and (2, 6) are also shown in the sketchthese are the points (E [X1 ], E [X2 ]) under hypotheses H0 and H1 .

6 j . The ML rule decision for (X1 , X2 ) 4 ln(2) ln(3/2) i, or j (1.71)i. See sketch (a) for

(a)

j 1

(b)

j 1

5 0 i 5

5 0 i 5

(b) We need to compare the likelihood ratio function (i, j ), found in part (a), to the 0 threshold 1 = 2. Taking logarithms yields that the MAP rule decision for (X1 , X2 ) =
ln(2) (i, j ) is H1 if i ln(1/2) + j ln(3/2) ln 2, or j ln(3 /2) (i + 1), or j (1.71)(i + 1). See sketch (b). As expected, 0 is larger for (b) than (a) because 0 > 0.5.

5. [Field goal percentages home vs. away] 1 (a) Using a = 20 so that 1 a 2 = 0.95, the symmetric, two-sided condence interval for the parameter p of a binomial distribution with known n and observed p has endpoints 20 k . The given data yields the condence interval [0.290, 0.557] for ph and the n 2 n interval [0.309, 0.505] for pa . These intervals intersect; we say the data is not conclusive. (b) It can be said that if H0 were true, and if p denotes the common value of ph and pa , from a perspective before the experiment is conducted, the probability the condence intervals will not intersect is less than or equal to the probability that at least one of the condence intervals will not contain p. The probability the condence interval for ph will not contain p is less than or equal to 5%, and the probability the condence interval for pa will not contain p is less than or equal to 5%. So the probability that at least one of the two condence intervals will not contain p is less than or equal to 10%. So therefore, if H0 is true, before we know about the data, we would say the probability the intervals do not intersect is less than or equal to 10%. Thus, if and when we observe nonintersecting condence intervals, we can say either H0 is false, or we just observed 2

data with an unlikely extreme. Note that we cannot conclude that there is a 90% chance that H1 is true.