In the name of Allah, the Beneficent, the Merciful

CPE251/EEE251 Probability Methods in Engineering

Muhammad Farooq-i-Azam

[email protected]

Lecture 10: Multiple random variables

04 May 2020

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Contents

1 Overview
2 Derived Random Variables
3 Functions of Two Random Variables
4 Function of Two Discrete Random Variables
5 Example: Function of Two Discrete Random Variables
6 Problem: Function of Two Discrete Random Variables
7 Function of Two Continuous Random Variables
8 Example: Function of Two Continuous Random Variables
9 Problem: Function of Two Continuous Random Variables
10 Problems

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Overview

This lecture covers the following topics:

Text Book, 3rd Edition,
Chapter 6, Section 6.1, 6.2, Pages 218 – 226
OR, Text Book, 2nd Edition
Chapter 4, Section 4.6, Pages 167 – 171
Text Book
Probability and Stochastic Processes
A friendly introduction for electrical and computer engineers
By Roy D. Yates and David J. Goodman

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Derived Random Variables

A random variable can be a funcation of other random variables

Consider a resistor with resistance ro . Let random variable X
represent the voltage across the resistor, and random variable Y
represent the power dissipated in the resistor. Y is a function of X
2
and Y = Xro . Y is a derived random variable.
A derived random variable can be a function of one or more random
variables
Consider a radio communication system. Let
Random variable X represents the transmitted power
Random variable Y represents the path loss suffered by the signal
Received signal power is a derived random variable W which is a
function of X and Y , and W = YX

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Functions of Two Random Variables
Diversity combining in radio communication usually yields a derived
random variable
Multiple received signals are combined in a single improved signal
Example: Cellular base station with two antennas
Three popular diversity combining techniques are:
Selection combining: The signal with highest SNR is chosen and the
other signal is ignored. If X and Y are SNRs of two received signals,
then W = max(X , Y )
Equal gain combining: The two signals, X and Y are simply summed
together. Resultant signal is W = X + Y
Maximal ratio combining: The resultant signal is a weighted sum of
the two signals, such that W = aX + bY . The weights a and b are
optimized with respect to the SNRs of the signals X and Y .
The random variable W in all three cases is derived from and is a
function of other random variables X and Y
We are interested to derive the PMF, PDF or CDF of the derived
random variable W
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Function of Two Discrete Random Variables

When X and Y are discrete, then W = g (X , Y ) is discrete

The range SW of W is a set of all possible values of g (X , Y )
We obtain the PMF PW (w ) by adding the values of PX ,Y (x, y )
corresponding to the x, y pairs for which g (x, y ) = w

M. Farooq-i-Azam (COMSATS Lahore) EEE251 Probability Methods in Engineering Lecture 10 04 May 2020 6 / 19
Function of Two Discrete Random Variables

Theorem
The PMF of the derived random variable W = g (x, y ) which is a function
of discrete random variables X and Y is given by
X
PW (w ) = PX ,Y (x, y )
(x,y ):g (x,y )=w

Remark
The PMF PW (w ) of a function of discrete random variables X and Y , is
the sum of the probabilities of all sample values (x, y ) for which
g (x, y ) = w

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Example: Function of Two Discrete Random Variables
Example:
A firm sends out two kinds of newsletters. One kind contains only text and
grayscale images and requires 40 cents to print each page. The other kind
contains color pictures that cost 60 cents per page. Newsletters can be 1,
2, or 3 pages long. Let the random variable L represent the length of a
newsletter in pages. SL = {1, 2, 3}. Let the random variable X represent
the cost in cents to print each page. SX = {40, 60}. After observing many
newsletters, the firm has derived the probability model shown below. Let
W = g (L, X ) = LX be the total cost in cents of a newsletter. Find the
range SW and the PMF PW (w ).

PL,X (l, x) x = 40 x = 60
l =1 0.15 0.10
l =2 0.30 0.20
l =3 0.15 0.10

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Example: Function of Two Discrete Random Variables

Solution:

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Problem: Function of Two Discrete Random Variables

Problem
A smartphone runs news application that downloads Internet news every
15 minutes. At the start of a download, the radio modems negotiate a
connection speed that depends on the radio channel quality. When the
negotiated speed is low, the smartphone reduces the amount of news that it
transfers to avoid wasting its battery. The number of kilobytes transmitted,
L, and the speed B in kb/s, have the joint PMF

PL,B (l, b) b = 512 b = 1024 b = 2048

l = 256 0.20 0.10 0.05
l = 768 0.05 0.10 0.20
l = 1536 0.00 0.10 0.20

Let T denote the number of seconds needed for the transfer. Express T as
a function of L and B. What is the PMF of T ?

M. Farooq-i-Azam (COMSATS Lahore) EEE251 Probability Methods in Engineering Lecture 10 04 May 2020 10 / 19
Problem: Function of Two Discrete Random Variables

Watch video of the solution at the link below:

https://youtu.be/z4c23p5OFis

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Function of Two Continuous Random Variables

When X and Y are continuous, then g (X , Y ) is a continuous

function and W = g (X , Y ) is a continuous random variable
To obtain the PDF, fW (w ), we usually find the CDF FW (w ) first
The PDF fW (w ) is then obtained by differentiating the CDF FW (w )

M. Farooq-i-Azam (COMSATS Lahore) EEE251 Probability Methods in Engineering Lecture 10 04 May 2020 12 / 19
Function of Two Continuous Random Variables

Theorem
If X and Y are continuous random variables, then CDF of W = g (X , Y ) is
ZZ
FW (w ) = P[W ≤ w ] = fX ,Y (x, y )dxdy
g (x,y )≤w

Once we obtain the CDF FW (w ), we then obtain the PDF as

fW (w ) = dFW
dw
(w )

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Example: Function of Two Continuous Random Variables

Example:
X and Y have the joint PDF
(
λµe −(λx+µy ) x ≥ 0, y ≥ 0,
fX ,Y =
0 otherwise.

Find the PDF of W = Y /X .

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Example: Function of Two Continuous Random Variables
Solution:

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Problem: Function of Two Continuous Random Variables

Problem:
Find the CDF and PDF of W = XY when random variables X and Y
have joint PDF
(
1 0 ≤ x ≤ 1, 0 ≤ y ≤ 1,
fX ,Y (x, y ) =
0 otherwise.

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Problem: Function of Two Continuous Random Variables

Watch solution at the link below:

https://youtu.be/ocyo-b-TB o

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Problems

Problems 6.1.1 to 6.1.6, 6.4.1 to 6.4.9, and 6.4.14 of the 3rd edition of
the text book

OR

Problems 4.6.1, 4.6.2, 4.6.4 to 4.6.11 of the 2nd edition of the text book

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Bibliography

[1] R. D. Yates and D. J. Goodman, Probability and Stochastic Processes:

A Friendly Introduction for Electrical and Computer Engineers, Third
Edition. John Wiley & Sons, 2014.
[2] A. Leon-Garcia, Probability, Statistics, and Random Processes for
Electrical Engineering. Upper Saddle River, NJ: Pearson/Prentice Hall,
third ed., 2008.

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