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Information Theory, Inference, and Learning ... - Inference Group

Information Theory, Inference, and Learning ... - Inference Group

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Copyright Cambridge University Press 2003. On-screen viewing permitted. Printing not permitted. http://www.cambridge.org/0521642981You can buy this book for 30 pounds or $50. See http://www.inference.phy.cam.ac.uk/mackay/itila/ for links.46 2 — Probability, Entropy, <strong>and</strong> <strong>Inference</strong>(d) The mean number of rolls from the six before the clock struck to the sixafter the clock struck is the sum of the answers to (b) <strong>and</strong> (c), less one,that is, eleven.(e) Rather than explaining the difference between (a) <strong>and</strong> (d), let me giveanother hint. Imagine that the buses in Poissonville arrive independentlyat r<strong>and</strong>om (a Poisson process), with, on average, one bus everysix minutes. Imagine that passengers turn up at bus-stops at a uniformrate, <strong>and</strong> are scooped up by the bus without delay, so the interval betweentwo buses remains constant. Buses that follow gaps bigger thansix minutes become overcrowded. The passengers’ representative complainsthat two-thirds of all passengers found themselves on overcrowdedbuses. The bus operator claims, ‘no, no – only one third of our busesare overcrowded’. Can both these claims be true?Solution to exercise 2.38 (p.39).Binomial distribution method. From the solution to exercise 1.2, p B =3f 2 (1 − f) + f 3 .Sum rule method. The marginal probabilities of the eight values of r areillustrated by:P (r = 000) = 1/ 2(1 − f) 3 + 1/ 2f 3 , (2.108)P (r = 001) = 1/ 2f(1 − f) 2 + 1/ 2f 2 (1 − f) = 1/ 2f(1 − f). (2.109)The posterior probabilities are represented by<strong>and</strong>P (s = 1 | r = 001) =P (s = 1 | r = 000) =f 3(1 − f) 3 + f 3 (2.110)(1 − f)f 2f(1 − f) 2 + f 2 = f. (2.111)(1 − f)The probabilities of error in these representative cases are thus0.150.10.0500 5 10 15 20Figure 2.13. The probabilitydistribution of the number of rollsr 1 from one 6 to the next (fallingsolid line),( ) r−1 5 1P (r 1 = r) =6 6 ,<strong>and</strong> the probability distribution(dashed line) of the number ofrolls from the 6 before 1pm to thenext 6, r tot ,( ) r−1 ( ) 2 5 1P (r tot = r) = r.6 6The probability P (r 1 > 6) isabout 1/3; the probabilityP (r tot > 6) is about 2/3. Themean of r 1 is 6, <strong>and</strong> the mean ofr tot is 11.<strong>and</strong>P (error | r = 000) =f 3(1 − f) 3 + f 3 (2.112)P (error | r = 001) = f. (2.113)Notice that while the average probability of error of R 3 is about 3f 2 , theprobability (given r) that any particular bit is wrong is either about f 3or f.The average error probability, using the sum rule, isP (error) = ∑ P (r)P (error | r)r= 2[ 1/ 2(1 − f) 3 + 1/ 2f 3 ](1 − f) 3 + f 3 + 6[1/ 2f(1 − f)]f.SoP (error) = f 3 + 3f 2 (1 − f).f 3The first two terms are for thecases r = 000 <strong>and</strong> 111; theremaining 6 are for the otheroutcomes, which share the sameprobability of occurring <strong>and</strong>identical error probability, f.Solution to exercise 2.39 (p.40).The entropy is 9.7 bits per word.

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