Introduction to Random

Processes (3): Random

Variables, part 2

Luiz DaSilva
Professor of Telecommunications
dasilval@tcd.ie
+353-1-8963660
Some ‘important’ random variables

q Discrete

q Bernoulli
q Binomial
q Geometric
q Poisson

q Continuous
q Uniform
q Exponential
q Gaussian (Normal)

2  
Bernoulli random variable

q A Bernoulli RV X can take values in {0, 1}, with

P[X = 0] = p
P[X = 1] = 1-p

q Equivalent to a toss of a coin

q ‘0,’ ‘1’ sometimes equated with ‘success,’
‘failure’

3  
Binomial random variable

q Binomial RV X has PMF

⎛ n ⎞ k n−k
PX (k ) = ⎜⎜ ⎟⎟ p (1 − p) k = 0,1,…, n
⎝ k ⎠
q Example: X represents the # of bit errors in a
block of n bits if errors are independent and occur
with probability p

4  
Geometric random variable

q Geometric RV X has PMF

PX (k ) = p(1 − p) k −1 k = 1,2,…

q Example: if p is the probability of success in a

Bernoulli trial, X represents the # of trials needed
until a success occurs

5  
Poisson random variable

q Poisson RV N has PMF

αk
PN (k ) = e −k k = 0,1,2,…
k!
q Poisson is a good approximation for binomial RVs
when n is large and p small, with α= np
q Many practical applications

6  
Uniform random variable

q Uniform RV X has pdf

⎧ 1
⎪ ,a < x < b
f X ( x) = ⎨ b − a
⎪⎩ 0 , otherwise

q Used when we only have a priori information

regarding the interval where X lies

7  
Exponential random variable

q Exponential RV X has pdf

1 −x / µ
f X ( x) = e u ( x) , µ > 0
µ

8  
Memorylessness

Thm: The exponential r.v. is memoryless:

P[ X > t + h | X > t ] = P[ X > h] , t , h > 0

9  
A problem

q A post office has two clerks

q When customer A enters, clerk 1 is serving

customer B and clerk 2 customer C
q A will be served as soon as customer B or C
leaves

q The amount of time a clerk spends with a customer

is exponentially distributed

q What is the probability that, of the three

customers, A is the last to leave the post office?

10  
Gaussian random variable

q Gaussian RV X has pdf

2
1 ⎡ x − µ ⎤
1 − ⎢
2 ⎣ σ ⎥⎦
f X ( x) = e
2
2πσ

11  
The error function

Defn: The error function is defined as:

1 x −t
2

erf ( x) = ∫ e 2
dt
2π 0

Notice erf(x) = -erf(-x)

Tabulated

12  
Calculating probabilities

q For Gaussian RV X, let’s find P[a < X < b]

13  
Expectation

Defn: The expectation or mean of RV X, denoted

E[X] is

as long as the integral converges absolutely –

otherwise, it doesn’t exist

14  
Expectation of discrete random variables

In the particular case of a discrete RV, we can also

describe E[X] as

15  
Variance and standard deviation

Defn: The variance of RV X is

Defn: The standard deviation of RV X is

16  
Proposition

Var( X ) = E[ X 2 ] − ( E[ X ])2

17  
Notes about variance

For a constant c:

(a) Var[c] =

(b) Var[X + c] =

(c) Var[cX] =

18