1 EE571 PART 2 Probability and Random Variables Huseyin Bilgekul Eeng571 Probability and astochastic Processes Department of Electrical and Electronic.

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Presentation transcript:

1 EE571 PART 2 Probability and Random Variables Huseyin Bilgekul Eeng571 Probability and astochastic Processes Department of Electrical and Electronic Engineering Eastern Mediterranean University

2 EE571 Example 5.1: Solution: Suppose and On the other hand if then and hence

3 EE571 Transformation of Random Variables

4 EE571 Transformation of Random Variables

5 EE571 Transformation of Random Variables The CDF of Y when X=N(0,1) for the half rectifier

6 EE571 Transformation of Random Variables

7 EE571 Transformation of Random Variables

8 EE571 Transformation of Random Variables

9 EE571 Transformation of Random Variables

10 EE571 Transformation of Random Variables

11 EE571 Transformation of Random Variables

12 EE571 Transformation of Random Variables

13 EE571 Transformation of Random Variables

14 EE571 Transformation of Random Variables

15 EE571 Transformation of Random Variables

16 EE571 Random Sequences

17 EE571 Random Sequences

18 EE571 Random Sequences

19 EE571 Random Sequences

20 EE571 Convergence of Random Sequences