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Question 13. In a random minute, the number of call attempts [tex][tex]$N$[/tex][/tex] at a telephone switch has a Poisson distribution with a mean of either [tex][tex]$\lambda_0=6$[/tex][/tex] (hypothesis [tex][tex]$H_0$[/tex][/tex], with [tex][tex]$P(H_0)=0.3$[/tex][/tex]) or [tex][tex]$\lambda_1=8$[/tex][/tex] (hypothesis [tex][tex]$H_1$[/tex][/tex], with [tex][tex]$P(H_1)=0.7$[/tex][/tex]). Based on the observation of [tex][tex]$N$[/tex][/tex]:

(a) What are [tex][tex]$P_{N \mid H_0}(n)$[/tex][/tex] and [tex][tex]$P_{N \mid H_1}(n)$[/tex][/tex], the likelihood functions of [tex][tex]$N$[/tex][/tex] given [tex][tex]$H_0$[/tex][/tex] and [tex][tex]$H_1$[/tex][/tex], respectively?

(b) Design a maximum a posteriori probability (MAP) hypothesis test.

(c) Calculate the total error probability [tex][tex]$P_{\text{ERR}}$[/tex][/tex] of the hypothesis test.

(d) Let the cost of a false alarm be [tex][tex]$C_{10}=10$[/tex][/tex] units and the cost of a miss be [tex][tex]$C_{01}=10^4$[/tex][/tex] units. What is the average cost of the MAP policy? What is the average cost of the minimum cost policy?


Sagot :

Sure, let's solve each part of this problem step-by-step:

### (a) Likelihood Functions

We are given that the number of call attempts [tex]\( N \)[/tex] follows a Poisson distribution under two hypotheses [tex]\( H_0 \)[/tex] and [tex]\( H_1 \)[/tex]:

- Under [tex]\( H_0 \)[/tex]: The mean number of call attempts [tex]\( \lambda_0 \)[/tex] is 6.
- Under [tex]\( H_1 \)[/tex]: The mean number of call attempts [tex]\( \lambda_1 \)[/tex] is 8.

The Poisson probability mass function (PMF) is given by:
[tex]\[ P(N = n \mid \lambda) = \frac{e^{-\lambda} \lambda^n}{n!} \][/tex]

Thus, for each hypothesis:
[tex]\[ P(N = n \mid H_0) = \frac{e^{-6} \cdot 6^n}{n!} \][/tex]
[tex]\[ P(N = n \mid H_1) = \frac{e^{-8} \cdot 8^n}{n!} \][/tex]

### (b) MAP Hypothesis Test

The Maximum a Posteriori (MAP) hypothesis test aims to choose the hypothesis that maximizes the posterior probability. This is given by comparing the likelihoods weighted by their prior probabilities.

[tex]\[ \text{Select } H_0 \text{ if } P(N = n \mid H_0) \cdot P(H_0) > P(N = n \mid H_1) \cdot P(H_1) \][/tex]
[tex]\[ \text{Select } H_1 \text{ otherwise } \][/tex]

Given:
[tex]\[ P(H_0) = 0.3 \][/tex]
[tex]\[ P(H_1) = 0.7 \][/tex]

Thus, the decision rule is:
[tex]\[ \frac{e^{-6} \cdot 6^n}{n!} \cdot 0.3 \quad \text{vs} \quad \frac{e^{-8} \cdot 8^n}{n!} \cdot 0.7 \][/tex]
[tex]\[ \text{Select } H_0 \text{ if } 0.3 \cdot 6^n \cdot e^{-6} > 0.7 \cdot 8^n \cdot e^{-8} \][/tex]
[tex]\[ \text{Select } H_1 \text{ otherwise } \][/tex]

### (c) Total Error Probability [tex]\(P_{\text{ERR}}\)[/tex]

To compute the total error probability [tex]\(P_{\text{ERR}}\)[/tex], we need to account for the probabilities of false alarms and misses. Here, the total error probability is the sum of these probabilities weighted by their prior:

- A false alarm occurs when [tex]\( H_0 \)[/tex] is chosen but [tex]\( N \)[/tex] was actually generated by [tex]\( H_1 \)[/tex].
- A miss occurs when [tex]\( H_1 \)[/tex] is chosen but [tex]\( N \)[/tex] was actually generated by [tex]\( H_0 \)[/tex].

The total error probability [tex]\(P_{\text{ERR}}\)[/tex] is calculated as follows:

[tex]\[ P_{\text{ERR}} = \sum_{n=0}^{\infty} \left[ P(N = n \mid H_1) \cdot P(H_1) \cdot I(\text{Decision} = H_0) + P(N = n \mid H_0) \cdot P(H_0) \cdot I(\text{Decision} = H_1) \right] \][/tex]

Where [tex]\( I(\cdot) \)[/tex] is an indicator function that is 1 if the condition is true, otherwise 0. Based on the calculated result:
[tex]\[ P_{\text{ERR}} \approx 0.2842257302459429 \][/tex]

### (d) Average Cost of MAP Policy and Minimum Cost Policy

The average cost of the MAP policy is given by:
[tex]\[ \text{Average Cost}_{\text{MAP}} = P_{\text{ERR}} \cdot C_{01} + (1 - P_{\text{ERR}}) \cdot C_{10} \][/tex]

Given the costs:
[tex]\[ C_{10} = 10 \][/tex]
[tex]\[ C_{01} = 10^4 \][/tex]

Using the total error probability [tex]\( P_{\text{ERR}} = 0.2842257302459429 \)[/tex]:
[tex]\[ \text{Average Cost}_{\text{MAP}} = 0.2842257302459429 \cdot 10000 + (1 - 0.2842257302459429) \cdot 10 \][/tex]
[tex]\[ \approx 2849.4150451569694 \][/tex]

The minimum cost policy considers choosing the action with the minimum expected cost. In this case, the minimum possible cost comes just from making a decision that avoids the higher cost miss penalty and defaults to the false alarm cost:

[tex]\[ \text{Average Cost}_{\text{Minimum}} = \min(\text{Average Cost}_{\text{MAP}}, C_{01}, C_{10}) \][/tex]
[tex]\[ \text{Average Cost}_{\text{Minimum}} = 10 \][/tex]

Therefore, the total results are:

[tex]\[ P_{\text{ERR}} \approx 0.2842257302459429 \][/tex]
[tex]\[ \text{Average Cost}_{\text{MAP}} \approx 2849.4150451569694 \][/tex]
[tex]\[ \text{Average Cost}_{\text{Minimum}} = 10 \][/tex]