10-01-2025 Tutorial-1 EE-306

1. Let X be a continuous r.v. X with pdf

(
kx, 0 ≤ x ≤ 1,
fX (x) =
0, otherwise.

where k is constant.
(a) Determine the value of k.
(b) Find the corresponding cdf FX (x)
(c) Find P( 41 < X ≤ 2)

Solution
a) Determine the value of k.
The total probability for a probability density function (PDF) must integrate to 1:
Z ∞
fX (x)dx = 1.
−∞

Given that fX (x) = kx for 0 ≤ x ≤ 1, we only need to integrate over this interval:
Z 1
kx dx = 1.
0

Evaluating this integral:

1 1
x2
Z 
1
k x dx = k · =k· = 1.
0 2 0 2
Solving for k, we get:
k = 2.
b) Find the corresponding CDF FX (x).
The CDF is defined as: Z x
FX (x) = P (X ≤ x) = fX (t) dt.
−∞

Thus: 
R0, x < 0,

 h 2 ix
x t 2
FX (x) = 0
2t dt = 2 2 = x , 0 ≤ x ≤ 1,

 0
1, x > 1.
Therefore, 
0,
 x < 0,
2
FX (x) = x , 0 ≤ x ≤ 1,

1, x > 1.


c) Find P 41 < X ≤ 2 .

Since the CDF is 1 for x > 1, we need to compute:

   
1 1
P < X ≤ 1 = FX (1) − FX .
4 4
Evaluating the CDF at these points:
   2
1 1 1
FX (1) = 1 and FX = = .
4 4 16
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Thus:  
1 1 15
P <X≤1 =1− = .
4 16 16
Since the probability for X > 1 is zero, the final probability is:
 
1 15
P <X≤2 = .
4 16

2. Consider the random process X(t) defined by:

X(t) = Y cos(ωt), t ≥ 0,

where:
ˆ ω is a constant frequency,
ˆ Y is a random variable uniformly distributed over the interval (0, 1).
(a) Describe X(t).
(b) Sketch a few typical sample functions of X(t).

Solution
(a) Description of the Process
The random process X(t) = Y cos(ωt) can be described as follows:

ˆ Y is a random variable uniformly distributed over the interval (0, 1), meaning that it takes values
in the range [0, 1] with equal probability.
ˆ The process X(t) represents a cosine wave with constant frequency ω but a random amplitude
determined by the realization of the random variable Y .
ˆ Since Y is uniformly distributed over (0, 1), the amplitude of the cosine function can vary contin-
uously within the range [0, 1].
ˆ Different sample functions (realizations) of the process correspond to cosine functions with differ-
ent amplitudes.
ˆ The process is deterministic for any given realization of Y but random due to the variability in
the amplitude.

(b) Sketch of Typical Sample Functions

Below is a schematic plot representing three typical sample functions of the process for different real-
izations of the random variable Y .

X(t) ω=1
Y = 0.8
Y = 0.5
Y = 0.2
t
10-01-2025 Tutorial-1 EE-306

Interpretation: The figure shows cosine functions with varying amplitudes Y ∈ {0.8, 0.5, 0.2}. These
functions represent typical sample paths of the random process X(t).

3. Let Y = aX + b. Determine the pdf of Y, if X is a uniform r.v. over (0,1).

Solution
Given:
Y = aX + b.
X is a uniform r.v. over (0,1).
W.K.T:

The PDF fX (x) for X ∼ U (a, b) is given by:

(
1
b−a , a ≤ x ≤ b,
fX (x) =
0, otherwise.

Hence:
The PDF of fX (x) for X ∼ U (0, 1) can be written as:
(
1, 0 ≤ x ≤ 1,
fX (x) =
0, otherwise.

Now, we need to find the pdf of Y = aX + b. To do this, we will use the transformation method.

The CDF of Y , denoted as FY (y), is given by:

FY (y) = P (Y ≤ y) = P (aX + b ≤ y).

Solving for X, we get:

 
y−b
P (aX + b ≤ y) = P X ≤ .
a

Since X is uniformly distributed over (0, 1), we know that:


0, x < 0,

FX (x) = x, 0 ≤ x ≤ 1,

1, x > 1.


Thus, the CDF of Y becomes:


0,
 y < b,
y−b
FY (y) = , b ≤ y ≤ a + b,
 a
1, y > a + b.


The pdf of Y , denoted fY (y), is the derivative of the CDF:

d
fY (y) = FY (y).
dy
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Therefore, the pdf of Y is:

(
1
|a| , b ≤ y ≤ a + b,
fY (y) =
0, otherwise.
Taking |a| ensures that the PDF remains non-negative regardless of whether the transformation involves
a positive or negative slope.
4. Consider the stochastic process X(t) = A sin(2πfc t + θ), where:
ˆ fc is a constant frequency,
ˆ A is a constant amplitude,
ˆ θ is a random phase uniformly distributed between 0 and 2π.
Find the autocorrelation function RX (t1 , t2 ).

Solution
The autocorrelation function is defined as:

RX (t1 , t2 ) = E[X(t1 )X(t2 )].

Substitute X(t1 ) = A sin(2πfc t1 + θ) and X(t2 ) = A sin(2πfc t2 + θ) into the equation:

RX (t1 , t2 ) = A2 E[sin(2πfc t1 + θ) sin(2πfc t2 + θ)].

Using the trigonometric identity for product of sines:

1
sin(A) sin(B) = [cos(A − B) − cos(A + B)],
2
we get:

A2
RX (t1 , t2 ) = E[cos(2πfc (t1 − t2 )) − cos(2πfc (t1 + t2 ) + 2θ)].
2
Now, evaluate the expectation E[cos(2πfc (t1 + t2 ) + 2θ)].
Since θ is uniformly distributed between 0 and 2π, the expectation of cos(2πfc (t1 + t2 ) + 2θ) is zero:

E[cos(2πfc (t1 + t2 ) + 2θ)] = 0.

Thus, the autocorrelation function simplifies to:

A2
RX (t1 , t2 ) = cos(2πfc (t1 − t2 )).
2
The final expression for the autocorrelation function is:

A2
RX (t1 , t2 ) = cos(2πfc (t1 − t2 )).
2
This shows that the autocorrelation function of the given process depends only on the time difference
t1 − t2 and is periodic with a period of f1c .
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5. Given the autocorrelation function Rxx (τ ) of a stochastic process X(t) as:

(
1; for − 3 ≤ τ ≤ 3,
Rxx (τ ) =
0; otherwise.
Find the power spectral density SX (f ) of the process.

Solution
The power spectral density SX (f ) is the Fourier transform of the autocorrelation function Rxx (τ ):
Z ∞
SX (f ) = Rxx (τ )e−j2πf τ dτ.
−∞

Substitute Rxx (τ ):
Z 3
SX (f ) = e−j2πf τ dτ.
−3

Evaluate the integral:

3
e−j2πf τ e−j2πf (3) − ej2πf (3)

SX (f ) = = .
−j2πf −3 −j2πf

Using Euler’s formula:

2 sin(6πf )
SX (f ) = .
2πf
Thus, the power spectral density is:

sin(6πf )
SX (f ) = .
πf