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Questions On Random Vector

This document outlines an assignment on random variables and random vectors for an adaptive signal processing course. It includes 11 problems covering topics like discrete and continuous random variables, moments, characteristic functions, joint and marginal probability density functions, random vectors, correlation and covariance matrices, and a joint histogram MATLAB function. Some of the specific problems involve analyzing the PDF of summed random variables, characterizing random sequences, determining mean and variance of Rayleigh and other distributions, computing mean vectors, covariance and correlation matrices for linear transformations, and finding probabilities and independence for bivariate distributions.

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SatwikMohanty
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126 views2 pages

Questions On Random Vector

This document outlines an assignment on random variables and random vectors for an adaptive signal processing course. It includes 11 problems covering topics like discrete and continuous random variables, moments, characteristic functions, joint and marginal probability density functions, random vectors, correlation and covariance matrices, and a joint histogram MATLAB function. Some of the specific problems involve analyzing the PDF of summed random variables, characterizing random sequences, determining mean and variance of Rayleigh and other distributions, computing mean vectors, covariance and correlation matrices for linear transformations, and finding probabilities and independence for bivariate distributions.

Uploaded by

SatwikMohanty
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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NATIONAL INSTITUTE OF TECHNOLOGY, ROURKELA-8

Assignment-1 (Random Variables and Random Vectors)


SUBJECT: Adaptive Signal Processing SUBJECT CODE: EE-645
22thAug.
Date: 26 Aug.2017
2016 2ndAug.
Date of submission: 29 Sep.2017
2016
Venue: ESRT Lab by 05.00 PM

Topics Covered:-
Discrete & Continuous Random Variables
P robability density function & Probability Mass Function
Cumulative Distribution Function
Moments of Random Variables (First and Second, Central Moments)
Moment Generating Function & Characteristic Function
IID Sum of Random Variables
Joint and Marginal Probability Density Function
Conditional Probability Density Function
Random Vectors
Correlation Matrix
Covariance Matrix
Joint Histogram

1. Let {}4=1 be four IID random variables uniformly distributed over [0.5, 0.5].
a) Compute and plot the pdfs of ( ) =1 , for M = 2, 3, and 4. Compare these pdfs with that
of a zero-mean Gaussian random variable.
b) Write a MATLAB function for above problem for M = 2,3,4.12.

2. Let ()be a zero-mean, uncorrelated Gaussian random sequence with variance 2 () = 1.


a) Characterize the random sequence ().
b) Define x (n) = w (n) + w (n 1), < n < . Determine the mean and autocorrelation of x
(n). Also characterize x (n).
3. The exponential density function is given by:
1 x
f(x) = e a u(x)
a
Where a is a parameter and u(x) is a unit step function.
a) Determine the mean, and variance of the Rayleigh random variable with a = 1. Comment on
the significance of these moments in terms of the shape of the density function.
b) Plot the density function for a = 1.

4. A random vector x( ) = [x1( ) x2( )] T has mean vector x = [1 2]T and covariance matrix
4 0.8]
= [
0.8 1

This vector is transformed to another random vector y( ) by the following linear transformation:
1 () 1 3 ()
[ 2 () ] = [1 2] [ 1 ]
2 ()
13 () 2 3
Determine (a) the mean vector y , (b) the auto-covariance matrix , and (c) the cross-correlation
matrix Rxy .

5. Determine whether the following matrices are valid correlation matrices:


1 1
1
2 4
1 1
1 1] (b) 2 = 1
(a) 1 = [ 2 2
1 1 1 1
1]
[4 2

1
1 1
2
(d) 2 = [ 1 2
1]
1 1 2 2
(c) 3 = [ ]
1 + 1 1 1 1

6. We flip a fair coin twice. Let X be 1 if head on first flip, 0 if tail on first. Let Y be number of heads.
Find p(x, y ) and pX, pY .

7. Suppose,
2 2 ; & 0
, (, ) = {
0 ;
Find marginal probability of X, fX(x). Compute Pr{X > 1, Y < 1} and Pr{X < Y}.

8. Let the joint density of X and Y be given by


6 2 3 ; 0 1 & 0 1
, (, ) = {
0 ;
Are these random variables independent?
9. Check the following function is a joint density function.

+ ; 0 1 & 0 1
, (, ) = {
0 ;
a) Find the Cumulative distribution function at 0 & 0

10. A point is chosen uniformly at random from the triangle that is formed by joining the three points (0;
0); (0; 1) and (1; 0) (units measured in centimetre). Let X and Y be the co -ordinates of a randomly
chosen point.

a) What is the joint density of X and Y?


b) Calculate the expected value of X and Y, i.e., expected co-ordinates of a randomly chosen
point.

c) Find the correlation between X and Y. Would the correlation change if the units are measured
in inches?

11. Write a MATLAB function to find the joint histogram between two images.

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