The Δ²/12 noise variance
ProofBeginner⏱ 15 minQuantizationvarianceuniformnoise model
Problem
- Prove that a uniform random variable on has variance .
- Prove that if is uniform on a single quantization cell then the error is exactly uniform.
- Give an explicit distribution for for which the error has variance strictly greater than , and one for which it is zero.
Write a complete argument. Every inequality you use should be one you could state precisely.
Solution
Opening this before you have a real attempt on paper is the fastest way to feel like you understand something you cannot reproduce.
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