PROBABILITY THEORY AND STOCHASTIC PROCESSES

Unit-I

Lecture Notes-10
II. Continuous type random variables
1. Uniform random variable:
The uniform probability density and distribution functions are defined by
f ( x) 1/ (b a )
a xb
= 0 elsewhere
F ( x) 0
xa
for
( x a ) / (b a )
a xb
=
for
b x
=1 for

Fig: a) Uniform density function b) Distribution function

Note: Uniform density finds application in the quantization of signal samples prior to encoding
in digital communication.
2. Exponential random variable:
The exponential density and distribution functions are
1
f X ( x) e ( x a )/ b
xa
b
=0
FX ( x) 1 e ( x a )/ b

=0

xa
xa
xa

PROBABILITY THEORY AND STOCHASTIC PROCESSES

Unit-I

Fig: a) Exponential density function b) Distribution function

Note: The exponential density is useful in describing raindrop sizes when a large number of
rainstorm measurements are made. It is also known to approximate fluctuations in signal strength
obtained from radar.

3. Rayleigh Density:
The Rayleigh density and distribution functions are:
f X ( x)

2
2
( x a )e ( x a ) / b
b

xa

=0
FX ( x) 1 e ( x a )

=0

xa

/b

xa

xa

PROBABILITY THEORY AND STOCHASTIC PROCESSES

Unit-I

Fig: a) Rayleigh density function b) Distribution function

Note: The Rayleigh density function describes the envelope of one type of noise when passed
through bandpass filter.