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    Subhajit Roy

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    © All Rights Reserved
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    812 Random Signals App. A by a probability law. An individual random variable x, is described by the probability distribution function Px, (Xn) = Probability [xy < x], (Al) where x, denotes the random variable and x, is a particular value of X,.! If x, takes on a continuous range of values, it is equivalently specified by the probability density function Px, (Xn) 72) = = (A2) or Pans) =f" Pr,(x,n)dx. (A3) ‘The interdependence of two random variables x, and x», of a random process is described by the joint probability distribution function Pa. aq(%ns My Xm, 1) = Probability [x_

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