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Probability and Random Variables

Probability and Random Variables

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M Habib Chusnul Fikri 23117005

Achmad amiruddin rasjid 23117011

3.1-15

A Gaussian voltage random variable X [see (2.4-1)] has a mean value 𝑋̅ = 𝑎𝑋 = 0 and variance

𝜎𝑋 2 =9. The voltage X is applied to a square-law, full wave diode detector with a transfer

characteristic 𝑌 = 5𝑋 2 . Find the mean value of the output voltage Y.

Solution

𝑋̅ = 𝑎𝑋 = 0 and variance 𝜎𝑋 2 =9 and 𝑌 = 5𝑋 2

Find: Find the mean value of the output voltage Y.

The expected value of any random variable X is defined by

+∞

𝐸[𝑋] = 𝑋̅ = ∫ 𝑥𝑓𝑋 (𝑥) 𝑑𝑥

−∞

1 2 /2𝜎 2

𝑓𝑋 (𝑥) = 𝑒 −(𝑥−𝑎𝑋 ) 𝑋

√2𝜋𝜎𝑋 2

Since 𝑔(𝑋) = 𝑌 = 5𝑋 2 ,thus

E[Y] = E[g(X)]

+∞ 2 /2𝜎 2

2] 2

𝑒 −𝑥 𝑋

⇒ 𝐸[5𝑋 =∫ 5𝑋

−∞ √2𝜋𝜎𝑋

𝑥 𝑑𝑥

Let 𝜉 = 𝜎 ⇒ 𝑑𝜉 = 𝜎

𝑋 𝑋

+∞ 2 /2

2] 2 2

𝑒 −𝜉

⇒ 𝐸[5𝑋 = 5𝑋 ∫ 𝜉 𝑑𝜉

−∞ √2𝜋

2

+∞ 𝑒 −𝜉 /2

Since ∫−∞ 𝜉 2 √2𝜋 𝑑𝜉 = 1 Variance of zero mean Gaussian random variable with variance = 1,

so

𝐸[5𝑋 2 ] = 5𝑋 2 = 5 × 9 = 45

Hence, 𝐸[𝑌] = 45

3.2-24

A certain meter is designed to measure small dc voltages but makes errors because of noise.

The errors are accurately represented as a Gaussian random variable with a mean of zero and

a standard deviation 10-3 V. When the dc voltage is disconnected, it is found that the probability

is 0.5 that the meter reading is positive due to noise. With the dc voltage present, this

probability becomes 0.2514. What is the dc voltage?

Solution

𝑎𝑋 = 0 , 𝜎𝑋 = 10−3 , p = 0.2514 ( the present probability of dc voltage).

Find: What is the dc voltage?

With the DC signal become a density of random noise, thus it becomes a Gaussian random

variable, so

0−𝑥

𝑃{0 < 𝑥} = 0.2514 = 1 − 𝐹𝑋 (0) = 1 − 𝐹 ( )

𝜎𝑋

−𝑥 –𝑥

⇒ 𝐹 (𝜎 ) = 1 − 0.2514 = 0.7486 ; From the Table.B-1 the value 𝜎 = 0.67

𝑋 𝑋

3.4-1

A random variable X is uniformly distributed on the interval (-π/2, π/2). X is transformed to the

new random variable Y = T(X) = a tan (X), where a > 0. Find the probability density function of Y

Solution:

T(X) is monotonically increasing in X, so equation below applies

𝑑𝑥

𝑓𝑌 (𝑦) = 𝑓𝑥

𝑑𝑦

X = T-1 (Y) = tan-1 (Y/a)

For –π/2 < x < π/2, fX(x) = 1/ π

𝑦 𝑑𝑥 1 1 𝑎2

𝑡𝑎𝑛 𝑥 = ; = = ( )

𝑎 𝑑𝑦 𝑎(sec 2 𝑥) 𝑎 𝑦 2 + 𝑎2

𝑑𝑥 1/𝑎

=

𝑑𝑦 1 + (𝑦/𝑎)2

So, fY(y) =

1 1/𝑎 𝑎/𝜋

𝑓𝑌 (𝑦) = ( ) ( 2

)= 2 , −∞ < 𝑦 < ∞

𝜋 1 + (𝑦/𝑎) 𝑎 + 𝑦2

3.4-7

A random variable ϴ is uniformly distributed on the interval (θ1, θ2) where θ1 and θ2 are real

and satisfy 0 ≤ 𝜃1 < 𝜃2 < 𝜋 Find and sketch the probability density function of the transformed

random variable 𝑌 = cos 𝛳.

f(ϴ)

y1

1

ϴ2- ϴ1

ϴ1 ϴ2 ϴ1 ϴ2 π

Y2

𝑑𝛳 −1 −1

cos 𝛳 = 𝑌 ; = =

𝑑𝑦 sin 𝛳 √1 − 𝑦 2

When ϴ2 < ϴ < ϴ1 we have y2 < y < y1 where y1 = cos ϴ1, and y2 = cos ϴ2

1 −1

𝑓𝑌 (𝑦) = ( ) ( ) , cos ϴ2 < 𝑦 < cos ϴ1

ϴ2- ϴ1 √1 − 𝑦 2

1

ϴ2- ϴ1

cos ϴ2 cos ϴ1

3.4-11

Work Problem 3.4-1 except assume a transformation Y = T(X) = a sin (X) with a > 0

Solution:

𝑦 𝑑𝑥 1

𝑠𝑖𝑛 𝑥 = ; =

𝑎 𝑑𝑦 √𝑎2 − 𝑦 2

1

𝑑𝑥 , 𝑓𝑜𝑟 − 𝑎 < 𝑌 < 𝑎

𝑓𝑌 (𝑦) = 𝑓𝑥 = {𝜋√𝑎2 − 𝑦 2

𝑑𝑦

0 , 𝑒𝑙𝑠𝑒𝑤ℎ𝑒𝑟𝑒

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