12.

2 Multiple Choice Questions

1. For DC level A in WGN, x[n] = A + w[n], n = 0, 1,…,N - 1, the sample

mean   is the efficient estimator for A. For estimating A², the   will be
A. unbiased and efficient estimator
B. unbiased but not efficient estimator
C. unbiased and minimum variance estimator
D. biased estimator

2. In classical estimation theory, it is not always possible to find the CRLB bound because
A. the MVU estimator does not exists.
B. the sufficient statistics exist but are not complete.
C. the Bayesian estimator may result in better performance.
D. the 1st-order derivative of likelihood function is not defined everywhere.

3. For N observations, the Fisher information is I(θ) = N i (θ) where i (θ) being the Fisher
information of each of the observations. This is true when the observations are
A. independent and identically distributed
B. completely dependent and identically distributed
C. both A and B
D. neither A nor B

4. In vector parameter estimation case, the Fisher information matrix turning out to be
diagonal implies that
A. all unknown parameters are correlated.
B. none of the unknown parameters is correlated with the other.
C. some of the unknown parameters are correlated while others are uncorrelated.
D. nothing can be said about the correlation among unknown parameters.

5. For the sufficient statistic T(x) to yield in an MVUE which one of the following
conditions must be true
A. T(x) must be complete.
B. T(x) must be unbiased.
C. Both A and B.
D. Either A or B.
6. According Neyman-Fisher factorization theorem, the sufficient statistic T(x) for a
estimation problem can found if the PDF of the data p(x; θ) can be factorized as
A. p(x; θ) = g(h(x),θ) T(x)
B. p(x; θ) = g(T(x),θ) h(x)
C. p(x; θ) = g(T(x),h(x)) θ
D. p(x; θ) = g(θ) T(x) h(x)

7. In OOK communication system, the observed data is given as x[n] = A cos(2πƒ1n)+w[n],

n = 0, 1,…,N -1 where w[n] is white noise with zero mean and variance σ². The best linear
unbiased estimator (BLUE) for A is given by

A.

B.

C.

D.

8. The maximum likelihood procedure yields an estimator that is asymptotically efficient,

but
A. sometimes it also yields an efficient estimator for finite data records
B. it never yields an efficient estimator for finite data records
C. it yields MVU estimator for finite data records and not the efficient estimator
D. none of the above

9. Given the observations {X1,X2,…,XN} having Poisson distribution

[P(X = x) =  ,(x = 0, 1,…)] with unknown parameter λ > 0. The maximum likelihood
estimate of λ be
A.
B. 1∕
C. ²
D. 1∕ ²

10. For an estimation problem, if an efficient estimator exists, then maximum likelihood
estimator
A. will always produce it.
B. will produce it in some cases only.
C. will never produce it.
D. none of the above

11. For the least squares estimation which one of the following assumptions is true.
A. The data is assumed to have uniform distribution.
B. The data is assumed to have Gaussian distribution.
C. The data is assumed to be probabilistic with first two moments known.
D. No probabilistic assumption about the data is made.

12. Suppose that three measurements of signal s(k) = θ exp(k ∕2), where θ is the parameter to
be estimated, are given as y(1) = 1.5, y(2) = 3.0 and y(3) = 5.0. Find the least squares estimate
of θ
A. 0.6459
B. 0.795
C. 0.895
D. 0.995

13. The estimator that minimizes the Bayes risk for the “hit-or-miss” cost function is
A. mode of the posterior pdf
B. median of the posterior pdf
C. mean of the posterior pdf
D. none of the above

14. The MAP estimator is usually easier to determine than the MMSE estimator since
A. it does not involve any differentiation
B. it does not involve any integration
C. it does not involve any prior PDF
D. it does not involve any maximization

15. Given the power spectral density of signal Pss(f) and that of noise Pww(f) = σ2, the Wiener
filter frequency response H(f) for an infinite length non-causal filter is

A.

B.
C.
D.
16. For a DC level in WGN detection, assume that we wish to have P FA = 10-4 and
PD = 0.99. If the SNR is -30dB, the number of samples N required for detection is
A. 20, 465
B. 28, 646
C. 36, 546
D. 40, 486

17. Consider a binary hypothesis testing problem with the conditional probabilities of the
received data as

with hypotheses H0 and H1 being equilikely. Find the minimum probability of error

A. 0.2012
B. 0.3854
C. 0.4385
D. 0.5108

18. For binary hypothesis testing problem:

where c > 0, and  [a,b] denote the uniform PDF in [a,b]. The condition for the perfect detector
(PFA = 0, PD = 1) is

A. c < 1∕2
B. c < 1
C. c > 1∕2
D. c > 1

19. Consider an M = 2 pulse amplitude modulation (PAM) scheme

 and subjected to average energy constraint. To have minimum probability of error Pe, the best
choice for signal amplitudes A0 and A1 is

A. A0 = A1
B. A0 = 
C. A0 = -
D. A0 = -A1

20. For linear model, x = Hθ + w, where s = Hθ. Which one of the following is correct?
A. ||s||2 + ||x -  ||2 = ||x||2
B. ||s||2 + ||x -  ||2 > ||x||2
C. ||s||2 + ||x -  ||2 < ||x||2
D. ||x||2 + ||x -  ||2 = ||s||2

21. The minimum Bayes risk for a binary hypothesis testing problem with costs C00 = 1, C11 =
2, C10 = 2, and C01 = 4 is given by

where π0 is the prior probability of hypothesis H0. Find the values of the minimax risk and the
least favorable prior probability

A. (πL) = 1; πL = 1
B. (πL) = 0; πL = 1
C. (πL) = 2; πL = 0
D. (πL) = 2; πL = 0

22. Consider the PDFs for  0 and  0 given as:

If P( 0 ) = γP( 1 ), then the Bayesian detector for deciding   is

1

A.

B.
C.

D.

23. Consider the detection problem:

where s[n] = A cos(2πƒ0n + ϕ) is the signal and w[n] the noise distributed as

w[n] ~ (0,σ2). For estimating the amplitude of the signal A, if the detection statistics is denoted

by T(x), then deflection coefficient defined as  . The expression for d² is

A.
B.
C.
D.

24. The parameter which does not affect the performance of a NP-detector for detecting a
deterministic signal in white Gaussian noise is
A. Signal energy
B. Signal shape
C. Noise energy
D. Probability of false alarm

Answers to Multiple Choice Questions

1. (D) 2. (D) 3. (B) 4. (B) 5. (C) 6. (B) 7. (D) 8. (A)

9. (A) 10. (A) 11. (D) 12. (D) 13. (A) 14. (B) 15. (A) 16. (C)
17. (C) 18. (A) 19. (D) 20. (A) 21. (D) 22. (C) 23. (C) 24. (B)