Digital Signal Processing Reference
In-Depth Information
Find the PDF and distribution of the random variable Y
Y ¼ min fX;
4 g:
(2.523)
Answer According to ( 2.523 ), the variable Y is:
Xx<
;
4
Y ¼
(2.524)
4
x 4
:
From ( 2.524 ), it follows that for values of X equal to 1, 2, and 3, Y ¼ X ; thus, Y
takes the same values 1, 2, and 3 as does the variable X , with the corresponding
probabilities
PfY ¼ 1 g¼PfX ¼ 1 0
:
1
;
PfY ¼ 2 g¼PfX ¼ 2 0
:
3
;
PfY ¼ 3 g¼PfX ¼ 3 0
:
3
:
(2.525)
Similarly, from ( 2.524 ), for the values of X equal to 6 and 8, the random variable
Y will have only one value equal to 4, with the following probability:
PfY ¼ 4 g¼PfX ¼ 6 gþPfX ¼ 8 g:
(2.526)
Finally, from ( 2.525 ) and ( 2.526 ), we get the distribution:
F Y ðyÞ¼ 0
:
1 uðy 1 Þþ 0
:
3 uðy 2 Þþ 0
:
3 uðy 3 Þþ 0
:
3 uðy 4 Þ
(2.527)
and the PDF
f Y ðyÞ¼ 0 : 1 dðy 1 Þþ 0 : 3 dðy 2 Þþ 0 : 3 dðy 3 Þþ 0 : 3 dðy 4 Þ;
(2.528)
where u and d are the step and delta functions, respectively.
Exercise E.2.19 A message consisting of two pulses is transmitted over a channel.
Due to noise on the channel, each or both of the pulses can be destroyed indepen-
dently with the probability p . The random variable X represents the number of the
destroyed pulses. Find the characteristic function of the variable X .
Answer The variable X is a discrete variable which takes values 0, 1, and 2 with the
probabilities,
2
PfX ¼ 0 g¼ð 1
;
PfX ¼ 1 g¼pð 1 pÞþð 1 pÞp ¼ 2 1 pÞ;
PfX ¼ 2 g¼p 2
:
(2.529)
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