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Continuous Type Random Variables

This document discusses three continuous random variables: 1) The uniform random variable which has a uniform probability density function between two values a and b. 2) The exponential random variable which has an exponential density function and is useful for modeling raindrop sizes and signal strength fluctuations. 3) The Rayleigh random variable which has a Rayleigh density function and describes the envelope of noise passed through a bandpass filter.

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Arun Kumar Dhupam
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62 views

Continuous Type Random Variables

This document discusses three continuous random variables: 1) The uniform random variable which has a uniform probability density function between two values a and b. 2) The exponential random variable which has an exponential density function and is useful for modeling raindrop sizes and signal strength fluctuations. 3) The Rayleigh random variable which has a Rayleigh density function and describes the envelope of noise passed through a bandpass filter.

Uploaded by

Arun Kumar Dhupam
Copyright
© © All Rights Reserved
Available Formats
Download as DOCX, PDF, TXT or read online on Scribd
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PROBABILITY THEORY AND STOCHASTIC PROCESSES

Unit-I

Lecture Notes-10
II. Continuous type random variables
1. Uniform random variable:
The uniform probability density and distribution functions are defined by
f ( x) 1/ (b a )
a xb
= 0 elsewhere
F ( x) 0
xa
for
( x a ) / (b a )
a xb
=
for
b x
=1 for

Fig: a) Uniform density function b) Distribution function


Note: Uniform density finds application in the quantization of signal samples prior to encoding
in digital communication.
2. Exponential random variable:
The exponential density and distribution functions are
1
f X ( x) e ( x a )/ b
xa
b
=0
FX ( x) 1 e ( x a )/ b

=0

xa
xa
xa

PROBABILITY THEORY AND STOCHASTIC PROCESSES

Unit-I

Fig: a) Exponential density function b) Distribution function

Note: The exponential density is useful in describing raindrop sizes when a large number of
rainstorm measurements are made. It is also known to approximate fluctuations in signal strength
obtained from radar.

3. Rayleigh Density:
The Rayleigh density and distribution functions are:
f X ( x)

2
2
( x a )e ( x a ) / b
b

xa

=0
FX ( x) 1 e ( x a )

=0

xa

/b

xa

xa

PROBABILITY THEORY AND STOCHASTIC PROCESSES

Unit-I

Fig: a) Rayleigh density function b) Distribution function


Note: The Rayleigh density function describes the envelope of one type of noise when passed
through bandpass filter.

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