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The Δ²/12 noise variance

ProofBeginner⏱ 15 minQuantizationvarianceuniformnoise model

Problem

  1. Prove that a uniform random variable on [−Δ/2,Δ/2][-\Delta/2,\Delta/2] has variance Δ2/12\Delta^2/12.
  2. Prove that if XX is uniform on a single quantization cell then the error is exactly uniform.
  3. Give an explicit distribution for XX for which the error has variance strictly greater than Δ2/12\Delta^2/12, 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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