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k=1
a
k
X
k
be the weighted sum of N independent random variables, X
k
, k =
1, . . . , N, each having mean
X
i
and variance
2
X
i
. The weights a
k
are
real-valued constants.
Derive an expression for the mean of Y ,
Y
.
Derive an expression for the variance of Y ,
2
Y
.
Hint: Use the expectation operator, i.e.,
Y
= E[Y ],
2
Y
= E[(Y
Y
)
2
], substitute for Y , and use the fact that the X
k
, k = 1, . . . , N, are
statistically independent. No integrals are required!
3. Let be uniformly distributed on [0, ] and let random variables X
and Y be dened by X = cos and Y = sin . Show that X and Y
are uncorrelated but they are not independent.
4. Consider a zero-mean Gaussian random variable X with variance
2
X
.
This random variable is passed through a system whose input-output
relation is given by Y = g(X). Find the pdf of the random variable at
the output, Y , in each of the following cases. Hint: In some cases the
output pdf will contain dirac delta functions.
full-wave rectier: g(X) = |X|
square-law device: g(X) = X
2
limiting amplier:
g(X) =
b, X b
b, X b
X, |X| b
5. Consider a 6 MHz television channel and assume that the received
carrier-to-noise ratio P/(N
o
W) is equal to 10 dB.
a) What is the maximum date rate that can be transmitted over the
channel with arbitrary reliability.
b) Suppose that the bit energy-to-noise ratio E
b
/N
o
= 10 dB. What
is the minimum possible bandwidth needed to support a data
rate of 100 Mbps (100 10
6
bits per second)? You will have to
solve this problem numerically.
2