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Homework Assignment 9: Solution
ECE-3720 Spring 2012 7 Y. D. Zhang
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Homework Assignment 9: Solution
2.
ECE-3720 Spring 2012 8 Y. D. Zhang
Homework Assignment 9: Solution
2. (cont)
ECE-3720 Spring 2012 9 Y. D. Zhang
Review
Chapter 1: Introduction to probability
Sample space, events, set
Probability models
Conditional probability
Independence
Combinatorics
Chapters 2 & 3: Discrete random variables
Discrete random variables
Multiple random variables
Weak law of large numbers
Conditional probability and expectations
ECE-3720 Spring 2012 10 Y. D. Zhang
Chapters 4
Chapters 4: Continuous random variables
Distributions and probability density function
Expectation of single variable
Expectation of multiple variables
Transform methods
Probability bounds
ECE-3720 Spring 2012 11 Y. D. Zhang
Continuous random variables
Example of discrete
random variable: Fair die
Uniformly distributed over
O {1, 2, 3, 4, 5, 6}.
Example of continuous
random variable: signal phase
difference between transmitter
and receiver
Uniformly distributed over
O [-t, t).
ECE-3720 Spring 2012 12 Y. D. Zhang
u
t t
1/2t
f (x)
Continuous random variables
Probability density function
(pdf): a nonnegative function that
describes the relative likelihood for
this random variable to take on a
given value, denoted as f
X
(x) or f (x).
The probability is related to pdf by
ECE-3720 Spring 2012 13 Y. D. Zhang
f (x)
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f (x)
x
x x X x
x f
x
A
A + s s
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A
) ( P
lim ) (
0
Continuous random variables
Properties of pdf
Properties of probability
ECE-3720 Spring 2012 14 Y. D. Zhang
0 ) ( > x f
}
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1 ) ( ) ( ) ( P ) ( P = + = > + s
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a
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}
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b
a
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}
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a
dx x f a X ) ( ) ( P
}
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a
dx x f a X ) ( ) ( P
Continuous random variables
Uniform distribution: f ~ uniform[a,b] (where a < b)
Example: random phase
ECE-3720 Spring 2012 15 Y. D. Zhang
s s
=
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1
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Continuous random variables
Gaussian distribution: f ~ N(m,o
2
)
(Normal distribution)
where m is the mean, and o
2
is the
variance.
Standard Gaussian distribution: f ~ N(0,1)
ECE-3720 Spring 2012 16 Y. D. Zhang
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1
exp
2
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2
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2
x
x f
t
Continuous random variables
The importance of the Gaussian distribution:
According to the Central Limit Theorem (Ch. 5), the sum
of many i.i.d. random variables is approximated by the
Gaussian distribution.
In particular, since the macroscopic noise current measured
in a circuit results from the sum of forces of many
independent collisions on an atomic scale, noise current is
well-described by the Gaussian density.
For this reason, Gaussian random variables are the noise
model of choice in electronic communication, radar, and
control systems.
ECE-3720 Spring 2012 17 Y. D. Zhang
Continuous random variables
Exponential distribution: f ~ exp()
Exponential distribution is often used to model
o lifetimes, such as how long a cell-phone call lasts, or
how long it takes a computer network to transmit from
one node to another.
o U
2
+V
2
if both U and V are Gaussian random variables
ECE-3720 Spring 2012 18 Y. D. Zhang
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t T
t f
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Homework Assignment 10: Solution
1. Problem 1 of Chapter 4 (textbook page 170)
2. Problem 4 of Chapter 4 (textbook pages 170-171)
3. Problem 5 of Chapter 4 (textbook page 171)
4. Provide the pdf expression of the general Rayleigh
distribution, illustrate the pdf, and state in what type of
random variables follow the Rayleigh distribution. (Note:
Problem 30 of Chapter 4, at textbook page 177, provides
the pdf expression of the standard Rayleigh distribution)
Due: Tuesday (2/28)
Hand in at the classroom before class starts.
ECE-3720 Spring 2012 20 Y. D. Zhang