Professional Documents
Culture Documents
‐ Example 2.1‐1
2.1 1
Rolling a die and flipping a coin
Sample space
Let the r.v. be a function X as follows
1. A coin head (H) outcome
‐> positive value shown up on the die
2. A coin tail (T) outcome
‐> negative and twice value shown up on the die
‐ Example 2.1‐2
2.1 2
Example of CDF
The
h fourth
f h states that
h FX(x)
( ) is
i a non decreasing
d i ft.
f
of x
The fifth property is justified from the fact that
h events X x1 andd x1 X x2 are
the
mutually exclusive so the probability of the event
X x2 X x1 x1 X x2 is the sum fo the
probabilities PX x1 andd Px1 X x2
Properties 1,2,4, and 6 ay be used as tests to
determine if some function could be a valid
distribution function.
Discrete RV
Stairstep form distribution function
Unit‐impulse function, (t) is used for describing the
derivative of FX(x) at the stairstep points.
N
FX ( x) P( xi )u ( x xi )
i 1
N
f X ( x) P( xi ) ( x xi )
i 1
Chapter 2. The Random Variable 11
2.3 Density Function
http://en.wikipedia.org/wiki/Dirac_delta_function
A discrete
di t RV
The density function
N
for a discrete RV FX ( x) P( xi )u ( x xi )
exists i 1
N
Using impulse f X ( x) P( xi ) ( x xi )
functions to describe i 1
the
h d derivative off FX(x)
( )
at its stair step points
Properties of Density
Functions
(1) f X ( x) all x
( 2)
f X ( x)dx
(3) FX ( x)
(4) P{x1 X x2 }
Chapter 2. The Random Variable 13
2.3 Density Function
– Example 2.3‐1
2.3 1
Test the function gX(x) if it can be a valid
density function
Property 1 : nonnegative
Property 2: Its area a=1 ‐> a=1/
0 x0 x x 0
1
g X ( x ) 2 ( x x0 ) x0 x x0
1 1
( x x0 ) x 0 x x0
2
0 x0 x
x
1
x0
g X ( ) d ( x x 0 ) 2
x0 x x0
2 2
G X ( x)
1 x g ( )d 1 1 ( x x ) 1 ( x x ) 2 x x x
2 x0 X 2
0
2 2
0 0 0
1 x x0
– Example 2.3‐2,
2.3 2, 2.3
2.3‐3
3
Example 2.3‐2
From example 2.3‐1, set x0= 8, = 5, and a = 1/ = 1/5.
Find the probability that X has values greater than 4.5
but not greater than 6.7.
0 x0 x x0 0 3 x 13
1 ( x 3)
f X ( x ) 2 ( x x0 ) x0 x x 0 3 x 8
25
1 1 ( x 8)
( x x0 ) x 0 x x0 0 . 2 8 x 13
2 25
6.7
6.7 x 3 1 x2
P{4.5 X 6.7} dx 3x 0.2288
4.5 25 25 2 4.5
x2
Example 2.3‐3 FX ( x) u ( x) 1 e b where b 0
Find its density function
x2
x2
dF ( x) du ( x) d
f X ( x) X 1 e b u ( x) 1 e b
dx dx dx
x2
x2
x2
2x 2x
1 e b ( x) u ( x) e b u ( x) e b
b b
where X 0 and
aX
aX d
u du , X u aX
X X
2
1 a X u2
xa X
1 x 2 X 1
FX ( x )
X 2
e d
2
X e 2 du
x aX
FX ( x) F
X
Chapter 2. The Random Variable 17
2.4 Gaussian RV
– Example 2.4‐1,
2.4 1, 2.4
2.4‐2
2
Example 2.4‐1
Find the probability of the event {X5.5} for Gaussian r.v.
having aX = 3 and X = 2
P{ X 5.5} FX (5.5)
x aX a X 5.5 3
FX ( x) F u 1.25
X X 2
P{ X 5.5} FX (5.5) F (1.25) 0.8944
Example 2.4‐2
Assume that the height of clouds at some location is
Gaussian r.v. X with aX = 1830m and X = 460m
Find the probability that clouds will be higher than
2750m
P{ X 2750} 1 P{ X 2750}
F ( x) 1 F ( x) 1 FX (2750)
2750 1830
1 F
460
1 F (2.0)
1.0 0.9772
0.0228
x2
1 e 2
x0
(1 a ) x a x 2 b 2
a 0.339, b 5.510
For N=6
and p=0.25
k 0 k!
bk
FX ( x) e u ( x k )
b
k 0 k!
Uniform a and b a
1 0 xa
a xb xa
f X ( x) (b a ) FX ( x ) a xb
0 elsewhere b a
1 bx
The
quantization of
signal samples
prior to
encoding
di ini
digital
communication
systems
‐> The error
introduced in
the round‐off
process
‐> uniform
distributed
Exponential a and b a
1 ( x b a ) 1 ( x b a )
xa
f X ( x) b e FX ( x) 1 b e xa
0 xa 0 xa
Describing
rainfrop sizes
when a large
number of
rainstorm
measurements
are made
Fluctuations in
signal strength
received
i d by
b
radar from
certain tyoes of
air craft
Rayleigh a and b a
2 ( xa ) 2
( x a )e b xa
f X ( x) b
0 xa
( xa ) 2
FX ( x) 1 e xa
b
0 xa
Y=(X12+X22)1/2
X1 and X2 are
zero‐mean
statistically
independent
Gaussian RVs
( 0)
(a=0).
The envelope of
one type of
noise
i when
h
passed through
a bandpass filter
Chapter 2. The Random Variable 24
2.6 Conditional Distribution and Density
Functions
Conditional Probability
For two events A and B where P(B)( )0,, the
conditional probability of A given B
P( A B)
P( A | B)
P (B
( B)
Conditional Distribution
A : Identified as the event {X x} for the r.v. x
Conditional distribution function of X
P{ X x B}
P{ X x | B} FX ( x | B)
P( B)
{ X x B} = the joint event { X x} B
This joint event consists of all outcomes s such that
X ( s ) x and sB
(1) FX ( | B)
(2) FX ( | B )
(3) FX ( x | B)
(4) if x1 x2
(5) P{x1 X x2 | B}
(6) FX ( x / | B) FX ( x | B )
Conditional Density
Conditional density function of the r.v. x
The derivative of the conditional distribution
function
dFX ( x | B)
f X ( x | B)
dx
P{ X x B}
P{ X x | B} FX ( x | B)
P( B)
P{ X x X b}
FX ( x | X b) P{ X x | X b}
P ( X b)
1. bx인 경우 ( X x ) ( X b) ( X b)
P{ X x X b}
FX ( x | X b) P{ X x | X b}
P ( X b)
P ( X b)
1
P ( X b)
2. x<b인 경우
( X x ) ( X b) ( X x )
P{ X x X b}
FX ( x | X b) P{ X x | X b}
P ( X b)
P( X x)
P ( X b)
FX ( x | X b) FX ( x)
f X ( x | X b) f X ( x ) x b