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    Mai391 Asm2

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    Quốc Nhựt Nguyễn

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    © All Rights Reserved
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    Mai391 Asm2

    Uploaded by

    Quốc Nhựt Nguyễn
    4 views2 pages

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    MAI391_ASM2

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    4 views2 pages

    Mai391 Asm2

    Uploaded by

    Quốc Nhựt Nguyễn

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
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    MAI391 – ASSIGNMENT 2

    Let a < b be the largest digits in your student ID.

    1. In a batch of 1a laser diodes, four have efficiency below 0.25, five have efficiency
    between 0.25 and 0.35, and the rest have efficiency above 0.35. Three diodes
    are selected at random and without replacement. Let X1 , X2 and X3 denote,
    respectively, the number of diodes with efficiency below 0.25, between 0.25 and
    0.35, and above 0.35 in the sample.

    a) Find the joint pmf of X1 , X2 and X3 .


    b) Find the marginal pmf of X1 .

    Note: Assume that a = 8, we have 1a = 18.

    2. Let X and Y be two univariate continuous random variables with joint pdf

    c(x2 + xy) x, y ≥ 0, x + y ≤ a


    f (x, y) = 
    0

    otherwise

    where c is a constant.

    a) Find the constant c.


    b) Find the marginal pdf of X and Y .
    c) Find the probability that X 2 > Y .
    d) Find the Cov(X, Y ).

    3. Let Z1 = N (µ1 , Σ1 ) and Z2 = N (µ2 , Σ2 ) be independent Gaussian distributions,


    where
       
     ⊤
    1 0  ⊤
    2 −1
    µ1 = −1 1 , Σ1 =   and µ2 = 0 1 , Σ2 =  .
    0 3 −1 1

    a) Find an explicit formula for the joint distribution function of Z2 .


    b) Find the distribution of Z = aZ1 − bZ2 conditioned on z2 = 0.

    4. Let f (x, y) = (x − 1)a + y b . Starting from the point (x0 , y0 ) = (0, 1), compute the
    value of the function f (x, y) at the third iteration (x3 , y3 ) when using gradient
    descent algorithm with learning rate γ = 0.03 and momentum α = 0.1.
    2

    5. Consider whether the following statements are true or false. Briefly explain your
    answer.

    a) The intersection of any two convex sets is convex.


    b) The union of any two convex sets is convex.
    c) The difference of a convex set A from another convex set B is convex.
    d) The sum of any two convex functions is convex.
    e) The difference of any two convex functions is convex.
    f) The product of any two convex functions is convex.

    6. Consider the following quadratic program


     ⊤     ⊤  
    1 x1  a1 x1  a + 1 x1 
    min      +    
    x∈R2 2 x2 1 b x2 b−3 x2
       
     a 0    a
       
    −b 0  x1  a

    subject to   ≤  .

     0 a  x2 a

      
       
    0 −b a

    Derive the dual quadratic program using Lagrange duality.

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