EECS 251A

Spring 2018 Homework 1

Due: Tues. May 1

1. 1.1

2. 1.2

3. 2.5

4. 2.6

5. 3.7

6. 3.9

7. 3.13

8. 3.15

9. 3.18

10. Let U [a, b] denote the uniform distribution defined on the interval [a, b]. Consider the test

H0 : Y ∼ U [0, 1]
H1 : Y ∼ U [0, 2]

Find expressions for PD , PF A and the decision regions as a function of the threshold of the
likelihood ratio test, and plot the ROC for the detector.

11. Consider the test

H0 : Y = N
H1 : Y = S + N ,

where S ∼ U [−1, 1] and N ∼ U [−2, 2], and S, N are independent.

(a) Set up the LRT and determine the decision regions when the threshold is (i) k = 1/4,
(ii) k = 2 and (iii) k = 1.
(b) Find PD and PF A for each of these thresholds.
(c) Plot the ROC.

12. Consider the two hypotheses:

 
1 1 2
H0 : f (r|H0 ) = √ exp − r
2π 2
1
H1 : f (r|H1 ) = exp(−|r|) .
2
(a) Plot the density functions
(b) Find thep
likelihood ratio and the log-likelihood ratio. Plot the LLRT as a function of r
0
for k = π/2.
 (c) Compute the decision regions as a function of k 0 .
(d) Determine expressions for PD and PF A .

13. Let Xi , i = 1, 2, · · · , n, be independent Poisson random variables with rate λ. We denote this
as Xi ∼ P (λ).

(a) Show that X = ni=1 Xi is P (nλ).

P

(b) Find the LRT of a test for λ1 > λ0 .

(c) Determine how to find the threshold for a test of size α = 0.01 in a Neyman-Pearson
test of H0 : λ = 2 versus H1 : λ = 4. (Note that you will need to use a randomized test
with γ for this problem).

14. In the optical communications channel using on/off signaling, suppose that a leaky detector is
used. When a pulse is sent, photons arrive at the detector at a rate λ1 , and when no pulse is
sent, only background photons arrive, at a rate λ0 < λ1 . In the leaky detector, photons arrive
at the receiver according to the probability law P (X(t) = m) = exp(−λt)(λt)m /m! ∼ P (λt),
but each photon is detected with probability p. Let the output of the detector be Y (t).

(a) Show that P (Y (t) = m|X(t) = n) is B(n, p), the binomial distribution:
 
n
B(n, p) = px (1 − p)n−x .
x

(b) Show that P (Y (t) = m) is P (pλt)

(c) Find the Neyman-Pearson version of this detector.
(d) Compute and plot the ROC when λ1 = 2, λ0 = 1 and p = 0.99.