Dr. P. S. Neelakanta EEL 4541; STOCHASTIC PROCESSES & RANDOM SIGNALS UNIT B-I Homework (Self-study) Assignments Statistical distribution functions Discrete and continuous random variables Diserete random variable is a RV that assumes in any specified range one of a ‘countable set of variables. Continuous random variable denotes a RV that assumes any value within a specified range, which can extend up to infinity) Example 1: In the following events, list any quantities that might be considered as a RV and state whether they are continuous or discrete, (a) A weather forecast gives the prediction for July 4" as: High temperature, 84; low temperature, 67: wind, 8 mph; humidity, 75%; THI (temperature-humidity index) 72; suntise, 5:05 AM; sunset, 8:45 PM. (b) An electrical system with 15 ICs with two on average having the chance of failure, 12 LEDs, 43 resistors, and 12 capacitors. The resistors are all marked 1000 ohms, the capacitors are all marked 0.01 uF and the nominal supply voltage is 5 volts regulated with on-off regulation A possible intuitive (!)solution: @ Continuous RVs: All the entities indicated (b) Discrete RVs: ICs and supply voltage; Rest are continuous RVs. Discrete random variable: Distribution px(%) is the chance of occurrence of a discrete random variable in a countable and exhaustive set X: {x1 $ Xp $2} Correspondingly: F(x) = P(xi) denotes the cumulative probability function (or ‘cumulative distribution funetion, CDF) that x can take any value less than or equal to a specified epoch x; . Properties of F(x): OS F(x) $ 1; F-) =)F(+00) =1; 0S F(x) $1 F(%1) < F(a) if xt 10). Find (j) the constant a and (ii) P(x < 5). Solution PDF f(x) = dF/éx. Therefore, f(r) = 2ax for 0 Example 12 BONUS CREDIT PROBLEM B.2: Using MATLAB compute the histogram for the amplitude of a sine function with a random phase angle @ which is uniformly distributed from — x/2 to + n/2 Hint: po(0) = I/m gop n/2 to + 2/2; Assume the sine function as: asin(@).. Exponential RVs and distribution This RV corresponds to situations like waiting time in a queue or time between events. For example, the time between successive calls at an exchange is an exponentially distributed RV. The pdf of this RV is given by: f(x) = Aexp(-Ax) for x > 0 or zero otherwise, with 4 > 0 known as the (rate) parameter of the distribution. Exponential distribution deseribes a memoryless process. Example 13 APC clone has components that fail independently and uniformly with an average time between failure of 2 years (730 days). What is the probability that the PC will survive (no failure status) over the four years (1460 days), if a Freshman buys it at the beginning of his first year?Solution: The question is to find the probability that the time to the first failure is greater i) than 1460 days. Therefore we compute, 1~ (1/730) J exp(t /730)dt = 0.135 Example 14 The length of a phone call in minutes is exponentially distributed with 2 = 1/10. If someone is ahead of you in using a public phone, find the probability that you wait (i) more than 10 minutes and (ji) between 10 to 20 minutes. Solution: Let X denote the RV of the length of the call. The question is to find: (i) P(X>10) = 1-F(10) = exp(-1) = 0.368 (ii) PCO0 1 BixXy= 7 VARIX) = 5 2 (0) © i-jo Remarks: ‘The exponential randora variable is the only continuous random variable with the memoryless property. Gaussian (Normal) Random Variable Sem (-m, 409) ena fo) a exc te md o> 0 EU) =m VARX] = oF @q(@) = omer Remarks: Under a wide range of conditions, X can be used to approximate the sum of a large number of independent random variables,Gamma Random Variable Sx =O, 42) pay = * x20 ond @>0,A>0 Te) where Fe) is the gamma function (Bq. 3.46). E[X]= a/A VARIX] = ef? 1 (0) = 7 Special Cases of Gamma Random Variable ‘Erlang Random Variable: « = m, a positive integer Ae MUay! fia) A x8 Bae amar, An ea a ee! bby-adding.m independent exponen- Chi-Square Random Variable with b degrees of fredom: a = 2, h a positive integer and a b= Tape tO oxo) (5a) Rayleigh Random Variable Sx = (06%) Keo= Sev xed a >0 BUX) = @Vnf2__VARIX = @ ~ x/2)a Cauchy Random Variable Se faa gl, -ecx0 Mean and variance do not exist (0) = Laplacian Random Variable Sea (7.0) fie)a Fett -wcx0 BUX) = 0 VARIXI = 2/0? @ oe (19,48) bo)