yy Operations on Stngle Ry: Sxpectation:- Expectatfon ts the name given io the | PFOCESS OF averaging when a Rv ts trvolved: For 0 RU'x’, we use the notation E[x] which Tay be vead oO the mathematical expecratton of Sx” the expected value af ‘x’, the mean value of ‘x’ Or the statistical aug: Of ‘x’, Xe E(x] _ 2 E(xJ= <%= f fy OO dt — for continuo —oco wow, TF ’x alleen: Ry Efx] < & Xs Pea) 50 & SF a vandom vartabte’* density 23 symmetricol | @bout a Lire asa tren, | e{x) za | fata) =4,(-44a) | expecred Value OF @ function of RV | SF g(x) ts a function of Ry then the expected value oF tt wore, e[ ge] = LS IOO Fy) dxie now, for a discrete RY we have, . e(9o} = 2 gtr)ec) V Conditional Expected value: oo E(xle] = ( x4, (xI}6) ae - oo | oWK.T, B= 3x Ei}: fi F00a¥ eT ey ‘ aa [™o = 1 | } { Eonet, m,- E(x] = * (iy Central Mornents :- gO # OF? 5 ne 0,y0.-- The order central moment ts denoted by! . 23,41): 7% | Hos Eft) = J Ge) 4on0a rt eod | i HE N20, My = E(k] etd) « 1 09) \ ney Me eC -x)] esl (-) AyD Loco % 00. oo f XF YO a - Sey ~X oO x| Navtance:- : oo oi fat wr Ihe s / Secand CenbOU Mement $y ts Known a Vorfanc, and the Spectat Notation oe : oy - =) Eft x)= Le x) tat de Th € +VE Square root Tx OF the vorrance ® ¢ the Standard deviation of ‘x’ abso th are “se Of spread ih the function f(x) abour rear - . 2 xX J). os &(tx-ay"} E Ce ank +X a - ef} -aefar) +20) = ECO] - 2% efx) +e (R* : et) nak a efx?) - x = ELC] - (eG) 5 ee) Oy aK ox = My - MHP | | the 34 central rnoment $3 =e (x- XP] #8 0. meauure ” ve ‘ ? | of auyrometrey af fC) about mean, St will be called | the skew of tre, density function. ik 35 0 demmtd 1s Syrnmmetr?'c about i mean *% hos Zero skew.* The rormodised 34 contrat moment Ma! Aided hy Oy? he, Ha 14g enouin’ an lthe sKeU OF Ine “oe P m ced function or coesfitenr 9 of shewne» ie, Me = ECU-x)*] e E[P+axK ax - x?) > E(x8] 4 ge [xx?] 236 (ex J) - &(X3] 330 = & [x8] 4+ BRR 3k (ox) - Cs from ai E Lod} 4 38% ares? ge 8. Bas (3) - aK x3, | Chebyshev’ s 2 | Chey Cheby Snequasity | For a R.u'X’ with mean value X and varfanct it stay that, : | PS Ix-® , L | jie le} < a “for amy 8 70 Proof t= |. wee [ORS fe (% xy” fxd > " f (HA > 5 ‘et antt a I> DEK I peEY BOD an i IX FL ye % €PE I-81 rel PP ix] De} é ‘ae > (oy) PL Ix < eh yy. oe e .) NOTE :- 1# SF ox* tends 10°’ te, oR fora Rv then, PS Ix xl 1 for any e- *& For owvitarly smaue P¥ax-K) > of —) (ov) | PE xekE | Sn other words, tf the variance of RV approaches ZeVO, the probability Appwaches to ‘1’ that 'x’ rs eqod to mean Value: MarKou’s Sneqpalitys- Pa xeap 4 Sis) for ary ard Qs Find the mean and the variance of a exponentially a Atstyeowtad RV: fPOnen toute distributed Ry a = ech [° eh _, ho _ — -\2 6 Mp Ye)” He 3 alb 4 ~a =e [ t-1 +oae anette] b 2 ete [wehbe eM ggalh, el 2 atoa Oy? = EL(x ~*)] =F ky B09 oe oR = Pare ECO a Wek 2- & a) xe e4H daz d€ when Aa, € = a-x X= 00, E200 Tyr fo pene a]e de a-X (or) Bs 15 - mm - my, > tb 09 y 7 %. roy = EC) a, Fg (AIA eet: | Properttes Of Expectation , | | & (wx J= & E(x] | e(xt¥] - E(x ety] | -FLAYJS ECR E(Y] tf wey ave: tndependent EL lottb ae fb | Properties Of orfanbes:- ¥ var[x+h] = varfx yo iv od ‘ 1 vor (xj €f]=(eog)” Vorfers) = € Cooney -(€ [xvs]) Le [ees 204] m(E bars) 4 © ECO] ee eane (6) - (el) -K* ake [x] “& Var(Kx) = Kvavlx] vor{xxJ= Ef ¢ Kx) = (Giae = E[RO} (5 Efx])? 2 KER) «(ELK e Le tx) ebay] = 6 var [x'] * 4f x ard ¥ ave frdependent then, Vaw(x+¥} = vor{x]+ var (¥]SWeFlarly, wvorte-Y} = VorrEx} + Var f¥ J The above expresdon can be written GA, Yar [et ONY] = var (xy + vor fox] > var Cx} GUNar(yd e vas televar tv] * Var [XY] - var{x) Vorfy] if X AY are fndependent. Functtone that give, Moments There are two function. They are: dy Characteristic Function ‘ (i) Momenti Generating Runction. Kgl Characteristic Function « The Charactertste -functton OF A RY SX’ fs deftned a - jwx Plo) = Efe ‘J where, j-J-i and wits a TeOd cory tout: (- O x (ye) . Newey e for » ; XU) = ae 5 (70) oF uy fT OCC) Ge x (jo) Ftfxcey] 4 x (Jw) ee Biol ". fy (4) = anf fy e3O% dus. t Vit fl | tbe max. magnitude of CF is unity and Occuss oF dtw)= € fe] “[ 3 Suny) “ jo! € [ea nae » Get B + Goh, 7 yl = ra jurelx] +o eo], oy acy 2! 7 da ( tc han ( 7 , wee - Ag, (W) fed dw wz0 "| - J Ag We) (0), +~JF Px (0) | Gi a ee {i \ > i a Atwo) ae PUR ele} | ofeeer ! at efx Ad (uo) aw > Petey iw w-O Efe} e CEPA py(w) dw” wo Mo AEX} = CP? dP y (wd dw” | w 20 %* The major peqwantads of catewtatfng cr to fied moments fs that the ar twas exist . SO, Anat monrents can abuocys, be found. * SF f. Uw) is Known, provided, of cource tha, Fertuativer of $y (0). extets, oo | 5 ae 5x00 | ~a > [Ay] - lefeko*y] : an “Lt ef | #000 oo ~ f teO0 da ot oo Due to the ; ul conver gence Property of teudivy tor js @ major YEMON Fo, alt vandom yaviables. GF to extst forProperties of charactongtia Functfoni- + OF YS AX+b; the charncterta a: function of Y" defined on, py Ww) > e wh ge (aw) fot te, Ay(w) = & telr} ; eter) ~ efor, Aur ei" ¢ fei * = ol? g, (aw) # Syyyl) = Pylw) gy (w) tf X and ¥ are Indeperdink Proof :- el eoon) . (ele eral © [ed] -efe™| (or X and ¥ are trdependent ) - $y (2) gylw) jul BN EF is gywwrs eb tx (-B) ¥ h tu) = pytw) <> * and Y have tential Aistribution functtans 4 oA (w) - Py (-w) th (nu) + Drax (») LS| dy Moment Generating Function | ‘The moment generating function 18 deffred by, My (¥) = ere] 7 ta a veal number : ~00 2N400 . on hey Mx (a= f eM Fn) de ~o Mp > d?My (av) ay” veo Se eee propontiyy,- IMx(v)}- [se eM Fy (4) dat | "W i" oa © J [ety fy (nae 00 ‘ The recor dtsadvantage Of MG F fs that tt not exist for ak RV Srfoct, My(v) exists Only tf aut the moments exists $y the Convergence property it purely dependA On the value of 'v'. . *tiOn, m By definition, for an esate distributed RV tne pdf FS,oe sefete] yur Je yaa - | fete S 4 ge nado | Xa 9 XO pyle) = Jebns ea) 6 at fre jun ele ety ~ an ot ee a \ ’ ae eo sa yr er b-i)ay al pete o e -(1- «) te (), eat ore) etm oie . f fo-jo SE tree \: J,(w)) oe (jw oa E(XJ=™ , wKT, mp ae a (09) dw? E[xJ= m=: -S dp <2) “ee dw |w=0,, | dowd} Cpe)" Coy) ~eF* (-j) qa lwo 8 | at (8) * = mat. 1 fue ‘Ci f7 e*fet af ye -O wor = flats) Dd m= ~f Axle) dw eae > -JCjlate)) = atb- Moment generating function: \ by def, My(vy = te” *): Serneoa CO Mx(v) = | em tea) en Qa 2 on me a(t =) an = 1 alo e* o-) “ Mp2 dP Mytv) — Ve0 dav? dMy(v) = - (bv)ae, eM b>) (bp av = ae —vboey pom (i-bv)>av = (asm) oy & Sy 2S U-bv)> 7 (bv (-by)* AMyx(yy | ° | ' —— . a+b), | av |vco & (248 )' arb “oe my= ath: | Find the charoctertstic Function of a gauesae au | “ust mean. Ay and Narfance oy”: KV N(x, oe) ~ (4298 aos, | Ost ax) oa > e 20% A,(w) = ten) - , el p AR —7 : (Pekin, , oi (es) a | a0 [mer Jer EO Ly > te aK Yt Oy | Ty | i dt= &dY |. [eietaxytax) ot ol ody | Namo | . . su ~ [uo = . JCA ioe + HT - % Go)2 OXF “) fa. ys (9%) A de hie | Oo Sek Y- ox (fu) 2 dy =dt (toa heh - vy, =e X — Tew ' J Sth - = ) «| T° ere i | a ) UN? 7 re density function vith | Zero mean ard unit Vavfang | OG $ (0) = eo SAOx — oy wr ~~ yy . : Qt Prove thar oF | . OF 8 Kero mean gouetan RV with | Vortanee Tyr tg oO, XNN(0, 5°) fo. 1 gt an Vora? 08 Pylwo) = E( ele = ( Juox : x = ye Fl dn oD oo seo . ef. ed e Chee 4 os Dare % . - . der X-fPMH YJ DS Y+feooy> 33 dx=dy NNaay SPR) = (UAW) ( yrpeduy oJ ei) 2050 = Yt Jwox? (¥-Junse) = », y twa! aay to A = de(eads ed wa ~89 V ane,® doy Ay oo [ ' wu Py. a! ‘kite 4 ' e) ee Saat ow axt -O VICK I ony” dy) Z 9 ~Ue esae | a oY a0 dy =z a0 o> =e — Fad the rnoments Of gaussian Rv with eV rreon Bnd a’ vorlanc - . \ 104” pooloet) 54D a § : oy? % (we [el] ae (2) n Keo09 , W.K-T, e* os) 40 . s — 4 huoke(x") "0 nl 5 . K 4 WRT, thE OF Of a Zero mean GRY With variaec % { Py lw) = exp } = =} > oo saan - 3 [ -%e a Donn N=0 é 2 (1) a6 © vn} n=0 : orn) Equating @ and @ and comparing term by teu equ® har even powers of * w' and equ® has — Odd powers OFS WW’. @ div joel) , Poreley | " a | | dene . Oo (ener + Ci eR 2] a 20! | E(x] = OQ for n-add | when, K=21 fOr n= een. re whe(x*] _ DP op. wp KI . ol . pr Tel E[e?} yO, 90 _) Teepe an) ~=| EEE EVES MoM | on) 7 een on “Cet, \ . em | “0! | [2 12.3.5. .-Lanand an \ = uty | 2, oO! | | | 2X1 8 ase. cane) oleae) gan ot . ¥ E(x} = §ra-6--- (am) 7% ps 2m (een) | } 6 1 = arn (oda) Y= ytX 5 400 (0, %”) EfWy}= (ur) -efejre (eponcts3 2 Yt ox” € (x3 - e(urxy] -€ [> 039% Coyasnecels = 4 3Ke,? cote Transformatfons of O RU \ | | x—> ae ——> V. $4(9) fy cw)* —> Continuous, discrete o¢ rogue ds T > Mhear, non-stnear, suspended etc) *% xfs Cantinuaus , T fs continuo which MAY oe etter eo cally irereasthg or decreasing, * XTs continuous, T 15 conttnuctes hue not MENotOnic. xX fs discrete, Tis continuous. Monatontc Trans{ormatton OF GIRMi- : WT Ou) 4 Tra) for %) 2% 2 menotonreally Ang ff Tou) >TOQ) for ow —> mon®tontcably dcr S Monotonteaily tocrecsing yw Y=TOS) Yo= To) or %o = Tyo) ° %o —SH where Tis the feverse of tray : Ps Y<4o} Ped xen} | FylYo) = P4 YEYoh = Phy ee be Fy Mo) > Lo =TLYy) | 2 [ fry 95] = Yo Thy.) 1 Mo Li dy [J Axo | tetbnitz's vue. Py (%) = Fx (1) A"(y,) diff. Wert Y and uetng | Yo ——SES TXETECY)) ATH yy 6 tt a ‘Fyly) = FYO) da y | ay | “erotenteaty Decnearsng OS Gy a J Yo = Tg) oy Xo = T'(yo) | | where TO) ts the fpverse oF Ararrformation. { PLY ee oy = vox? 5 Ayr Ady th linear Fak TF KON (ax, oy) ——Pamtore yrs (ace bs ax NOTE !- A Lnear Trousform OF §-R.V Proctuces Quoiher 4Monotonic Fransformations of a cortinusus eur Fundamental Theotern: TO find f(y) for a specfic'y’ we solve the equation Y= 900. Denoting ts veal roots by Ap. Y= 9A) = glad) ~--- = Yin) we shod show “hat, FeD= FeO) feta), ___ een) Igiaay} 19’ Ig Cw)] there glx ts dertuative of q@ ‘ Fyy= 2 Fl) 1 ata) “da 4=%o)| and decreaeng non ~ monotonic Proof-:-.. Assume ‘that the ) equation ye gq shas 3 roots as shown to the. Figure. © pyle Y=go Y= gon) = 90%) = 9043) Fy) dy= ef Y0 and ty 2% enytde4 + heey Py y DY | gla) AE A=dy y dy = dy gi (ta) at A=A3, dg = oy S'(43) + fr) |9'Cx3)) Fyly)= FeO) 4 tx Ob) I'm} fata Fy) = si Ax (1n) (" aren) | an ' Aaa a Note:-3f Yee) hoa nO Neat wrnde er tl-fFrom the fiqure this see ©" fyeteytduy = fay exemr tang + Parra cy, fag exe ratanat : dag >0 and A, (gla) . er + #43) > |9!C43)) Fy) > Stylin) _— | area | an ta3 NOTE:-3F Y=90%) has 06 ory oe io oo then -f..(Uu)2| | & A transformation may not beh — 4? Lronetonic #1 the neOKt general COAL * Yo The figure Wuustates One. duel tansformeticn | | #There may be More than One Interval Lous 3 a that correiponds to the event f¥sdoh # fy the event. i y $404 eowerponds to the event 4x suf and ty 2x er} Fylyo) = Pf Ves cep rlrey y= SAM , 1464 Aff. WE Yo y Fy (ye) ay. Fx (Ode Syd) = SAg00) ‘ee . fy (Yo) 2-24.) ar wm any | WHY Find fyly) for the square fou transformation, | Yo TCX) = cx? where , ¢ fs. a real comtone, 7 YeTO,, C7 0+ Given, Y=1(X) sox eoo ot , | Y scx | “24ATO od ag = 20% wow aT) aa lan -f : ac [3 = ey ana) , qs -ac f= -aVey an aeag- [Es . Fytyd= HCV HOY a} pom [ASP baa) oe Te ae, HOD | 2fceu aig D2 Fy (SG) + 4 (-Se) | . acy | “Transformation ofa b+ RV: ‘x’ 18 a DR » Y=TO) fs continuous F(a) = BZ P(X) FLAX) n FxQ= 2 Pca) ulin) y=TCX) ~—s monotonte Y= Tin) : Plusyt = Pi x=my} becawe of Onc One Correspo fyly d= 2 PCy) &CY-y,) Fyly) = = Plum) u(y -Up)YossT 2) 5.900, mMonatanic NYeY, > XH) X= %. PCUd> Pla) +PO2)- ‘ «Veen eT Vector Rvi- Suppose 2 randori} vditables '*’ and’Y’ ore defined on sample space ( 8), where Speciffe. value, OF ‘x andy" are denoted by“! and'y’ respective ‘hen, any ordered pair of number (x,y) May be considered to be A Fandom potnt fi “the XY PIAne, The potot may be taken ga a xpectfic value of @ wector RV or random VECctOr | The plane of all potnts (x,y) tn the ranges of ‘x and" Y’ may be conddered A new sample Space. The naw sample space is sometime: eoued the vange Sounple apace (Or) 2-dimenseno? product Space OD sinply the joint sample Space (sy) 4 Sp—jome \ Sournpls _ {XC e¥isi) SpaceThe event apg defibed on correponds to thre | | [Jotot event : Kem and Ye-y} defined on 18; hth J } te cortte , fxs stey} Sn the Wave general, whére to’ random wots 5% yy care defined on a saarple pace (=), we consider them td be @ companentSi of W- Aimrenional Rector or, W-dimensbonod RV: The joint sample space Sy fs now N- dimensioned. Joint Distribution and. tt Propertiecr The probability OF the Joint event pi xsr, Yey} which fs the functfon of x GY is defined at tre joint Poobawttity distrtbutton function and tt fs denoted by the symbef Fx,y (45 9) . Sf x ExY are Oiscrete Yardory | varfabl. uoM . “Fxyy (4,9) > = = PUIG) UA) UY -4) where (Ai, Ys) = i * Y= at 5 he ‘protanity OF jot event (ay ny ) and. ul) is the unit step inction.» Fr . fu in» For ‘ny’ Rv's %19%q.-- ~ Kaa , tHE W-dimersio joint distributfors fursctfory ts, Faryx2.-. xp Ou aAys 5) Py X24, )% £4 -- - my ° Fogr) b@,y)=0 Fix,y) (%,-00) 50 ‘ Phx cna tutte, OY Foxy) OOF 4 | : Ph xc, Y te dettred iy the Second dertvative "| Jott dtetrtoution, function; pri& Fey (ayy) = Pha) Ox dy if x EY are or yuk pHoasd lewteve ‘ 2 & > tx awa) 319- 4) ja Fray GY! For wev's, 3, Tetyatt W Fun jer, soa) 28 Fas ee 8nd 3h Ja r ae 1K sfounf Fag va Bio &) -2 -00 <0 ag dg,--My | Fitgxa— xy y42-An) ' Properties: rt #420 5 Fry (yy) >o- oo 7 e whim [fae das) 3, Lt £ "Fey Cay dey ©) * Fei0) = Fay lpbag 2 Fs f { Sey (@%) “ de, dg Y 0 9244, Fly) = { ( tyy pe €.) Ag, Ab,KEPT NS*?S M9 9 i) J try yyy 1% 4 ' y ie s * Fry guy's J J tyy (4) $1) A846 * Marginal denary: fO0* fe tay (4) dy vt fywe £ Say (a yd He Properties 1,2 can be ‘used’ av Suffictent tert to dettrmine some fureton #F tt fs owns deni furet’on. Margirol Denetty Function: * “The functions F(X) andy ly): abtatred From tne joint derstty fanetfon using property ‘y are cated marginal density -furctions. (er) Marginal Probautlite Density functions. Trey Are the denatty funetions of Single vorfoue and are deffned as the desastons) of wargincl disptauton funetton. : be, #002 a FO) d “all f fry (4s ome] "Ftd 2” Fyy Cy) dy :HOT ON TOO vot reavgteat denshy furerfon t6 d K--fold devivative of K- ateonston ’ 1 0 6 o . 5 (Ai9%> an) 2 f- { { fries aD X1gx2.- XK Buen O64) Wa 0” jefined a. the ob roasginal Marit sation Ay a= 09) da, 5.0 eys Mh. Qo GOuy) = } be cosy 0 57S2 3-2, Find tre corutant ‘b’ tf gtx, ¥) | density funaion wer tf faced andy =! Bec Oo) otherusse is a valid jofor mh 42 : J { be cosy dx dy = ! Ar a = b| re sy dy =! itey ove mM sb] Cae)en ° =b ue) §% cosy JY =i o ble) (sing) be eno) « (i-é ) ( sin -stn0) ' bu 6%) 1 be V2Condittonat Pen bees | Condttfonal ptatrt button , t | acta) = PES meh = pp nenoe} ae J tor i . P(e) " | condttfonal Deming? ty (als) > 4 . F(al6) ‘ ' . ' “Pome asain? Y we are interested fo the digtributton funci, | Of dre: yandom: vartable ‘*” conditioned by *he fay | hot a ah yandomn variate “Y" bee Adm pec ‘watucty: Thts 1S cabled poor cond? toni Nobutsy: is casted p tHloning. Defire the event 8) by, | B= $y-ay Fx(4ly-ay <¥g eee cial Pyxex,y- ‘ay cy yee YDS Pay ay fF, wl, 9,) ~ ~ Fay Uuya) Ub % 2 f Yt : i J "y (fafa) ae, a4 J { Ay tg.) eto ts y . a (Pa tyyay (26 6 Pay)42 = # (tlYae¥ 4p) = | fey Caray a ‘b J Cay ty 4 Yo # The Jast 2 eypresciom * hold you '%, Petter Continuo or Discretz: Random Narialo'es * Py hts equlement ( P5-Yad¥-< Yoh) is Sautstied 40 Jong as “the interval Yo $¥S UE Spans alent | one popmtole wale ef! haying © von-£e10 probabtifty [OF Occurence aonaiibane 3d : yt Statistigal, Srdependence a, Two events are catd tobe, statistically irdepen- ident Hy P(AnB) = ptad-P(6)) =O x = | bet us define A = {xeat, ard 8: fr Fr aj CE )> PCAAS OAK) © PLAY) PLAS PCA) Pesan Ft ' : f ; ' P(A,0820- OFy3) = P (AY) PlA)-- PCA) L, Fea je0 remy Os +0) 2° FO) Fea Qh)s.— Fys(! (#4 can be shown that, Ve Xymox are StesiStadity ineerensiene then arg group of these| | Further more, a function of any group 1s independent oF “dry furetfon of ary omer group ck Rv's: . hey Weg Xy 18 tndependent Of> 3+ NEA KIC Vy Na IS Tnctepercent of xt x, etcr a Gen the, funtion Fay (yy) = uw utyye 4 3 Determine if x and y are jroatetteatly independent ‘x’ and'Y’ are statistfaally trdeperdent HE fey rd) = Hiab 0 X we Enoud thak , Ace {” Py (34) dy Soa I> Fe ° sae f= J Zumupe tue U3 is Poe wor e*™ Con) ' 7 ee SY % ua) é we now thar, °° fy= f fry Ly) dga eve! =Xly “IBY, eo >| Fe eeu ye aesytyr= -guep 4? pitas fut e3 F,00 FyiDe + Ue ee auf zt r adhbuty) e nie so 'Y'b as, fy 4) 2 FO Fyly) HNC: X,Y owe Statistically ,trdependient Re] Gren, Fyy lay) = (ovary)? -2<7<2, -cyc3 oy atbervorce. 0) find constant ‘bp’ such that tt 13 @ valid deruity functfon, ee rangi ty funettoms, F418) and fy ty Given, Fyy met boy) — -rexea ,-scyes | @ To tod the value ‘OF Se 9 Othensixe ? L J " aey CH nay = 3 s j mpcksyy an td | Yec3 nen?a pf eS (OPT ay y cena . 3 3 | = * slary-eory) dy = ” o 3 5 [uy (g- 3] dy>! : 2-3 ( nee wot £1 3 b Cott) ~ Cento) (Stairtt5') Bh oow . bs hog thy To Hod ‘we evavafeal sects, " " aie ple ole A=, fc Sey) dy, Ney a f blaty)* dy. & sey) \ Qe , 1 a "os a | son? ara (43) (x3) Vea FW =)a5 (439? Oa] eee ° a FYD= (Fey yy) ay He ® 5p Otherwiseby ¥ = iby Joy ox oo 3 | = + ety) | toy a hey * alow, 3 3, aL ay™— (y-ay J. Sq (ura yard. J yty) 5 Pa futar?- (ya -3| Rendom Sarabies :- Sum Of 2 Rv's | Let 'w’ be @ random vartante “eqjiad © ud | Sum of 2 Independent ‘wandom varfallel andy” | hey We x+y i Thts fsa very Practical problems because’ rg represent @ random stand woitage and 'Y’ wo be a random, notée at some infant Of time. E- TH < . | Tren \W’ represent Signals + notee voltage. available at some receiver , a) y | The PDF 18 defied by, Fyl) = PF went 2 = CSW wt 7 / The probasility corresponding to Sn stensenia’y Grea da,dy ' %-Y plane Locatid a’ tne pointle a = fylad? J [> | | Fyy (9) = af CRY) ts typ (AV edys = Af we Sum abl such probabttitics over the Yegion where ary < Ws we wit Fy) (Ww). ge nwd fee, Fy) = \ f Fyy O49) dx dy, We ye P wt 4 07 * © aulgpod veped t 4 rod oo Hyopttp¥97 4] Fy (O95 So Fal) = 4 J : wd : 6 J Hel ADF gly dye 0

¢ By d - ftw a x a, qu) = H[peru] 0) C tw ua rm) ) w + re OH (4,9) ea old)! 00 | wo ; | af [ diol toe Frwy @ feed) hyisod «. ay Cd FCS, (co) Hee apepoor tS AHO, anf Fyre 0 CO x r = fy (w) =f Fe (WY) Fy tyddy, > Fl D2 Hea fy)= fl) = byl) | 4, aby), = ty 4 19 nyo, U0 wy 22 1S - oumeycw a |The denstig ffunctfon Of Sum Of two Statlatteauy Mnidependént RV ts the “Convolutfon of thet : t ——=- Individual donnity functions. |Surn of Several RW’ 2 | Yee Xt > here %) and %, ve statlatic FTL paiplqqe TOF i g = ) | Fyenextt? = SO) eH, a). Yo = WtXy = x+y t Hy bio. toca b eve: ' | Prasyaty Ob) = §,) WF tts) 5 Fgh) MA, © * £5,003) My EX tH + +Xpgp Fu Uw) = fy (ym Frey) as #fag ln) eX LW) fold convolu YE Central Limit ‘Theoven - : - A ( u | Broadty, defined the central Urst Theorem OA tha PDE Of sun OF dorge no-oF Rv's PP}OOHE’ gousdion dtetrtoutton, (appcocie o1 Unrequar Distitbusteny, Aavitttcasty iodepevda ke on _ dependant) Let xX an es I d OR ON the means and i 2. ° seat ty! Variounees Tepectiveliy of *Y' random vartabtet *!fy te t,2---N which may have, orbitary Probability domities- The tontral Unit Theorenn atatia that the SUN Yo = Xt Xy+- — - Xe Which, hou. ar mein, Ngoe Mut ®t ok es A a oon yand Vartances, Fy, = Ty, tM oy, how a proba ty distribution “teak angreorealy appreaches Gaussan Was > 00 Necessary conditions for the .tneorems validity are difficutt to stalk, but sufficient Condition are 2 Known to be, Tey FBO Ferza--N ern] <6 Je ho where 8, ANd B, NE postive numbers These conditions guarautée thar ng one RV in the um dominate. / The CLT quaycutees only that te dlatrilaution OF Sum of random Varlabler becomes qauwistart « St doesn't follow nak the ‘prob: dervity ps always | qouwow # For continuous eu, there ts \wually WO probleny) 4 | bur certain Condition: @ frposed an the individuat Rv's We quavautie trot Hoe dennity is qaumian Me For discrete, v's’ xy’, the Suns! Ys’ wil aio bE discretg: Ao, Sts. Hensley WI COntatyy Tmpulser and is there. forenot qpuvisiowr even mou the dietfoution Tide Goustian When ‘the porssbie afserele vares OF cach RYare Kio, where K= 0,21, $2--- wth! ba > eanstaur, the envelope ot the Ammpulser fin yy, deraity of the urn wll be. qausion, : Equot distributfonsi- AF alt of we statistfcatly indeperderity 1, | being summed ave continuoud and have the aj, \ distribution function and ferefore the Aame 4, the central utimit theorem statis that thé “Arty hay | the gaussan dtstyibutton: Yur tithe. = % 22 xt hak an tnficts | voyiance an 5 oor | Let us define a randorn variable sith 260 1 | rom t ™ 2 above SreT PAN no aaa 2, i) wes fr >| | | | with a remainder term Ry | “Nw | | | | WNNO,T) > Py FPS ya FO nop (I) Px (W)* er fw, Pygy two) = efeivmn| ‘ 7 no. ey a | om | Gree (xr } Nn + ce [eps hsry ur oh] > | The exporentiat t3 expanded f fh o& Taylor's polyrori “pf Se Jo , Ut f ie (te -*( « ; TK NOx ee Ry _N yas Oxy 5) ora t avd lacin ( ignoring higher order serrnh : rep io ft with La a e(enrt wah} es et eet tefl ~ oe C8] towe kevee e( B2'] . . NTA ow F | | fp 10 Fy, jl) = Nid [- fexp§ & wr] | | eN ols (% - ett) S“ +z.) {Z1<) - oe ats (= we -€ Lea] L(t) iy ) . : yh at w)\- de [et - ele Jt oe? (Pow! ) mt ‘ . 2 as (See ~wr tT = *tfe®) ae | N00 [Whee faa (o> eH CE)! Find the densf: Of WeXtY where the denst 6} ¥’ andy’ are ansummed to be, fy) Z[ue- wea) fy(y) = (uty)-ucy-v)] o 0 oe fig (9) = i as [vu-utgre)} farosutog} db ; a J usu t) (treads irs sa)) 44 » 1 9 = ae J fucw-y Day - faws a)dy Fury ou a oo ° + { ucy-eu (-g-2) | 0 Jato Q@ sWlr ... Sy (*) = Yo a at Nore: Compolutton of 2 Tecranguiar putser oF | unequad duration wit be a trapezoid and equal Heetios wit be a tangle, Mor ? Be | b ot P° (an, ;Uh ‘to ob Fy (w) © 2 bE] Oy 0 § ty (wo-y) fy (y) dy 00 heres f(weyy sreprenerts dbifeing the Agro) to the 0 tw’ unt “ therside by Wi untie ayy) tang) F ' 16 Mo | wo ow Ty TE weo {y | Fuld =0,, won Oo 6 owen \e _| Pom iH woe asw ; tomy) O > dy 2) 4 Pi yay. oe Yay = wal c. ye cae PND TA () REx Cx4 sy Z acer) im § J clomy andyss yO 420 ef? f aatydy dy ye vo cj” (ry)! aye 4 cf (Pr yx),! dy +1 ae cf Wty) dy > ” wey” +] . ty The ACH a feo % | iga we 5 xy (§, 83) 48,98, “TS rs vty Caray) dys ReW=. (1 9% PA €:0° t psc) oeaxs! ys * act wo OV Cl x Frtye ff ecu nay. ° ye yoo: t Yow ~ ar dy. ¥ Stee ), dy we oa ” . 4) mM 0) 9 +900): dye eyt for x ye Seemed about = - Lt etnay cee = Feld) = c xy Sadia -_-oO oy © ‘ ( c(zasy) ays yo *° al Toren ax aay" ie) 4] socglfc +9 aI a j etaety) dady’. : yo yo ny Fy oe vt : aCe), is wo a “Je ago).ay = 2/94 ye > ys ae = aly 9 prey