Tutorial 8
Tutorial 8
Problem 1:
Consider a random variable 𝑋 which is uniformly distributed over the interval (𝑎, 𝑏)
Determine and sketch its (i) probability density function (PDF), and (ii) cumulative distribution
function (CDF)
Problem 2:
Consider a random variable 𝑋 which is uniformly distributed over the interval (−𝜋, 𝜋) If a
random variable 𝑌 is defined as 𝑌 = cos(𝑋), then determine the expected value of 𝑌
Problem 3:
Conisder a Gaussian random variable 𝑋 with mean 𝜇𝑋 and variance 𝜎𝑋2
(a) Determine the characteristic function of 𝑋 which is denoted by 𝜑𝑋 (𝑣) and defined
as
𝜑𝑋 (𝑣) = 𝐸[exp(𝑗𝑣𝑋)]
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(b) Determine the 𝑛 central moment of this Gaussian random variable given by
𝐸[(𝑋 − 𝜇𝑋 )𝑛 ]
Problem 4:
A binary signal that takes values ±1 is detected in the presence of additive white Gaussian
noise with zero mean and variance 𝜎 2
(a) What is the probability density function of the signal observed at the input to the
detector?
(b) Derive an expression for the probability that the observed signal is larger than a
specified threshold 𝛼