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Families of Continuous Random Variable

The document is a lecture on Families of Continuous Random Variables, covering Continuous Uniform, Exponential, and Gaussian (Normal) Random Variables. It includes definitions, probability density functions (pdf), expected values, variances, and cumulative distribution functions (cdf) for each type. Additionally, it discusses the properties and applications of these random variables in engineering contexts.

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20 views10 pages

Families of Continuous Random Variable

The document is a lecture on Families of Continuous Random Variables, covering Continuous Uniform, Exponential, and Gaussian (Normal) Random Variables. It includes definitions, probability density functions (pdf), expected values, variances, and cumulative distribution functions (cdf) for each type. Additionally, it discusses the properties and applications of these random variables in engineering contexts.

Uploaded by

mabdullah.gmial.com
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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5/7/2024

Lecture 9:
Families of Continuous
Random Variable
CPE251 Probability Methods In Engineering
Dr. Zaid Ahmad, MIEEE
Advisor, IEEE CUI Lahore
COMSATS University Islamabad, Lahore Campus

Families of Continuous Random


Variable
Continuous Uniform Random Variable

Exponential Random Variable

Gaussian (Normal) Random Variable

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Continuous Uniform Random Variable


The pdf of continuous uniform random variable 𝑋 on the interval [𝑎, 𝑏] is
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𝑓 𝑥 = 𝑏−𝑎 𝑎 ≤ 𝑥 ≤ 𝑏
0 elsewhere
𝐸 𝑋 =

𝑉𝐴𝑅 𝑋 =

Exponential Random Variable


The continuous random variable 𝑋 is exponential with parameter 𝜆 if its pdf is given
by
𝑓 𝑥 = 𝜆𝑒 𝑥 > 0, 𝜆 > 0
0 otherwise
Where 𝜆 is the arrival rate.

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𝐸 𝑋 =
𝜆1
𝑉𝐴𝑅 𝑋 =
𝜆

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Gaussian (Normal) Random Variable


The pdf of the normal random variable is 𝑋 with mean 𝜇 and variance 𝜎 , is

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𝒩 𝜇, 𝜎 = 𝑒 −∞ < 𝑥 < ∞
2𝜋𝜎

Gaussian (Normal) Random Variable

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Gaussian (Normal) Random Variable


Symmetry of Gaussian Random Variable

Gaussian (Normal) cdf


𝐹 𝑥 = 𝑒 𝑑𝑡

where 𝑡 = . This is a closed form expression and evaluated empirically using the
following function:
𝑥−𝜇
𝐹 𝑥 =Φ
𝜎
When 𝜇 = 0 and 𝜎 = 1, this reduces to Φ(𝑥)

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Intervals of Gaussian Random Variable


Probability of an interval of Gaussian random variable is computed using the area
under the normal curve:
1 𝑥 −𝜇 𝑥 −𝜇
𝑃 𝑥 <𝑥<𝑥 = 𝑒 𝑑𝑥 = Φ −Φ
2𝜋𝜎 𝜎 𝜎

Standard Normal Random Variable


The area under the curve for all values
of 𝜇 and 𝜎 cannot be evaluated.
The normal random variable with zero
mean (𝜇 = 0) and unit variance (𝜎 =
1):

𝑥−𝜇
𝑍=
𝜎
and
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𝐹 𝑧 = 𝑒 𝑑𝑧 = Φ(𝑧)
2𝜋

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Standard Normal Random Variable


Symmetry of Standard Gaussian Random Variable

Φ −𝑧 = 1 − Φ(𝑧)

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Complimentary Standard Gaussian cdf


In electrical engineering, 𝑄-function is used as a matter of convention, which is defined by:

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𝑄 𝑧 =1−Φ 𝑧 = 𝑒 𝑑𝑧
2𝜋

Q-function is also known as the tail of the standard normal distribution.

𝑄 −𝑧 = 1 − 𝑄 𝑧 = Φ(𝑧)

Gaussian cdf and complimentary cdf

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Intervals of Standard Normal Random


Variable
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𝑃 𝑧 <𝑧<𝑧 = 𝑒 𝑑𝑧 = Φ 𝑧 −Φ 𝑧
2𝜋𝜎

𝑃 𝑧 <𝑧<𝑧 =𝑄 𝑧 −𝑄 𝑧

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Example

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Example

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Example

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Example

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Example

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Example

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References
1. Walpole, R.E., Myers, R.H., Myers, S.L. and Ye, K. (2007) Probability &
Statistics for Engineers & Scientists. 9th Edition, Pearson Education, Inc.
2. Leon-Garcia, A. (2008). Probability, Statistics, and Random Processes for
Electrical Engineering. 3rd Edition, Pearson/Prentice Hall.

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