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Tutorial 7 Solution

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32 views13 pages

Tutorial 7 Solution

Uploaded by

dannyyang2222
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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ELEC2600 Tutorial 7

Functions/Transforms of a Random Variable


Functions/Transforms of a Random Variable
2

 Problem Statement
Given a random variable X with known distribution and a real
valued function g(x), such that Y = g(X) is also a random variable.
Find the distribution of Y.
 Solution methodology
 Idea: find an equivalent events in X for suitably defined events in Y.
 If X is discrete, Y must be discrete, irrespective of g(x).
 If X is continuous, Y may be discrete, continuous or mixed-type.
This depends on the form of g(x).
Discrete/Continuous X, Discrete Y = g(X)
3

 The pmf at the possible values of Y:

 Example 1
Discrete/Continuous X, Discrete Y = g(X) Example 1
Solution

otherwise

otherwise

4
Discrete/Continuous X, Discrete Y = g(X) Example 1
Solution

otherwise

5
Discrete/Continuous X, Discrete Y = g(X) Example 2

X is a continuous random variable which takes value between interval


[-1,1], Y=g(X) is defined as follows:

a) The cdf of X is given below. Find the pmf of Y.

b) If X follows uniform distribution, find the pmf of Y.


6
Discrete/Continuous X, Discrete Y = g(X) Example 2
Solution
This problem shows how to do the transform from continuous random
variable to discrete random variable.

Approach:
(1) Find out the range of Y:
(2) Y can be presented as:
The range of Y is: {-1,0,1}
(3) Find equivalent events
in X for suitably defined
events in Y

7
Discrete/Continuous X, Discrete Y = g(X) Example 2
Solution
a)

0.5, y = −1
0.45, y=0

pY ( y ) = 
0.05, y =1
0, otherwise

b)

8
Discrete/Continuous X, Discrete Y = g(X) Example 3
Solution

0.25, y = −1
0.5, y=0

pY ( y ) = 
0.25, y =1
0, otherwise

9
Continuous X, Continuous Y = g(X)
10

 CDF of Y

 PDF of Y

 Leibniz Integral Rule


Continuous X, Continuous Y = g(X) Example 1

Solution
y +1
FY ( y )= P [Y ≤ y ]= P  X − 1 ≤ y = P  − y + 1 ≤ X ≤
2
y + 1 = ∫ f X ( x ) dx
− y +1

fY ( y= (
) fx )( y + 1) − f ( − y + 1)( − )
' '
y +1 x y +1

f ( x y + 1) f ( − y + 1) γ e
x
−γ y +1
= + =
2 y +1 2 y +1 2 y +1

11
Continuous X, Continuous Y = g(X) Example 2

The amplitude of a radio signal 𝑋𝑋 is a Rayleigh random variable with


PDF:

(a) Find the PDF of 𝑍𝑍=(𝑋𝑋−1)+. Here, (𝑋𝑋−1)+=max {𝑋𝑋−1,0}.


(b) Find the PDF of 𝑍𝑍=𝑋𝑋2.

12
Continuous X, Continuous Y = g(X) Example 2

13

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