Finding

the Expected Value

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 Example 2.33
n The problem of data calls

n W = h(R) = R2
n What is E[W]?

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 Example 2.30
n Random variable V is the amplitude of a signal

n Y=V2/2 is the average power of the signal

n What is PY(y)?

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 The Case of Scaling What if a < 0?

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 Examples of Scaling
What if X is a discrete random
variable like Poisson (α)?

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 The Case of Shifting

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 Linear Transformation

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 Example of Linear Transformation

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 A More General Transformation

chain rule for differentiation

F Note the range of Y (for which the formula applies)

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 Proof

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 Example
n X is a uniform (0, 1) random variable, and

n Find the PDF of Y

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 Another Example
n X is a uniform (0, 1) random variable, and

n Find the PDF of Y

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 General Transformation Revisited

F Note the range of Y (for which the formula applies)

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 Sketch of Proof

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 Example
n X is a standard normal random variable, and

n Find the PDF of Y

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 Example 3.26
n X is uniformly distributed over [-1, 3]
n Find FY(y) and fY(y) if Y=X2

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 Example 3.25
n Output signal of a microphone is Gaussian (0, 5)
n The signal is then sent to the input of a limiter circuit

n Find the CDF and PDF of the output W

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 Discretization (Uniform)
How about the floor function?

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 Discretization (Exponential)
How about the floor function?

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 Example 3.14
n Two charge plan of telephone calls
n Common rate is $0.15 per minute
n Plan A rounds up the last minute and Plan B counts the
exact duration (fractional minute for calculation)
n Duration of a phone call in minutes is an exponential
random variable with λ = 1/3
n What is the expected cost per call for each plan?

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