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The Q function is heavily used in engineering system optimizations due to its symmetry properties and the fact that it has a clean upper bound which makes system optimizations easier than working with exact probabilities. In this problem, you will prove some important properties regarding the Q function. (a) Show that the Q function has the property Q(−x)=1−Q(x). (b) Recall that Q(x)=P(X>x) where X is a standard normal distribution. Use the Chernoff bound to prove that Q(x)≤e2−x2​∀x≥0.

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To show that the Q function has the property Q(−x)=1−Q(x), we can use the definition of the Q function. The Q function is defined as Q(x) = P(X > x), where X is a standard normal distribution.

Let's consider Q(-x). According to the definition, Q(-x) = P(X > -x). Since the standard normal distribution is symmetric about the mean, we can rewrite this as Q(-x) = P(X < x).

Now, we can use the fact that the total probability under the normal distribution is equal to 1. Therefore, P(X < x) + P(X > x) = 1.

Substituting this in the previous expression, we get Q(-x) = P(X < x) = 1 - P(X > x) = 1 - Q(x).

Therefore, we have proved that Q(−x) = 1 − Q(x).

(b) Now, let's use the Chernoff bound to prove that Q(x) ≤ e^(2−x^2) for all x ≥ 0.

The Chernoff bound states that for any random variable X with moment generating function M(t), and for any positive t, we have P(X > t) ≤ e^(-ts) * M(t), where s is any positive constant.

In our case, X is a standard normal distribution, which has a moment generating function of M(t) = e^(t^2/2).

Using the definition of Q(x) = P(X > x), we can rewrite it as Q(x) ≤ e^(-tx) * M(t).

Substituting the moment generating function and rearranging the inequality, we get Q(x) ≤ e^(-tx) * e^(t^2/2).

To find the maximum value of the right-hand side, we can differentiate it with respect to t and set it equal to 0.

Differentiating e^(-tx) * e^(t^2/2) with respect to t, we get -xe^(-tx) * e^(t^2/2) + te^(-tx) * e^(t^2/2) = 0.

Simplifying this equation, we get -xe^(-tx) + te^(-tx) = 0.

Dividing both sides by e^(-tx), we have -x + t = 0.

Solving for t, we get t = x.

Substituting this value of t back into the inequality, we get Q(x) ≤ e^(-tx) * e^(t^2/2) = e^(-x^2/2).

Since e^(-x^2/2) is always less than or equal to e^(2−x^2) for x ≥ 0, we can conclude that Q(x) ≤ e^(2−x^2) for all x ≥ 0.

In conclusion, we have proven that Q(−x) = 1 − Q(x) and that Q(x) ≤ e^(2−x^2) for all x ≥ 0 using the properties of the Q function and the Chernoff bound, respectively.

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