Skip to content

Q4

← Back

Basic Info

Probability
└── Homework
    └── W10
        └── Q4.tex

Preview

\documentclass[12pt]{article}

\usepackage{graphicx}
\usepackage{amssymb}
\usepackage{amsmath}
\usepackage[margin=1in]{geometry}
\usepackage{fancyhdr}
\usepackage{enumerate}
\usepackage[shortlabels]{enumitem}

\pagestyle{fancy}
\fancyhead[l]{Li Yifeng}
\fancyhead[c]{Homework \#10}
\fancyhead[r]{\today}
\fancyfoot[c]{\thepage}
\renewcommand{\headrulewidth}{0.2pt}
\setlength{\headheight}{15pt}

\newcommand{\bE}{\mathbb{E}}
\newcommand{\bP}{\mathbb{P}}

\begin{document}

    \section*{Question 4}

    \noindent Consider a binary communication channel with input $X\sim\mathrm{Bern}(p)$, output $Y\sim\mathrm{Bern}(q)$, and crossover (error) probability $\varepsilon$.  It is known that
    \[
    q \;=\; p + \varepsilon \;-\; 2\varepsilon p.
    \]
    The channel capacity is
    \[
    C \;=\;\max_{0\le p\le1} I(X;Y).
    \]
    Find the value of $p$ that maximises $C$ (i.e.\ maximises $I(X;Y)$).

    \bigskip

    \begin{enumerate}[label={},leftmargin=0in]\item
        \subsection*{Solution}
        The mutual information can be written
        \[
        I(X;Y)
        =H(Y)-H(Y\mid X)
        =H\bigl(q\bigr)-H\bigl(\varepsilon\bigr),
        \]
        where $H(\varepsilon)=-\varepsilon\log_2\varepsilon-(1-\varepsilon)\log_2(1-\varepsilon)$ is constant in $p$, and
        \[
        q(p)=p + \varepsilon -2\varepsilon p
        =(1-2\varepsilon)p + \varepsilon.
        \]
        Differentiate with respect to $p$:
        \[
        \frac{dI}{dp}
        =\frac{d}{dp}H(q)
        =(1-2\varepsilon)\,\bigl[-\log_2 q + \log_2(1-q)\bigr]
        \stackrel{!}{=}0.
        \]
        Hence
        \[
        \log_2\frac{1-q}{q}=0
        \;\Longrightarrow\;q=\tfrac12.
        \]
        Solving $q=(1-2\varepsilon)p+\varepsilon=\tfrac12$ gives
        \[
        (1-2\varepsilon)p=\tfrac12-\varepsilon
        \;\Longrightarrow\;
        p=\frac{\tfrac12-\varepsilon}{1-2\varepsilon}
        =\tfrac12,
        \]
        for all $\varepsilon\neq\tfrac12$.

        \subsection*{Answer}
        \[
        \boxed{p=\frac12.}
        \]
    \end{enumerate}

\end{document}