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random process and linear algebra
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0% found this document useful (0 votes)
15 views14 pagesFunctions of RD
random process and linear algebra
Uploaded by
meshaCopyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
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/ 14
Random Variables 1.263
ns of a Random Varlable (Transforma-_
4.13 Func one dimensional Random Variables)
Definition
random variable defined on a sample space Sand ¥ = g(X) be a
nic increasing or decreasing function such that ¥ is also a random
4.191
fe) = Fr)
aa ¥ 0
Y=vxX
yd
dz 2x
az
ae 2Vz.
dz
Fw) = fx(z)- Is|
=e. We
=e. 2
Sea) = 2yeY 5 y > 0.
Solved Problem 1.231 (AU May/June 2006 - MA 1253)
If X is uniformly distributed in -} 3) find the p.d.f of y = tanz.
Solution
The pdf of X is
adxi -¥<2O => y>1lgetr<00 gy) =2=}y) wihO0
F(x) -{ - ;
otherwise
Find the probability density of (i) Y = VX, (ii) ¥ = X?
solution
jiven
— fay = {O7 Hre>0
0 otherwise -
L
@v=vX => g'y)=X=Y¥?, Yoo
Now the p.d.f of y is
fet = fx(97"() |
=e jul: y>0
f= wer: y>0
iC ae
@) Y=X? > gy) =X =VY, y > 0. Y = X? is monotonically
increasing for X > 0)
fy) = felor(y) |? a]
=e? [2 1
=e) IVa 4 y>o
ho age vv, y>0
Solved Problem 1. 237
A
enn variable X is uniformly distributed in (~5,15). Let y be the random
Variable such that Y= =e-% find aoe 1.270 Probability and Random Processes
Solution
Since X is uniformly distributed in (—5, 15)
Bi -5<2<5
Us is {® otherwise
Given ¥Y = 7 *
Taking log on both sides
z
logy=—3
gy) =2=—5logy
d(g™*()) _ =
dy
y
‘|
fri = Se) [|
= er0 1.272 Probability and Random Processes,
Given X ~ N(0,0)
Now f(z) =
0 <0
0: otherwise
=2
fx(z) =
To find the p.d.f of Y = X®
ie, ya? :
g'y)=z=y3: 2>0>y>0
do"y)) _ 1-3 oe
dy 3
fo
now fy) = fe (omy) [SE
ly
= 26-2W)4
1 2
_—
1
7 f= 2(Z) rbot, y>0
This can also be written as
: on
fen =2(5) yite, y>0 ee
Random Variables 1.273
B = + as the parameters we see that it follows Weibull distri-
e
aking a =
pation ety) =@ Bye vw
- |
|
|
|
1.274 Probability and Random Processes
Sotutfon
a) +5 ie. y=3r+5:0<4rs
d(g“(y)) 1
dy 3
d
fi = Soto) [|
ae C3) [5
=F): y>s
)- Y=xXx3 y=r,0<4r<0
ow) =r=y y>od
d(g(y)) __ 1-2
Gay 7 re
a d(g*(u))
Few) = Fx (9"@) foo
Solved Problem 1.244
If X isa Gaussian R.V with mean zero and variance 0, find the p.d.f of Y ="
Solution
Lt 22
Given © fx (z) = + e273 —
fx (2) afin oo! co 0
Given fx() eion
dyn
ae OY
de 1
dy y
sine y = € is monotonically increasing, we have’
dx
fr = Fx) e|
1
= Sx(logy) 7
Bet _coey? ”
aa sea sy >0
fu = 5 Sie
Solved Problem 1.246
If X has an exponential distribution with parameter a, find the p.d.f of
Y=log X.
Solution
Given f.(2) =a-e-% 2 > 0
Also Y =o, dy lid
ez a
z= ev
at iy
dy
Few = fx (2) |e >>|
1.276 Probability and Random Processes
Exercise
1, Ifthe nV X is uniformly distributed in (1.1) find the PAfory_
Sk
. fans: fy(y) =) Ox,
> Ithe pd fof fx(z) = e-F x >0. Find the pdf. of y = a
eS
| | i [an Soy) = 3 (:)' oF ox <
3. Ifthe continuous random variable X' is uniformly distribuned (
the density function of ¥ = 2X? — 3.
~3
