NAME: ECE 6540 MIDTERM 1 Show your work. Closed book, limited notes (1 page). No laptops or calculators. 1.

(25 points) We have N observations x[n] = w[n], n = 0, 1, . . . N 1 where w[n] is IID (independent, identically distributed) with an uniform distribution U[0, ]. (a) Show that =
2 2 N N 1 n=0

x[n] is an unbiased estimator for .

(b) Let denote the unknown variance for our uniform distribution. It is known that the variance of a uniform distribution of the form U[0, ] is equal to 2 /12. Therefore, we could estimate 2 as a function of the estimator from the previous part: 2 2 = 12 Is this estimator for 2 unbiased? What happens as N ?

2. (25 points) A credit card companys fraud prevention software monitors all transactions and generates an alert whenever suspicious activity is detected. Let x[n] denote the number of alerts generated on day number n. If we record the number of alerts for N days, x[n] for n = 0, 1, . . . N 1 are IID (independent, identically distributed) with a Poisson distribution x[n] e p(x[n]; ) = x[n]! where is an unknown parameter. If one takes the expectation of the Poisson distribution, we can nd that E[x[n]] = . In other words, is the expected number of alerts during any entire day. (a) Use the Cramer-Rao lower bound theorem to nd the MVU estimator for . You may assume that the Poisson PDF satises the regularity condition. (b) What is the variance of the MVU estimator found in the previous part?

3. (25 points) We have N observations x[n], n = 0, 1, . . . N 1 where x[n] is IID (independent, identically distributed) with the following PDF p(x[n]; ) = e(x[n]) if x[n] 0, otherwise

We wish to estimate the unknown parameter , but the Cramer-Rao theorem cant be used because this PDF doesnt satisfy the regularity condition. Use the Neyman-Fisher factorization theorem to nd a sucient statistic for .

4. (25 points) We are interested in estimating a parameter vector with two elements = The Fisher information matrix I() = a b b c 1 2

is always positive semi-denite. This means that a > 0, c > 0 and ac b2 0. (a) Show that the Cramer-Rao lower bound for 1 when 1 and 2 are being estimated together (both unknown) is greater than or equal to the Cramer-Rao lower bound for 1 when it is being estimated by itself (1 unknown, 2 known). (b) Show that the conditions assumed above (a > 0 and c > 0) always hold. For BONUS points also show that ac b2 0 always holds.