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ECE6601 Homework 2 Solutions

This document provides the details of Homework #2 for ECE 6601, assigned on May 22nd and due on May 29th. It includes 6 problems related to integrals of probability density functions (PDFs), finding PDFs of functions of random variables, and computing moments. Students are asked to find values of integrals involving normal and gamma distributions, PDFs of transformed random variables, and the mean, variance, and second moment of various random variables.

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159 views2 pages

ECE6601 Homework 2 Solutions

This document provides the details of Homework #2 for ECE 6601, assigned on May 22nd and due on May 29th. It includes 6 problems related to integrals of probability density functions (PDFs), finding PDFs of functions of random variables, and computing moments. Students are asked to find values of integrals involving normal and gamma distributions, PDFs of transformed random variables, and the mean, variance, and second moment of various random variables.

Uploaded by

asif1253
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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ECE 6601

Summer 2014
Homework #2

Date Assigned: 22 May
Date Due: Tuesday, 29 May
________________________________________________________________________
Reading: Chapter 5.
________________________________________________________________________

Problem 2.1:
Let
}

|
|
.
|

\
|
=
3 2
18
) 2 (
exp dx
x
Y . Give the value of this integral in terms of the functions
below, as defined in module named gaussian_cdf.
(a) the Q function
(b) the erfc
1
function
(c) the function

Problem 2.2:
Suppose X~N(2,25). Let the function Y=G(X) be described by the graph below.

Find ) ( y f
Y


Problem 2.3:
Suppose X has the PDF

32
2
32 2
1
) 1 (
2
1
) (
x
X
e x x f

+ + =
t
o

and suppose Y=G(X) is the same as in Problem 3.1. Find ) ( y f
Y
.


1
1
2
Y=-X/2+1.5
Problem 2.4:
Let the RV X have the PDF below. Note that this PDF contains a delta function of area
5/8, located at x=1.5.


a) Find the mean of X.
b) Find the mean-square value of X.
c) Find the variance of X.

Problem 2.5:
Suppose a RV X has a mean and variance of 3 and 9, respectively. Let Z = 3X - 2. Give
the mean and variance of Z.

Problem 2.6:
Use the characteristic function of the Gamma PDF, ( )
|
eo e |

= j
X
1 ) ( , to compute
its second moment.



()
1 2 2 1

1/4 (5 8 )
1/8

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