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Copyright © 2022 VDOC.PUB. TranscriptA. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineers 1-1 Chapter 1: Probability Models in Electrical and Computer Engineering 1.1 1.2 © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineers 1-2 1.3 1.4 1.5 © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineers 1-3 1.6 1.7 1.8 1.9 © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineers 1-4 1.10 1.11 © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. Instructor’s Solutions Manual Probability, Statistics, and Random Processes for Electrical Engineers 2-1 Chapter 2: Basic Concepts of Probability Theory 2.1 Specifying Random Experiments 2.1 © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. Instructor’s Solutions Manual Probability, Statistics, and Random Processes for Electrical Engineers 2-2 2.2 © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. Instructor’s Solutions Manual Probability, Statistics, and Random Processes for Electrical Engineers 2-3 2.3 2.4 2.5 © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. Instructor’s Solutions Manual Probability, Statistics, and Random Processes for Electrical Engineers 2-4 2.6 2.7 2.8 © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. Instructor’s Solutions Manual Probability, Statistics, and Random Processes for Electrical Engineers 2-5 2.9 2.10 © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. Instructor’s Solutions Manual Probability, Statistics, and Random Processes for Electrical Engineers 2-6 2.11 2.12 2.13 © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. Instructor’s Solutions Manual Probability, Statistics, and Random Processes for Electrical Engineers 2-7 2.14 2.15 2.16 © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. Instructor’s Solutions Manual Probability, Statistics, and Random Processes for Electrical Engineers 2-8 2.17 © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. Instructor’s Solutions Manual Probability, Statistics, and Random Processes for Electrical Engineers 2-9 2.18 © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. Instructor’s Solutions Manual Probability, Statistics, and Random Processes for Electrical Engineers 2-10 2.19 2.20 © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. Instructor’s Solutions Manual Probability, Statistics, and Random Processes for Electrical Engineers 2.2 2-11 The Axioms of Probability 2.21 2.22 © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. Instructor’s Solutions Manual Probability, Statistics, and Random Processes for Electrical Engineers 2-12 2.23 2.24 2.25 2.26 © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. Instructor’s Solutions Manual Probability, Statistics, and Random Processes for Electrical Engineers 2-13 2.27 © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. Instructor’s Solutions Manual Probability, Statistics, and Random Processes for Electrical Engineers 2-14 2.28 © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. Instructor’s Solutions Manual Probability, Statistics, and Random Processes for Electrical Engineers 2-15 2.29 © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. Instructor’s Solutions Manual Probability, Statistics, and Random Processes for Electrical Engineers 2-16 2.30 (c) 2.31 © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. Instructor’s Solutions Manual Probability, Statistics, and Random Processes for Electrical Engineers 2-17 2.32 2.33 © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. Instructor’s Solutions Manual Probability, Statistics, and Random Processes for Electrical Engineers 2-18 2.34 © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. Instructor’s Solutions Manual Probability, Statistics, and Random Processes for Electrical Engineers 2-19 2.35 © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. Instructor’s Solutions Manual Probability, Statistics, and Random Processes for Electrical Engineers 2-20 2.36 2.37 2.38 © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. 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For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. Instructor’s Solutions Manual Probability, Statistics, and Random Processes for Electrical Engineers 2-22 2.45 2.46 2.47 2.48 © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. Instructor’s Solutions Manual Probability, Statistics, and Random Processes for Electrical Engineers 2-23 2.49 2.50 2.51 2.52 2.53 © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. 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For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. Instructor’s Solutions Manual Probability, Statistics, and Random Processes for Electrical Engineers 2-25 2.56 2.57 2.58 © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. Instructor’s Solutions Manual Probability, Statistics, and Random Processes for Electrical Engineers 2-26 2.59 2.60 2.61 © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. 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For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. Instructor’s Solutions Manual Probability, Statistics, and Random Processes for Electrical Engineers 2-28 2.63c 2.64 © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. Instructor’s Solutions Manual Probability, Statistics, and Random Processes for Electrical Engineers 2-29 2.65 2.66 2.67 © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. 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For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. Instructor’s Solutions Manual Probability, Statistics, and Random Processes for Electrical Engineers 2.8 2-55 *Fine Points: Event Classes 2.117 © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. Instructor’s Solutions Manual Probability, Statistics, and Random Processes for Electrical Engineers 2-56 (d) © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. 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For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. Instructor’s Solutions Manual Probability, Statistics, and Random Processes for Electrical Engineers 2-64 © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 3-1 Chapter 3: Discrete Random Variables 3.1 The Notion of a Random Variable 3.1 © 2008 Pearson Education, Inc., Upper Saddle River, NJ. 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For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 3-10 3.16 3.17 3.18 © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 3-11 3.19 3.20 © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. 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For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 3-13 3.22 © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 3-14 3.23 3.24 © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. 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For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 3.4 3-22 Conditional Probability Mass Function 3.35 © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 3-23 3.36 3.37 © 2008 Pearson Education, Inc., Upper Saddle River, NJ. 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This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 3-48 3.77 © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 3.6 3.78 3-49 Generation of Discrete Random Variables The following Octave commands will give the requested plots: (a) x = [0:1:10]; lambda = 0.5; figure; plot(x, poisson_pdf(x, lambda)); figure; plot(x, poisson_cdf(x, lambda)); figure; plot(x, 1-poisson_cdf(x, lambda)); x = [0:1:20]; lambda = 5; figure; plot(x, poisson_pdf(x, lambda)); figure; plot(x, poisson_cdf(x, lambda)); figure; plot(x, 1-poisson_cdf(x, lambda)); x = [0:1:100]; lambda = 50; figure; plot(x, poisson_pdf(x, lambda)); figure; plot(x, poisson_cdf(x, lambda)); figure; plot(x, 1-poisson_cdf(x, lambda)); (b) x = [0:1:15]; figure; plot(x, binomial_pdf(x, 48, 0.1)); figure; plot(x, binomial_cdf(x, 48, 0.1)); figure; plot(x, 1-binomial_cdf(x, 48, 0.1)); x = [0:1:30]; figure; plot(x, binomial_pdf(x, 48, 0.3)); figure; plot(x, binomial_cdf(x, 48, 0.3)); figure; plot(x, 1-binomial_cdf(x, 48, 0.3)); x = [0:1:50]; figure; © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 3-50 plot(x, binomial_pdf(x, 48, 0.5)); figure; plot(x, binomial_cdf(x, 48, 0.5)); figure; plot(x, 1-binomial_cdf(x, 48, 0.5)); x = [20:1:50]; figure; plot(x, binomial_pdf(x, 48, 0.75)); figure; plot(x, binomial_cdf(x, 48, 0.75)); figure; plot(x, 1-binomial_cdf(x, 48, 0.75)); (c) x = [0:1:10]; n = 100; p = 0.01; figure; plot(x, binomial_pdf(x, n, p), "1"); hold on; plot(x, poisson_pdf(x, n*p), "3"); hold off; © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 3.79 3-51 The following Octave commands produce the request plots: (a) L = 10; k = [1:1:L]; cL = sum(1./k); pk = (1/cL)./k; figure; plot(k, discrete_pdf(k, k, pk)); figure; plot(k, discrete_cdf(k, k, pk)); figure; plot(k, 1-discrete_cdf(k, k, pk)); L = 100; k = [1:1:L]; cL = sum(1./k); pk = (1/cL)./k; figure; plot(k, discrete_pdf(k, k, pk)); figure; plot(k, discrete_cdf(k, k, pk)); figure; plot(k, 1-discrete_cdf(k, k, pk)); L = 1000; k = [1:1:L]; cL = sum(1./k); pk = (1/cL)./k; figure; plot(k, discrete_pdf(k, k, pk)); figure; plot(k, discrete_cdf(k, k, pk)); figure; plot(k, 1-discrete_cdf(k, k, pk)); (b) m = 20; k = [1:1:m]; pk = (1/2).^k; figure; semilogy(k, pk); © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 3.80 3-52 The following Octave commands will plot the Lorenze curves: L = 10; k = [1:1:L]; cL = sum(1./k); pk = (1/cL)./k; Wk = k./L; Fk = discrete_cdf(k, k, pk); figure; plot(Fk, Wk); L = 100; k = [1:1:L]; cL = sum(1./k); pk = (1/cL)./k; Wk = k./L; Fk = discrete_cdf(k, k, pk); figure; plot(Fk, Wk); L = 1000; k = [1:1:L]; cL = sum(1./k); pk = (1/cL)./k; Wk = k./L; Fk = discrete_cdf(k, k, pk); figure; plot(Fk, Wk); © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 3.81 3-53 The following Octave commands will plot the requested curves: figure; hold on; n = 100; p = 0.1; k = [0:1:n]; Wk = zeros(1, n+1); for i = 0:n, v = [0:i]; Wk(i+1) = sum(v.*binomial_pdf(v, n, p))./(n*p); end; Fk = binomial_cdf(k, n, p); plot(Fk, Wk); n = 100; p = 0.5; k = [0:1:n]; Wk = zeros(1, n+1); for i = 0:n, v = [0:i]; Wk(i+1) = sum(v.*binomial_pdf(v, n, p))./(n*p); end; Fk = binomial_cdf(k, n, p); plot(Fk, Wk); n = 100; p = 0.9; k = [0:1:n]; Wk = zeros(1, n+1); for i = 0:n, v = [0:i]; Wk(i+1) = sum(v.*binomial_pdf(v, n, p))./(n*p); end; Fk = binomial_cdf(k, n, p); plot(Fk, Wk); 3.82 (a) (b) (c) © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 3-54 3.83 The following Octave commands will generate the requested samples of the Zipf random variable and the requested plots. L = 10; k = [1:1:L]; cL = sum(1./k); pk = (1/cL)./k; Sk = discrete_rnd(200, k, pk); figure; plot(Sk); figure; hist(Sk, k); L = 100; k = [1:1:L]; cL = sum(1./k); pk = (1/cL)./k; Sk = discrete_rnd(200, k, pk); figure; plot(Sk); figure; hist(Sk, k); L = 1000; k = [1:1:L]; cL = sum(1./k); pk = (1/cL)./k; Sk = discrete_rnd(200, k, pk); figure; plot(Sk); figure; hist(Sk, k); 3.84 The following Octave commands generate the samples of the St. Peter’s Paradox random variable and the requested plots. m = 20; k = [1:1:m]; pk = (1/2).^k; Sk = discrete_rnd(200, k, pk); figure; plot(Sk); figure; hist(Sk, k); © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 3.85 3-55 The following Octave commands generate the requested pairs and plots: (a) k = [1:10]; pk = ones(1,10)./10; Sx = discrete_rnd(200, k, pk); Sy = discrete_rnd(200, k, pk); figure; hist(Sx, k); figure; hist(Sy, k); (b) Sz = Sx + Sy; figure; hist(Sz, [2:20]); (c) Sw = Sx .* Sy; figure; hist(Sw, 10); (d) Sv = Sx ./ Sy; figure; hist(Sv, 10); © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 3.86 3-56 The following Octave commands generate the requested pairs and plots: (a) Sx = binomial_rnd(8, 0.5, 1, 200); Sy = binomial_rnd(4, 0.5, 1, 200); figure; hist(Sx, [0:8]); figure; hist(Sy, [0:4]); (b) Sz = Sx + Sy; figure; hist(Sz, [0:12]); © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 3.87 3-57 The following Octave commands generate the requested pairs and plots: (a) Sx = poisson_rnd(5, 1, 200); Sy = poisson_rnd(10, 1, 200); figure; hist(Sx, [0:15]); figure; hist(Sy, [0:20]); (b) Sz = Sx + Sy; figure; hist(Sz, [0:35]); © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 3-58 Problems Requiring Cumulative Knowledge 3.88 3.89 © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 3-59 3.90 © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 3-60 3.91 © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 3-61 3.92 © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 4-1 Chapter 4: One Random Variable 4.1 The Cumulative Distribution Function 4.1 © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 4-2 4.2 4.3 © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 4-2 4.4 © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 4-4 4.5 © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 4-5 4.6 © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 4-6 4.7 © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 4-7 4.8 © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 4-8 4.9 © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 4-9 4.10 © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 4-10 4.11 © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 4-11 4.12 © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 4-12 4.13 © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 4-13 4.14 © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 4-14 4.15 © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 4-15 4.16 © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 4.2 4-16 The Probability Density Function 4.17 © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 4-17 4.18 4.19 © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 4-18 4.20 4.21 © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 4-19 4.22 © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 4-20 4.23 © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 4-21 4.24 4.25 © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 4-22 4.26 © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 4-23 4.27 © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 4-24 © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 4-25 4.28 © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 4-26 4.29 © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 4-27 4.30 4.31 © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 4-28 4.32 © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 4-29 4.33 © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 4-30 4.34 © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. 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For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 4-43 © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 4-44 4.55 © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. 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For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 4-85 © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 4-86 4.99 © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 4-87 © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 4-88 4.100 4.101 © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 4.7 4-89 Transform Methods 4.102 © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 4-90 4.103 4.104 © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 4-91 4.105 4.106 © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 4-92 4.107 4.108 © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 4-93 4.109 4.110 4.111 4.112 © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 4-94 4.113 © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 4-95 4.114 © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 4-96 4.115 © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 4-97 4.116 4.117 4.118 © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 4-98 4.119 4.120 © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 4-99 4.121 © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 4.8 4-100 Basic Reliability Calculations 4.122 © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 4-101 4.123 4.124 © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 4-102 4.125 © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 4-103 4.126 4.127 © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 4-104 4.128 © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 4-105 4.129 © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 4-106 4.130 © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 4-107 4.131 © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 4-108 © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 4-109 4.132 © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 4-110 4.133 (a) © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 4.9 4.134 4-111 Computer Methods for Generating Random Variables The following Octave commands generate the requested plots: (a) x = [-4:0.01:4]; y0 = normal_pdf(x, -2, 1); y1 = normal_pdf(x, 2, 1); figure; hold on; plot(x, y0, "1"); plot(x, y1, "3"); (b) x = [-5:0.01:5]; y0 = 1-normal_cdf(x, -2, 1); y1 = 1-normal_cdf(x, 2, 1); ey0 = e.^(-(x+2).^2/2); ey1 = e.^(-(x-2).^2/2); figure; hold on; plot(x, y0, "1"); plot(x, y1, "3"); plot(x, ey0, "1"); plot(x, ey1, "3"); © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 4.135 4-112 The following Octave commands generate plots of the pdf and cdf of the gamma random variable: (a) x = [0:0.01:15]; figure; hold on; plot(x, gamma_pdf(x, plot(x, gamma_pdf(x, plot(x, gamma_pdf(x, figure; hold on; plot(x, gamma_cdf(x, plot(x, gamma_cdf(x, plot(x, gamma_cdf(x, 1, 1), "1"); 2, 1), "2"); 4, 1), "3"); 1, 1), "1"); 2, 1), "2"); 4, 1), "3"); (b) x = [0:0.01:15]; figure; hold on; plot(x, gamma_pdf(x, plot(x, gamma_pdf(x, plot(x, gamma_pdf(x, plot(x, gamma_pdf(x, figure; hold on; plot(x, gamma_cdf(x, plot(x, gamma_cdf(x, plot(x, gamma_cdf(x, plot(x, gamma_cdf(x, 1/2, 1/2), "1"); 1, 1/2), "2"); 3/2, 1/2), "3"); 5/2, 1/2), "4"); 1/2, 1/2), "1"); 1, 1/2), "2"); 3/2, 1/2), "3"); 5/2, 1/2), "4"); © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 4-113 4.136 © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 4.137 4-114 The following Octave commands generate the requested samples and plots: (a) x = [-6:0.01:6]; u = rand(1, 1000); %Multiply all values by discretely generated -1 or 1 z = -log(u).*discrete_rnd(length(u), [-1 1], [0.5 0.5]); figure; hold on; %Normalize to 2 because bar width is 0.5 hist(z, [-6:0.5:6], 2); plot(x, laplace_pdf(x), "1"); (b) x = [1:0.01:10]; u = rand(1, 1000); k = 1.5; z = u.^(-1/k); figure; hold on; hist(z, [1.25:0.5:10], 2); plot(x, k./x.^(k+1)); x = [1:0.01:10]; u = rand(1, 1000); k = 2; z = u.^(-1/k); figure; hold on; hist(z, [1.25:0.5:10], 2); plot(x, k./x.^(k+1)); x = [1:0.01:10]; u = rand(1, 1000); k = 2.5; z = u.^(-1/k); figure; hold on; hist(z, [1.25:0.5:10], 2); plot(x, k./x.^(k+1)); (c) x = [0:0.01:5]; u = rand(1, 1000); b = 0.5; z = log(1./u).^(1./b); figure; hold on; hist(z, [0:0.25:5], 4); plot(x, b.*x.^(b-1).*e.^(-x.^b), "1"); x = [0:0.01:5]; u = rand(1, 1000); © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 4-115 b = 2; z = log(1./u).^(1./b); figure; hold on; hist(z, [0:0.125:5], 8); plot(x, b.*x.^(b-1).*e.^(-x.^b), "1"); x = [0:0.01:5]; u = rand(1, 1000); b = 3; z = log(1./u).^(1./b); figure; hold on; hist(z, [0:0.125:5], 8); plot(x, b.*x.^(b-1).*e.^(-x.^b), "1"); © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 4-116 4.138 4.139 4.140 © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 4-117 4.141 The following Octave commands describe the function for performing the rejection method and the code to call the function: function z = gaussian_rejection_method(N) z = zeros(1, N); k = 1; while k <= N while true u1 = rand; u2 = rand; x1 = -log(u1); if (u2 <= e.^(-((x1-1).^2))/2) z(k) = x1.*discrete_rnd(1,[-1 1],[0.5 0.5]); break; end end k = k + 1; end end x = [-4:0.01:4]; z = gaussian_rejection_method(10000); figure; hold on; hist(z, [-4:0.125:4], 8); plot(x, normal_pdf(x, 0, 1), "1"); © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 4-118 4.142 © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 4-119 4.143 © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 4-120 4.144 The following Octave commands generate the requested samples and plots: function z = binomial_bernoulli_method(N, P) z = sum(discrete_rnd(N, [0, 1], [P, 1-P])); end function u = z = pos for z = binomial_unit_interval_method(N, P) rand; 0; = 0; j = 0:N pos = pos + bincoeff(N, j).*P.^j.*(1-P).^(N-j); if u < pos return; end z = z + 1; end end z1 = zeros(1,1000); z2 = zeros(1,1000); for i = 1:1000 z1(i) = binomial_bernoulli_method(5, 0.5); z2(i) = binomial_unit_interval_method(5, 0.5); end figure; hist(z1, [0:10], 1); figure; hist(z2, [0:10], 1); © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 4-121 4.145 © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 4-122 4.146 The following Octave commands create the necessary functions for the requested program: %This generates random numbers from the gamma distribution %for alpha > 1. function X = gamma_rejection_method_agtone(alpha, lambda) while(true), %Step 1: Generate X with pdf fx(x). X = cheng_inverse(alpha, lambda); %Step 2: Generate Y uniform in [0, Kfx(X)]. B = cheng_pdf(X, alpha, lambda); Y = rand.*B; %Step 3: Accept or reject... if (Y <= fx_gamma_pdf(X, alpha, lambda)), break; end end end %This helper function generates RVs according to Kfz(x) that will bound %our distribution. %We will first generate random numbers according to the following pdf: %fz(x) = (l.a^l).(x^(l-1))/(a^l + x^l)^2 %and with K = (2a-1)^(1/2) %First we integrate to obtain the cdf: %Fz(x) = x^l/(x^l + a^l) %We have u = Kfz(x). Inverting the function by solving for x, we obtain: %x = ((u.a^l)/(K-u))^(1/l) function X = cheng_inverse(alpha, lambda) u = rand; X = ((u.*alpha.^lambda)./(1-u)).^(1./lambda); end %We also want to return B as we have to generate uniform variables in %[0, Kfz(X)] function B = cheng_pdf(X, alpha, lambda) K = (2.*alpha-1).^(1/2); B = (K.*lambda.*alpha.^lambda.*X.^(lambda-1))./((alpha.^lambda + X.^lambda).^2); end %pdf of the gamma distribution. %You could also use the Octave function gamma_pdf(X,A,B). function y = fx_gamma_pdf(x, alpha, lambda) y = (x.^(alpha-1)).*(e.^(x./lambda))./(gamma(alpha).*lambda.^alpha); end function X = m_erlang_sum_of_m_exponentials(m, lambda) X = sum(exponential_rnd(lambda, 1, m)); end © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 4.10 4-123 *Entropy 4.147 4.148 c) The sample space and the number of outcomes are different in the experiments of parts a) and b). © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 4-124 4.149 © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 4-125 4.150 © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 4-126 4.151 © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 4-127 4.152 4.153 4.154 © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 4-128 4.155 © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 4-129 4.156 4.157 © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. 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For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 5-1 Chapter 5: Pairs of Random Variables 5.1 Two Random Variables 5.1 © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. A. 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Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 5-53 5.6 Joint Moments and Expected Value of a Function of Two Random Variables 5.56 5.57 5.58 © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 5-54 5.59 5.60 © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. 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Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 5.7 5-69 Conditional Probability and Conditional Expectation 5.75 9 © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 5-70 © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. 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For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 5-75 © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 5-76 5.79 © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. 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For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 5-102 5.104 © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 5-103 5.105 © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 5-104 5.106 © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 5-105 5.107 © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 5-106 5.108 © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 5-107 5.109 © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 5.9 5-108 Pairs of Jointly Gaussian Random Variables 5.110 © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 5-109 5.111 5.112 © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 5-110 5.113 © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. 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For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 5-112 (c) (d) © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 5-113 (e) (f) © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. 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For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 5-115 5.116 © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 5-116 5.117 5.118 © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. 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For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 5-118 5.120 © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 5-119 5.10 Generating Independent Gaussian Random Variables 5.121 The following Octave code produces the inverse: function z = rayleigh_rnd(s) u = rand; z = s.*(2.*log(1./(1-u))).^(1/2); end 5.123 The following Octave generates the requested pairs and plot: len = 10000; X = discrete_rnd([1 -1], [0.5 0.5], 2, len); N = normal_rnd(0, 1, 2, len); Y = X + N; figure; plot(Y(1,:), Y(2,:), "."); Xr = sign(Y); sigerr = (X ~= Xr); biterr = (sigerr(1,:) | sigerr(2,:)); proberr = sum(biterr)./len 5.124 The following Octave generates the requested pairs and plot: X = normal_rnd(0, 2, 1, 1000); N = normal_rnd(0, 1, 1, 1000); Y = X + N; Xr = Y./(1 + 1/2); err = Xr - X; figure; hist(err, [-3:0.25:3], 4); m = mean(err) v = var(err) © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. 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Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 5.125 5-120 The following Octave generates the sequence of Xn and Yn: X = normal_rnd(0, 1, 1, 1000); Y = (X + [0 X(1:999)])./2; figure; plot(Y(1:999), Y(2:1000), "."); Z = (X - [0 X(1:999)])./2; figure; plot(Z(1:999), Z(2:1000), "."); 5.126 The following Octave generates the specified jointly Gaussian random variables: function vw = gaussian_correlate(xy, mu1, mu2, var1, var2, rho) sig1 = sqrt(var1); sig2 = sqrt(var2); K = [var1, rho*sig1*sig2; rho*sig1*sig2, var2]; [evec eval] = eig(K); A = evec * sqrt(eval); vw = zeros(size(xy)); for i = 1:length(xy) vw(:,i) = A*xy(:,i) + [mu1; mu2]; end end © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 5-121 The following Octave generates the specified jointly Gaussian random 5.127 variables and plot: xy = normal_rnd(0, 1, 2, 1000); vw = gaussian_correlate(xy, 1, -1, 1, 2, -1/2); plot(vw(1,:), vw(2,:), "."); 5.128 The following Octave generates the specified plot: xy = normal_rnd(0, 1, 2, 1000); muh = 174; muv = 4.4; varh = 42.36; varv = 0.021; covhv = 0.458; sigh = sqrt(varh); sigv = sqrt(varv); rhohv = covhv/(sigh*sigv); xy = normal_rnd(0, 1, 2, 1000); hv = zeros(size(xy)); hv = gaussian_correlate(xy, muh, muv, varh, varv, rhohv); hw = zeros(size(hv)); hw(1,:) = hv(1,:); hw(2,:) = e.^hv(2,:); bmi = hw(2,:)./(hw(1,:).^2); hist(bmi); © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 5-122 Problems Requiring Cumulative Knowledge 5.129 © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 5-123 © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 5-124 5.130 © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 5-125 5.131 © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 5-126 5.132 © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 5-127 5.133 © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 6-1 Chapter 6: Vector Random Variables 6.1 Vector Random Variables 6.1 © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 6-2 6.2 © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 6-3 6.3 © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. 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For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 6-5 6.5 (b) © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 6-6 (c) © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 6-7 6.6 © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 6-8 6.7 © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 6-9 6.8 © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. 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For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 6-11 6.10 © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 6-12 6.11 © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. 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For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 6-14 © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 6-15 6.13 © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 6-16 © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 6-17 6.14 © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 6-18 6.15 © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 6-19 6.16 © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 6-20 6.17 © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 6-21 © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 6.2 6-22 Functions of Several Random Variables 6.18 6.19 © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 6-23 6.20 6.21 © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 6-24 6.22 © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 6-25 6.23 © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 6-26 © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 6-27 6.24 © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 6-28 6.25 © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 6-29 6.26 6.27 © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 6-30 6.28 © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 6-31 6.29 © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 6.3 6-32 Expected Values of Vector Random Variables 6.30 6.31 6.32 © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 6-33 6.33 © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 6-34 6.34 (a) (b) © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 6-35 6.35 © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 6-36 6.36 © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 6-37 6.37 © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 6-38 6.38 © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 6-39 6.39 © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 6-40 6.40 © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 6-41 6.41 © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 6-42 6.42 © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 6-43 6.43 © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 6-44 6.44 b) 6.45 © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 6-45 6.46 6.47 © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 6-46 6.48 © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 6-47 6.49 6.50 © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 6-48 6.51 6.52 © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 6-49 6.53 © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 6.4 6-50 Jointly Gaussian Random Vectors 6.54 © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 6-51 6.55 © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 6-52 6.56 © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 6-53 6.57 © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 6-54 6.58 © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 6-55 6.59 © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. 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Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 6-56 6.60 If we write out the quadratic form in the exponent we obtain: n ∑ j =1 n n −1 k =1 j =1 ∑ Q jk ( x j − m j )( xk − mk ) − ∑ n −1 ∑Q k =1 ( x j − m j )( xk − mk ) jk n −1 =Qnn ( xn − mn ) 2 + 2( xn − mn )∑ Q jk ( x j − m j ) j =1 ⎧ 1 = Qnn ⎨( xn − mn ) 2 + 2( xn − mn ) Qnn ⎩ n −1 ∑Q j =1 jk ⎫ ( x j − m j )⎬ ⎭ = Qnn {( xn − mn ) 2 + 2( xn − mn ) B + B 2 } − Qnn B 2 =Qnn {( xn − mn ) + B} − Qnn B 2 2 where B = 1 Qnn n −1 ∑Q j =1 jk (xj − mj ) In the first line, all the terms in the second summation are contained in the first summation. We then completed the square to obtain an expression involving xk, its mean mk – B, and its variance 1/Qkk. The term QkkB2 is part of the normalization constant. We therefore conclude that: ⎧⎪ 1 exp ⎨− ⎪⎩ 2Qnn f X n ( xn | x1 ,..., xn −1 ) = ⎛ 1 ⎜ x − mn + Qnn ⎝ ⎞ Q jk ( x j − m j ) ⎟ ∑ j =1 ⎠ n −1 2 ⎫⎪ ⎬ ⎪⎭ 2π Qnn We see that the conditional mean of xn is a linear function of the observations x1, x2,…, xn-1. © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 6-57 6.61 6.62 © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 6-58 6.63 6.64 6.65 © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 6-59 6.66 © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 6-60 6.67 © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 6.5 6-61 Estimation of Random Variables 6.68 © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 6-62 © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 6-63 6.69 © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 6-64 6.70 © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 6-65 6.71 © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 6-66 6.72 © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 6-67 © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 6-68 6.73 (a) © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 6-69 © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 6-70 (b) © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 6-71 (b) © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 6-72 (d) © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 6-73 6.74 (a) © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 6-74 © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 6-75 © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 6-76 6.75 © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 6-77 © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 6-78 © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 6-79 6.76 © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 6-80 © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 6-81 6.77 6.78 © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 6-82 6.79 © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 6.6 6-83 Generating Correlated Vector Random Variables 6.80 © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 6-84 6.81 © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 6-85 6.82 © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 6-86 6.83 © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 6-87 6.84 (a) (b) The following Octave code generates a sequence of 1000 samples: X = normal_rnd(0, 1, 1, 1000); Y = (X + [0 X(1:length(X)-1)])./2; cov(Y); © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 6-88 6.85 6.86 © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 6-89 6.87 © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. 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For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 6-91 © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved. This material is is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458. A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 6-92 Problems Requiring Cumulative Knowledge 6.89 © 2008 Pearson Education, Inc., Upper Saddle River, NJ. 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A.Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering Chapter 7: Sums of Random Variables and Long-Term Averages 7.1 7.1 7.2 Sums of Random Variables 7-1 A.Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 7.3 7.4 7.5 7.7 7-2 A.Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 7.6 7.7 7.8 4.34 7-3 7.5, A.Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 7.9 7.10 7.11 7-4 A.Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 7.12 7-5 A.Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 7.13 7.14 7-6 A.Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 7.2 The Sample Mean and the Laws of Large Numbers 7.15 7.16 8000 7.17 0.416 7-7 A.Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 7.18 7.19 7.20 7-8 A.Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 7.20 7.21 7-9 A.Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 7.3 7.22 7.23 7.24 The Central Limit Theorm 7-10 A.Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 7.25 7.26 7-11 A.Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 7-12 7.27 below: A.Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 7.28 7.29 7-13 A.Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 7.30 7.31 7-14 A.Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 7.32 7.33 7-15 A.Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 7.34 7.35 7-16 A.Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 7.36 7.37 7-17 A.Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 7.38 7-18 A.Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 7.39 7-19 A.Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering *7.4 Convergence of Sequences of Random Variables 7.40 7-20 A.Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 7-21 A.Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 7.41 7-22 A.Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 7.42 7-23 A.Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 7.43 7.44 7-24 A.Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 7.45 7-25 A.Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 7.46 7.47 7-26 A.Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 7.48 a) 7-27 A.Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 7.49 7.50 7-28 A.Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering *7.5 Long-Term Arrival Rates and Associated Events 7.51 7.52 7-29 A.Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 7.53 7-30 A.Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 7.54 7.55 7-31 A.Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 7.56 7.57 7-32 A.Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 7.58 7-33 A.Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 7.59 7.60 7-34 A.Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 7.61 7.62 7-35 A.Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 7.63 7-36 A.Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 7.64 7-37 A.Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 7.65 7-38 A.Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 7-39 *7.6 Calculating Distributions Using the Discrete Fourier Transform 7.66 7.67 A.Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 7.68 The following Octave code produces the FFTs: N = 8; P = 1/2; n = [0:N-1]; cms = fft(binomial_pdf(n, N, P), 16); %You can also evaluate the characteristic function directly... %w = 2.*pi.*n./N; %cms = (1-P+P.*e.^(j.*w)).^N; pmf = ifft(cms.*cms); figure; stem([1:16], pmf, "b"); 7.69 The following Octave code produces the FFTs: N = 5; P = ones(1,10)./10; pmf = ifft(fft(P, 9.*N).^N); stem([0:9.*N-1], pmf); N = 10; P = ones(1,10)./10; pmf = ifft(fft(P, 9.*N).^N); stem([0:9.*N-1], pmf); 7.70 The following Octave code produces the FFT for evaluating Eq. (7.55): N = 8; P = 1/2; n = [0:N-1]; w = 2.*pi.*n./N; cms = P.*e.^(j.*w)./(1-(1-P).*e.^(j.*w)); pmf = ifft(cms); figure; stem([N-1:-1:0], pmf); ek = (1-P).*P.^n.*(P.^N./(1-P.^N)); N = 16; P = 1/2; n = [0:N-1]; w = 2.*pi.*n./N; cms = P.*e.^(j.*w)./(1-(1-P).*e.^(j.*w)); pmf = ifft(cms); figure; stem([N-1:-1:0], pmf); ek = (1-P).*P.^n.*(P.^N./(1-P.^N)); 7-40 A.Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 7.71 The following Octave code produces the FFTs: %N=16 achieves an error percent less than 0.01. This can be found %by simple trial and error using different values for N. N = 16; L = 5; n = [0:N-1]; w = 2.*pi.*n./N; cms = e.^(L.*(e.^(j.*w)-1)); pmf = ifft(cms); figure; stem([N-1:-1:0], pmf); N = 5; L = 5; n = [0:19]; P = poisson_pdf(n, L); pmf = ifft(fft(P, 65).^N); stem([0:64], pmf); 7.74 The following Octave code produces the FFT to obtain the pdf of Z: function fx = ift(phix, n, N) phixs = [phix((N/2+1):N) phix(1:(N/2))]; fxs = fft(phixs)./(2.*pi); fx = fftshift(fxs); end N = 512; n = [-(N/2):(N/2-1)]; d = 2.*pi.*n./N; alphaX = 1; alphaY = 2; phiX = 1./(1 + alphaX.^2.*n.^2); phiY = 1./(1 + alphaY.^2.*n.^2); phiZ = phiX.*phiY; pdf = ift(phiZ, n, N); figure; plot(d, pdf, "b"); hold on; plot(d, ift(phiX, n, N), "g"); plot(d, ift(phiY, n, N), "r"); 7-41 A.Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 7-42 7.75 The following Octave code produces the FFT to obtain the pdf of a Gaussian random variable: function fx = ift(phix, n, N) phixs = [phix((N/2+1):N) phix(1:(N/2))]; fxs = fft(phixs)./(2.*pi); fx = fftshift(fxs); end N = 512; n = [-(N/2):(N/2-1)]; d = 2.*pi.*n./N; phiX = e.^(-n.^2./2); pdf = ift(phiX, n, N); figure; plot(d, pdf, "b"); hold on; plot(d, normal_pdf(d, 0, 1), "r"); A.Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 7.76 The following Octave code produces Figs. 7.2 through 7.4: function stepplot(x, y) xn = zeros(1, 2*length(x)); yn = zeros(1, 2*length(x)); for k = 1:length(x) xn(2*k-1) = x(k); xn(2*k) = x(k) + 1; yn(2*k-1) = y(k); yn(2*k) = y(k); end plot(xn, yn); end %Figure 7.2a N = 5; P = ones(1,2)./2; pmf = ifft(fft(P, N+1).^N); cdf = zeros(size(pmf)); for i = 1:N+1 cdf(i) = sum(pmf(1:i)); end figure; stepplot([0:N], cdf); hold on; x = [0:0.01:N+1]; plot(x, normal_cdf(x, 2.5, 1.25), "r"); %Figure 7.2b N = 25; P = ones(1,2)./2; pmf = ifft(fft(P, N+1).^N); cdf = zeros(size(pmf)); for i = 1:N+1 cdf(i) = sum(pmf(1:i)); end figure; stepplot([0:N], cdf); hold on; x = [0:0.01:N+1]; plot(x, normal_cdf(x, 12.5, 6.25), "r"); %Figure 7.3 N = 5; P = ones(1,10)./10; pmf = ifft(fft(P, 9.*N+1).^N); cdf = zeros(size(pmf)); for k = 1:9.*N+1 cdf(k) = sum(pmf(1:k)); end figure; stepplot([0:9.*N], cdf); hold on; x = [0:0.01:9.*N+1]; plot(x, normal_cdf(x, 22.5, 41.3), "r"); 7-43 A.Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering Problems Requiring Cumulative Knowledge 7.77 7-44 A.Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 7.78 7-45 A.Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 7-46 A.Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 7.79 7-47 A.Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 7.80 7-48 A.Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 7-49 A.Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 7.81 7.82 7-50 A. Leon-Garcia INSTRUCTOR’S SOLUTION’S MANUAL Probability, Statistics, and Random Processes for Electrical Engineering Chapter 8: Statistics 8.1 8.1 Samples and Sampling Distributions 8-1 A. Leon-Garcia INSTRUCTOR’S SOLUTION’S MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 8-2 A. Leon-Garcia INSTRUCTOR’S SOLUTION’S MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 8.2 8-3 A. Leon-Garcia INSTRUCTOR’S SOLUTION’S MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 8.3 8-4 A. Leon-Garcia INSTRUCTOR’S SOLUTION’S MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 8.4 8-5 A. Leon-Garcia INSTRUCTOR’S SOLUTION’S MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 8.5 (b) 8-6 A. Leon-Garcia INSTRUCTOR’S SOLUTION’S MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 8.6 8-7 A. Leon-Garcia INSTRUCTOR’S SOLUTION’S MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 8.7 8-8 A. Leon-Garcia INSTRUCTOR’S SOLUTION’S MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 8.8 8-9 A. Leon-Garcia INSTRUCTOR’S SOLUTION’S MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 8.9 8-10 A. Leon-Garcia INSTRUCTOR’S SOLUTION’S MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 8.10 8-11 A. Leon-Garcia INSTRUCTOR’S SOLUTION’S MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 8.2 8.11 8.12 Parameter Estimation 8-12 A. Leon-Garcia INSTRUCTOR’S SOLUTION’S MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 8.13 8-13 A. Leon-Garcia INSTRUCTOR’S SOLUTION’S MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 8-14 A. Leon-Garcia INSTRUCTOR’S SOLUTION’S MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 8.14 8.15 8-15 A. Leon-Garcia INSTRUCTOR’S SOLUTION’S MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 8.16 8-16 A. Leon-Garcia INSTRUCTOR’S SOLUTION’S MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 8.17 8-17 A. Leon-Garcia INSTRUCTOR’S SOLUTION’S MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 8.18 8-18 A. Leon-Garcia INSTRUCTOR’S SOLUTION’S MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 8.19 8-19 A. Leon-Garcia INSTRUCTOR’S SOLUTION’S MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 8.20 8-20 A. Leon-Garcia INSTRUCTOR’S SOLUTION’S MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 8.21 8-21 A. Leon-Garcia INSTRUCTOR’S SOLUTION’S MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 8-22 A. Leon-Garcia INSTRUCTOR’S SOLUTION’S MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 8-23 A. Leon-Garcia INSTRUCTOR’S SOLUTION’S MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 8.22 8-24 A. Leon-Garcia INSTRUCTOR’S SOLUTION’S MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 8.23 8-25 A. Leon-Garcia INSTRUCTOR’S SOLUTION’S MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 8.3 8.24 Maximum Likelihood Estimation 8-26 A. Leon-Garcia INSTRUCTOR’S SOLUTION’S MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 8.25 8.26 8-27 A. Leon-Garcia INSTRUCTOR’S SOLUTION’S MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 8.27 8-28 A. Leon-Garcia INSTRUCTOR’S SOLUTION’S MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 8-29 A. Leon-Garcia INSTRUCTOR’S SOLUTION’S MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 8.28 8-30 A. Leon-Garcia INSTRUCTOR’S SOLUTION’S MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 8.29 8.30 8-31 A. Leon-Garcia INSTRUCTOR’S SOLUTION’S MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 8.31 8-32 A. Leon-Garcia INSTRUCTOR’S SOLUTION’S MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 8-33 A. Leon-Garcia INSTRUCTOR’S SOLUTION’S MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 8.33 8-34 A. Leon-Garcia INSTRUCTOR’S SOLUTION’S MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 8-35 A. Leon-Garcia INSTRUCTOR’S SOLUTION’S MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 8-36 A. Leon-Garcia INSTRUCTOR’S SOLUTION’S MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 8-37 A. Leon-Garcia INSTRUCTOR’S SOLUTION’S MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 8.34 8-38 A. Leon-Garcia INSTRUCTOR’S SOLUTION’S MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 8.35 8-39 A. Leon-Garcia INSTRUCTOR’S SOLUTION’S MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 8.36 8-40 A. Leon-Garcia INSTRUCTOR’S SOLUTION’S MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 8-41 A. Leon-Garcia INSTRUCTOR’S SOLUTION’S MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 8-42 A. Leon-Garcia INSTRUCTOR’S SOLUTION’S MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 8.37 8-43 A. Leon-Garcia INSTRUCTOR’S SOLUTION’S MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 8.38 8-44 A. Leon-Garcia INSTRUCTOR’S SOLUTION’S MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 8.4 8.39 8.40 8.41 Confidence Intervals 8-45 A. Leon-Garcia INSTRUCTOR’S SOLUTION’S MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 8.42 8-46 A. Leon-Garcia INSTRUCTOR’S SOLUTION’S MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 8.43 8-47 A. Leon-Garcia INSTRUCTOR’S SOLUTION’S MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 8.44 8.2 8.45 8.46 8-48 A. Leon-Garcia INSTRUCTOR’S SOLUTION’S MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 8.47 8.48 8-49 A. Leon-Garcia INSTRUCTOR’S SOLUTION’S MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 8.5 8.49 Hypothesis Testing 8-50 A. Leon-Garcia INSTRUCTOR’S SOLUTION’S MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 8.50 8-51 A. Leon-Garcia INSTRUCTOR’S SOLUTION’S MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 8-52 A. Leon-Garcia INSTRUCTOR’S SOLUTION’S MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 8.51 8-53 A. Leon-Garcia INSTRUCTOR’S SOLUTION’S MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 8.52 8-54 A. Leon-Garcia INSTRUCTOR’S SOLUTION’S MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 8.53 8-55 A. Leon-Garcia INSTRUCTOR’S SOLUTION’S MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 8.54 8-56 A. Leon-Garcia INSTRUCTOR’S SOLUTION’S MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 8.55 8-57 A. Leon-Garcia INSTRUCTOR’S SOLUTION’S MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 8.56 8-58 A. Leon-Garcia INSTRUCTOR’S SOLUTION’S MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 8.57 8-59 A. Leon-Garcia INSTRUCTOR’S SOLUTION’S MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 8.58 8-60 A. Leon-Garcia INSTRUCTOR’S SOLUTION’S MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 8.59 8-61 A. Leon-Garcia INSTRUCTOR’S SOLUTION’S MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 8.60 8-62 A. Leon-Garcia INSTRUCTOR’S SOLUTION’S MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 8.61 8-63 A. Leon-Garcia INSTRUCTOR’S SOLUTION’S MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 8.62 8-64 A. Leon-Garcia INSTRUCTOR’S SOLUTION’S MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 8.65 8-65 A. Leon-Garcia INSTRUCTOR’S SOLUTION’S MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 8.67 8-66 A. Leon-Garcia INSTRUCTOR’S SOLUTION’S MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 8.68 8-67 A. Leon-Garcia INSTRUCTOR’S SOLUTION’S MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 8.69 8-68 A. Leon-Garcia INSTRUCTOR’S SOLUTION’S MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 8.70 8-69 A. Leon-Garcia INSTRUCTOR’S SOLUTION’S MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 8.75 8-70 A. Leon-Garcia INSTRUCTOR’S SOLUTION’S MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 8.76 8-71 A. Leon-Garcia INSTRUCTOR’S SOLUTION’S MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 8.77 8-72 A. Leon-Garcia INSTRUCTOR’S SOLUTION’S MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 8.6 8.81 Bayesian Decision Methods 8-73 A. Leon-Garcia INSTRUCTOR’S SOLUTION’S MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 8.82 8-74 A. Leon-Garcia INSTRUCTOR’S SOLUTION’S MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 8-75 A. Leon-Garcia INSTRUCTOR’S SOLUTION’S MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 8.83 8-76 A. Leon-Garcia INSTRUCTOR’S SOLUTION’S MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 8.84 8-77 A. Leon-Garcia INSTRUCTOR’S SOLUTION’S MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 8.85 8-78 A. Leon-Garcia INSTRUCTOR’S SOLUTION’S MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 8.86 8-79 A. Leon-Garcia INSTRUCTOR’S SOLUTION’S MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 8-80 A. Leon-Garcia INSTRUCTOR’S SOLUTION’S MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 8.87 8-81 A. Leon-Garcia INSTRUCTOR’S SOLUTION’S MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 8-82 A. Leon-Garcia INSTRUCTOR’S SOLUTION’S MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 8.88 8-83 A. Leon-Garcia INSTRUCTOR’S SOLUTION’S MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 8.89 8-84 A. Leon-Garcia INSTRUCTOR’S SOLUTION’S MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 8.90 8-85 A. Leon-Garcia INSTRUCTOR’S SOLUTION’S MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 8-86 A. Leon-Garcia INSTRUCTOR’S SOLUTION’S MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 8.91 8-87 A. Leon-Garcia INSTRUCTOR’S SOLUTION’S MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 8.92 8-88 A. Leon-Garcia INSTRUCTOR’S SOLUTION’S MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 8.93 8-89 A. Leon-Garcia INSTRUCTOR’S SOLUTION’S MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 8.7 Testing the Fit of a Distribution to Data 8.94 8.95 8-90 A. Leon-Garcia INSTRUCTOR’S SOLUTION’S MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 8.96 8-91 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering Chapter 9: Random Processes – Part II 9.6 9.61 b) Stationary Random Processes a) 9-60 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 9-61 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 9.62 9-62 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 9.63 9-63 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 9.64 9-64 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 9.65 9-65 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 9.66 9-66 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 9.67 9-67 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 9.68 9-68 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 9.69 9-69 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 9.70 9-70 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 9-71 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 9.71 9.72 9-72 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 9.73 (d) 9-73 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 9.74 9-74 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 9-75 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 9.75 9-76 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 9.76 9-77 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 9.77 9.78 9.79 9-78 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 9.80 9.81 9-79 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 9.7 9.82 Continuity, Derivatives, and Integrals of Random Processes 9-80 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 9.91 9.92 9-81 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 9.83 9-82 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 9-83 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 9.84 9-84 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 9.85 9.86 9-85 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 9.87 9.88 9-86 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 9.89 9.90 9-87 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 9.8 9.91 Time Averages of Random Processes and Ergodic Theorems 9-88 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 9.92 9-89 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 9.93 9-90 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 9.94 9.95 9.96 9.97 9-91 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 9.98 9-92 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 9.99 9-93 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 9.100 9-94 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 9.101a (b) 9-95 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 9.101 9-96 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 9.103 9.104 9-97 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 9.105 9.106 T=1:5:100; %P.9.106 H2=2*0.5;Cx1=0.5*((T+1).^H2-2*T.^H2+(T-1).^H2); H2=2*0.6;Cx2=0.5*((T+1).^H2-2*T.^H2+(T-1).^H2); H2=2*0.75;Cx3=0.5*((T+1).^H2-2*T.^H2+(T-1).^H2); H2=2*0.99;Cx4=0.5*((T+1).^H2-2*T.^H2+(T-1).^H2); plot(T, Cx1, '-', T, Cx2, '-*', T,Cx3, '-^', T,Cx4, '--'); legend('H=0.5', 'H=0.6', 'H=0.75', 'H=0.99'); title('Problem 9.106'); %as it can be seen long range dependence increases with H 9-98 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 9.107 (a) T=1:5:100; %P.9.107a H=0.5;var1=(2*T+1).^(2*H-2); H=0.6;var2=(2*T+1).^(2*H-2); H=0.75;var3=(2*T+1).^(2*H-2); H=0.99;var4=(2*T+1).^(2*H-2); figure(2); plot(T, var1, '-', T, var2, '-*', T,var3, '-^', T,var4, '--'); legend('H=0.5', 'H=0.6', 'H=0.75', 'H=0.99'); title('Problem 9.107a'); (b) T=1:5:100; %P.9.107b H=0.5;var1=(2*T+1).^(2*H-1); H=0.6;var2=(2*T+1).^(2*H-1); H=0.75;var3=(2*T+1).^(2*H-1); H=0.99;var4=(2*T+1).^(2*H-1); figure(3); plot(T, var1, '-', T, var2, '-*', T,var3, '-^', T,var4, '--'); legend('H=0.5', 'H=0.6', 'H=0.75', 'H=0.99'); title('Problem 9.107b'); 9.108 (a) T=1:5:100; %P.9.106 H=0.5;var1=(2*T+1).^(2*H-2); H=0.6;var2=(2*T+1).^(2*H-2); H=0.75;var3=(2*T+1).^(2*H-2); H=0.99;var4=(2*T+1).^(2*H-2); figure(4); loglog(T, var1, '-', T, var2, '-*', T,var3, '-^', T,var4, '--'); legend('H=0.5', 'H=0.6', 'H=0.75', 'H=0.99'); title('Problem 9.106'); %answer is H=0.75; 9-99 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 9.109 9-100 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering *9.9 Fourier Series and Karhunen-Loeve Expansion 9.110 9-101 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 9.111 9-102 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 9-103 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 9.112 9.118. 9-104 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 9.113 9-105 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 9-106 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 9.114 9-107 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 9.115 9.116 9-108 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 9.117 9-109 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 9-110 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 9-111 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering *9.10 Generating Random Processes 9.118 (a) %P9.118 %part a clear all; close all; s=zeros(200,10,3); %s dimensions are: (n, realization, p) p=[0.25 0.5 0.75]; for sample=1:1:10 for i=1:1:3 if (rand < p(i)) s(1,sample,i) = 1; end for n=2:1:200 s(n,sample,i)=s(n-1,sample,i); if (rand < p(i)) s(n,sample,i)=s(n-1,sample,i)+1; end end end figure(sample); plot(1:200,s(:,sample,1),'--',1:200,s(:,sample,2),'-*', 1:200, s(:,sample,3), '-o'); legend('p=0.25', 'p=0.5', 'p=0.75'); xlabel('n') ylabel('Sn, random process') title('Problem 9.118a'); end (b) %P9.118 %part b clear all; close all; s(1:200,1:50) = 0; p=0.5; for sample=1:1:50 if (rand < p) s(1,sample) = 1; end for n=2:1:200 s(n,sample)=s(n-1,sample); if (rand < p) s(n,sample)=s(n-1,sample)+1; end end 9-112 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 9-113 end m=mean(s'); v=var(s'); plot(1:200, m(1:200), '--', 1:200, v(1:200), '-o'); legend('mean','variance'); xlabel('n') ylabel('mean,variance') title('Problem 9.118b'); (c) (d) Octave code for parts c and d: %P9.118 %parts c & d clear all; close all; s(1:200,1:50) = 0; inc(1:4,1:50) = 0; p=0.5; for sample=1:1:50 if (rand < p) s(1,sample) = 1; end for n=2:1:200 %{ %for the distortion case at the end of part d uncomment this part %if (n<50) % p=0.9; %else % p=0.5; %end %} s(n,sample)=s(n-1,sample); if (rand < p) s(n,sample)=s(n-1,sample)+1; end end inc(1,sample)=s(50,sample)-s(1,sample); inc(2,sample)=s(100,sample)-s(51,sample); inc(3,sample)=s(150,sample)-s(101,sample); inc(4,sample)=s(200,sample)-s(151,sample); end figure(1); subplot(2,2,1); hist(inc(1,:),5); A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 9-114 xlabel('increments [1-50]'); ylabel('number of samples'); subplot(2,2,2); hist(inc(2,:),5); xlabel('increments [51-100]'); ylabel('number of samples'); subplot(2,2,3); hist(inc(3,:),5); xlabel('increments [101-150]'); ylabel('number of samples'); subplot(2,2,4); hist(inc(4,:),5); xlabel('increments [151-200]'); ylabel('number of samples'); %hist(inc',5); figure(2); plot(inc(1,:),inc(2,:),'*'); xlabel('inc in [1,50]'); ylabel('inc in [51,100]'); axis([1 50 1 50]); title('Problem 9.118d'); %for test we can distort inc in one range and see if it affects increments %in the other range, for example we can modify the parameter p for range %(1,50) and change it back to the original value for the range (51,100) A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 9.119 (a) clear all; close all; s=zeros(3,200,10); p=[0.25 0.5 0.75]; for sample=1:1:10 for i=1:1:3 if (rand < p(i)) s(i,1,sample) = 1; else s(i,1,sample) = -1; end for n=2:1:200 s(i,n,sample)=s(i,n-1,sample); if (rand < p(i)) s(i,n,sample)=s(i,n-1,sample)+1; else s(i,n,sample)=s(i,n-1,sample)-1; end end end figure(sample); plot(1:200, s(1,:,sample), '--', 1:200,s(2,:,sample), '*', 1:200,s(3,:,sample), 'o'); legend('p=0.25', 'p=0.5', 'p=0.75'); xlabel('n') ylabel('Sn, random process') title('Problem 9.119a'); end (b) clear all; close all; s(1:200,1:500) = 0; p=0.5; for sample=1:1:50 if (rand < p) s(1,sample) = 1; else s(1,sample) = -1; end for n=2:1:200 s(n,sample)=s(n-1,sample); if (rand < p) s(n,sample)=s(n-1,sample)+1; else s(n,sample)=s(n-1,sample)-1; end end 9-115 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 9-116 end m=mean(s'); v=var(s'); plot(1:1:200, m, '--', 1:1:200, v, '-o'); legend('mean','variance'); xlabel('n') ylabel('mean,variance') title('Problem 9.119b'); (c) (d) Octave code for parts c and d: clear all; close all; s(1:200,1:50) = 0; inc(1:4,1:50) = 0; p=0.5; for sample=1:1:50 if (rand < p) s(1,sample) = 1; else s(1,sample) = -1; end for n=2:1:200 %{ %for the distortion case at the end of part d uncomment this part %if (n<50) % p=0.9; %else % p=0.5; %end %} s(n,sample)=s(n-1,sample); if (rand < p) s(n,sample)=s(n-1,sample)+1; else s(n,sample)=s(n-1,sample)-1; end end %increment values: inc(1,sample)=s(50,sample)-s(1,sample); inc(2,sample)=s(100,sample)-s(51,sample); inc(3,sample)=s(150,sample)-s(101,sample); inc(4,sample)=s(200,sample)-s(151,sample); end close all; figure(1); subplot(2,2,1); hist(inc(1,:),5); xlabel('increments [1-50]'); ylabel('number of samples'); A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 9-117 subplot(2,2,2); hist(inc(2,:),5); xlabel('increments [51-100]'); ylabel('number of samples'); subplot(2,2,3); hist(inc(3,:),5); xlabel('increments [101-150]'); ylabel('number of samples'); subplot(2,2,4); hist(inc(4,:),5); xlabel('increments [151-200]'); ylabel('number of samples'); %hist(inc',5); figure(2); plot(inc(1,:),inc(2,:),'*'); xlabel('inc in [1,50]'); ylabel('inc in [51,100]'); axis([1 50 1 50]); title('Problem 9.119d'); %for test we can distort inc in one range and see if it affects increments %in the other range, for example we can modify the parameter p for range %(1,50) and change it back to the original value for the range (51,100) A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 9.120 (a) clear all; close all; s=zeros(2,200,10); p=[0 0.5]; for sample=1:1:10 for i=1:1:2 s(i,1,sample) = 0; for n=2:1:200 s(i,n,sample)=s(i,n-1,sample)+randn+p(i); end end figure(sample); plot(1:1:200, s(1,:,sample), '--', 1:1:200, s(2,:,sample), '-*'); legend('m=0', 'm=0.5'); xlabel('n') ylabel('Sn, random process') title('Problem 9.120a'); end (b) clear all; close all; s(1:200,1:50) = 0; p=0.5; for sample=1:1:50 s(1,sample) = 0; for n=2:1:200 s(n,sample)=s(n-1,sample)+randn+p; end end m=mean(s'); v=var(s'); plot(1:200, m, '--', 1:200, v, '-o'); legend('mean','variance'); xlabel('n') ylabel('mean,variance') title('Problem 9.120b'); (c) (d) Octave code for parts c and d: %for the test in part d, we can distort inc in one range and see if it affects increments 9-118 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 9-119 %in the other range, for example we can modify the parameter p for range %(1,50) and change it back to the original value for the range (51,100) clear all; close all; s(1:200,1:50) = 0; inc(1:4,1:50) = 0; p=0.5; for sample=1:1:50 s(1,sample) = 0; for n=2:1:200 %{ %for the distortion case at the end of part d uncomment this part %if (n<50) % p=0.9; %else % p=0.5; %end %} s(n,sample)=s(n-1,sample)+randn+p; end %increment values in each realization: inc(1,sample)=s(50,sample)-s(1,sample); inc(2,sample)=s(100,sample)-s(51,sample); inc(3,sample)=s(150,sample)-s(101,sample); inc(4,sample)=s(200,sample)-s(151,sample); end figure(1); subplot(2,2,1); hist(inc(1,:),5); xlabel('increments [1-50]'); ylabel('number of samples'); subplot(2,2,2); hist(inc(2,:),5); xlabel('increments [51-100]'); ylabel('number of samples'); subplot(2,2,3); hist(inc(3,:),5); xlabel('increments [101-150]'); ylabel('number of samples'); subplot(2,2,4); hist(inc(4,:),5); xlabel('increments [151-200]'); ylabel('number of samples'); %hist(inc',5); figure(2); plot(inc(1,:),inc(2,:),'*'); title('Problem 9.120d'); xlabel('inc in [1,50]'); ylabel('inc in [51,100]'); axis([1 100 1 100]); A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 9.121 (a) clear all; close all; s(1:200,1:10) = 0; for sample=1:1:10 s(1,sample) = poisson_inv(rand,1); for n=2:1:200 s(n,sample)=s(n-1,sample)+poisson_inv(rand,1); end figure(sample); plot(1:200, s(:,sample)); xlabel('n') ylabel('Sn, random process') title('Problem 9.121a'); end (b) clear all; close all; s(1:200,1:50) = 0; for sample=1:1:50 s(1,sample) = poisson_inv(rand,1); for n=2:1:200 s(n,sample)=s(n-1,sample)+poisson_inv(rand,1); end end m=mean(s'); v=var(s'); plot(1:200, m, '--', 1:200, v, '-o'); legend('mean','variance'); xlabel('n') ylabel('mean,variance') title('Problem 9.121b'); (c) (d) Octave code for parts c and d: clear all; close all; s(1:200,1:50) = 0; inc(1:4,1:50) = 0; p=1; for sample=1:1:50 s(1,sample) = poisson_inv(rand,p);%poissinv(rand, p); for n=2:1:200 9-120 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 9-121 %{ %for the distortion case at the end of part d uncomment this part %if (n<50) % p=0.9; %else % p=0.5; %end %} s(n,sample)=s(n-1,sample)+poisson_inv(rand,p);%poissinv(rand, p); end inc(1,sample)=s(50,sample)-s(1,sample); inc(2,sample)=s(100,sample)-s(51,sample); inc(3,sample)=s(150,sample)-s(101,sample); inc(4,sample)=s(200,sample)-s(151,sample); end %hist(inc',5); figure(1); subplot(2,2,1); hist(inc(1,:),5); xlabel('increments [1-50]'); ylabel('number of samples'); subplot(2,2,2); hist(inc(2,:),5); xlabel('increments [51-100]'); ylabel('number of samples'); subplot(2,2,3); hist(inc(3,:),5); xlabel('increments [101-150]'); ylabel('number of samples'); subplot(2,2,4); hist(inc(4,:),5); xlabel('increments [151-200]'); ylabel('number of samples'); title('Problem 9.121c'); figure(2); plot(inc(1,:),inc(2,:), '*'); xlabel('inc in [1,50]'); ylabel('inc in [51,100]'); axis([1 50 1 50]); title('Problem 9.121d'); %for test we can distort inc in one range and see if it affects increments %in the other range, for example we can modify the parameter p for range %(1,50) and change it back to the original value for the range (51,100) A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 9-122 9.122 (a) %Cauchy random variable with parameter 1 has CDF of arctan (x)/pi+0.5 clear; s(1:200,1:10) = 0; for sample=1:1:10 s(1,sample) = tan(pi*(rand-0.5)); for n=2:1:200 s(n,sample)=s(n-1,sample)+tan(pi*(rand-0.5)); end figure(sample); plot(1:1:200, s(:,sample)); xlabel('n') ylabel('Sn, random process') title('Problem 9.122a'); end (b) clear all; close all; s(1:200,1:50) = 0; for sample=1:1:50 s(1,sample) = tan(pi*(rand-0.5)); for n=2:1:200 s(n,sample)=s(n-1,sample)+tan(pi*(rand-0.5)); end end m=mean(s'); v=var(s'); plot(1:1:200, m, '--', 1:1:200, v, 'o'); legend('mean','variance'); xlabel('n') ylabel('mean,variance') title('Problem 9.122b'); (c) (d) Octave code for parts c and d: %for test in part d, we can distort inc in one range and see if it affects increments %in the other range, for example we can modify the parameter p for range %(1,50) and change it back to the original value for the range (51,100) clear all; close all; A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 9-123 s(1:200,1:50) = 0; inc(1:4,1:50) = 0; for sample=1:1:50 s(1,sample) = tan(pi*(rand-0.5)); for n=2:1:200 s(n,sample)=s(n-1,sample)+tan(pi*(rand-0.5)); %{ %for the distortion case at the end of part d uncomment this part %if (n<50) % s(n,sample)=s(n-1,sample)+tan(pi*(rand/2-0.5)); %end %} end inc(1,sample)=s(50,sample)-s(1,sample); inc(2,sample)=s(100,sample)-s(51,sample); inc(3,sample)=s(150,sample)-s(101,sample); inc(4,sample)=s(200,sample)-s(151,sample); end %hist(inc',5); figure(1); subplot(2,2,1); hist(inc(1,:),5); xlabel('increments [1-50]'); ylabel('number of samples'); subplot(2,2,2); hist(inc(2,:),5); xlabel('increments [51-100]'); ylabel('number of samples'); subplot(2,2,3); hist(inc(3,:),5); xlabel('increments [101-150]'); ylabel('number of samples'); subplot(2,2,4); hist(inc(4,:),5); xlabel('increments [151-200]'); ylabel('number of samples'); title('Problem 9.122c'); figure(2); plot(inc(1,:),inc(2,:), '*'); xlabel('inc in [1,50]'); ylabel('inc in [51,100]'); axis([1 100 1 100]); title('Problem 9.122d'); A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 9-124 9.123 (a) clear all; close all; y=zeros(5,200,3,2); %dimensions in y are: (realization, n, alpha, p) alpha=[0.25 0.5 0.9]; step=0; p=[0.5 0.25]; for sample=1:1:5 for i=1:1:3 for j=1:1:2 rn=rand; step = -1*(rn <= p(j))+1*(rn > p(j)); y(sample,1,i,j)=step; for n=2:1:200 rn=rand; step = -1*(rn <= p(j))+1*(rn > p(j)); y(sample,n,i,j)=alpha(i)*y(sample,n-1,i,j)+step; end end figure(sample*4+i); plot(1:200, y(sample,1:200,i,1), '--', 1:200, y(sample,1:200,i,2)); legend('p=0.5', 'p=0.25'); xlabel('n') ylabel('Yn, random process') str=sprintf('Problem 9.123a, alpha=%1.1f',alpha(i)); title(str); end end m=mean(y); v=var(y); %plotting mean and variance for i=1:1:3 figure(200+i); subplot(2,1,1); plot(1:1:200, m(1,1:200,i,1), '--', 1:1:200, m(1,1:200,i,2)); legend('p=0.5', 'p=0.25'); xlabel('n') ylabel('mean of Yn') str=sprintf('Problem 9.123a, alpha=%1.1f',alpha(i)); title(str); subplot(2,1,2); plot(1:200, v(1,1:200,i,1), '--', 1:200, v(1,1:200,i,2)); legend('p=0.5', 'p=0.25'); xlabel('n') ylabel('variance of Yn') title(str); end A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering %histogram for sample=1:1:5 for i=1:1:3 figure(300+sample*4+i); for j=1:1:2 subplot(2,1,j); hist(y(sample,:,i,j)); xlabel('Yn, output') ylabel('Histogram count') str=sprintf('Problem 9.121a, histogram for alpha=%1.1f, p=%1.1f,sample#%d',alpha(i),p(j),sample); title(str); end end end (b) clear all; close all; y=zeros(50,200,2); %dimensions are: (realization, n, p) alpha=0.5; step=0; p=[0.5 0.25]; for sample=1:1:50 for j=1:1:2 rn = rand; step = -1*(rn <= p(j))+1*(rn > p(j)); y(sample,1,j)=step; for n=2:1:200 rn = rand; step = -1*(rn <= p(j))+1*(rn > p(j)); y(sample,n,j)=alpha*y(sample,n-1,j)+step; end end end m=mean(y); v=var(y); %plotting mean and variance: figure(100); subplot(2,1,1); plot(1:1:200, m(1,1:200,1), '--', 1:1:200, m(1,1:200,2)); legend('p=0.5', 'p=0.25'); xlabel('n') ylabel('mean of Yn') str=sprintf('Problem 9.123b, alpha=%f',alpha); title(str); subplot(2,1,2); plot(1:1:200, v(1,1:200,1), '--', 1:1:200, v(1,1:200,2)); legend('p=0.5', 'p=0.25'); xlabel('n') ylabel('variance of Yn') title(str); figure; 9-125 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering %histogram figure(200); for j=1:1:2 subplot(2,3,(j-1)*3+1); hist(y(:,5,j)); xlabel('outcome') str=sprintf('p=%f',p(j)); ylabel(str) str=sprintf('P.9.123b, n=5'); title(str); subplot(2,3,(j-1)*3+2); hist(y(:,50,j)); str=sprintf('P.9.123b, n=50'); title(str); subplot(2,3,(j-1)*3+3); hist(y(:,200,j)); str=sprintf('P.9.123b, n=200'); title(str); end (c) clear all; close all; y=zeros(50,200,2); %y dimensions: (realization, n, p) inc1(1:4,1:50)=0; inc2(1:4,1:50)=0; alpha=0.5; step=0; p=[0.5 0.25]; for sample=1:1:50 for j=1:1:2 rn=rand; step = -1*(rn <= p(j))+1*(rn > p(j)); y(sample,1,j)=step; for n=2:1:200 rn = rand; step = -1*(rn <= p(j))+1*(rn > p(j)); y(sample,n,j)=alpha*y(sample,n-1,j)+step; end end inc1(1,sample)=y(sample,50,1)-y(sample,1,1); inc1(2,sample)=y(sample,100,1)-y(sample,51,1); inc1(3,sample)=y(sample,150,1)-y(sample,101,1); inc1(4,sample)=y(sample,200,1)-y(sample,151,1); inc2(1,sample)=y(sample,50,2)-y(sample,1,2); inc2(2,sample)=y(sample,100,2)-y(sample,51,2); inc2(3,sample)=y(sample,150,2)-y(sample,101,2); inc2(4,sample)=y(sample,200,2)-y(sample,151,2); end %hist(inc1',5); figure(1); subplot(2,2,1); 9-126 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering hist(inc1(1,:),5); xlabel('increments [1-50]'); ylabel('number of samples'); title('Problem 9.123c, p=0.5'); subplot(2,2,2); hist(inc1(2,:),5); xlabel('increments [51-100]'); ylabel('number of samples'); title('Problem 9-121-c, p=0.5'); subplot(2,2,3); hist(inc1(3,:),5); xlabel('increments [101-150]'); ylabel('number of samples'); title('Problem 9.123c, p=0.5'); subplot(2,2,4); hist(inc1(4,:),5); xlabel('increments [151-200]'); ylabel('number of samples'); title('Problem 9.123c, p=0.5'); replot; figure(2); %hist(inc2',5); subplot(2,2,1); hist(inc2(1,:),5); title('Problem 9.123c, p=0.25'); xlabel('increments [1-50]'); ylabel('number of samples'); subplot(2,2,2); hist(inc2(2,:),5); title('Problem 9.123c, p=0.25'); xlabel('increments [51-100]'); ylabel('number of samples'); subplot(2,2,3); hist(inc2(3,:),5); title('Problem 9.123c, p=0.25'); xlabel('increments [101-150]'); ylabel('number of samples'); subplot(2,2,4); hist(inc2(4,:),5); xlabel('increments [151-200]'); ylabel('number of samples'); title('Problem 9.123c, p=0.25'); replot 9-127 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 9.124 (a) clear all; close all; y=zeros(5,200,2); %y dimensions: (realization, n, gaussian mean) step=0; p=[0 0.5]; for sample=1:1:5 for j=1:1:2 step = randn+p(j); y(sample,1,j)=step; for n=2:1:200 step = randn+p(j); y(sample,n,j)=y(sample,n-1,j)+step; end end figure(sample); plot(1:200, y(sample,1:200,1), 1:200, y(sample,1:200,2)); legend('m=0', 'm=0.5'); xlabel('n') ylabel('Yn, random process') title('Problem 9.124a'); end m=mean(y); v=var(y); figure(100); subplot(2,1,1); plot(1:200, m(1,1:200,1), '--', 1:200, m(1,1:200,2)); legend('m=0', 'm=0.5'); xlabel('n') ylabel('mean of Yn') title('Problem 9.124a'); subplot(2,1,2); plot(1:1:200, v(1,1:200,1), '--', 1:1:200, v(1,1:200,2)); legend('m=0.5', 'm=0.25'); xlabel('n') ylabel('variance of Yn') title('Problem 9.124a'); %histogram for sample=1:1:5 figure(200+sample); for j=1:1:2 subplot(2,1,j); hist(y(sample,1:200,j)); xlabel('n, number of trials') ylabel('Histogram count') str=sprintf('Problem 9.124a, histogram for m=%1.1f,sample#%d',p(j),sample); title(str); end end 9-128 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering (b) clear all; close all; y=zeros(50,200,2); step=0; p=[0 0.5]; for sample=1:1:50 for j=1:1:2 step = randn+p(j); y(sample,1,j)=step; for n=2:1:200 step = randn+p(j); y(sample,n,j)=y(sample,n-1,j)+step; end end end m=mean(y); v=var(y); figure(1); subplot(2,1,1); plot(1:200, m(1,1:200,1), '--', 1:200, m(1,1:200,2)); legend('m=0', 'm=0.5'); xlabel('n') ylabel('mean of Yn') title('Problem 9-122-b'); subplot(2,1,2); plot(1:1:200, v(1,1:200,1), '--', 1:1:200, v(1,1:200,2)); legend('m=0', 'm=0.5'); xlabel('n') ylabel('variance of Yn') title('Problem 9.124b'); %histogram figure(100); for j=1:1:2 subplot(2,3,(j-1)*3+1); hist(y(:,5,j)); xlabel('outcome') str=sprintf('m=%1.1f',p(j)); ylabel(str) str=sprintf('P9.124b, n=5'); title(str); subplot(2,3,(j-1)*3+2); hist(y(:,50,j)); str=sprintf('P9.124b, n=50'); title(str); subplot(2,3,(j-1)*3+3); hist(y(:,200,j)); str=sprintf('P9.124b, n=200'); title(str); end 9-129 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering (c) clear; close all; y=zeros(50,200,2); step=0; p=[0 0.5]; for sample=1:1:50 for j=1:1:2 step = randn+p(j); y(sample,1,j)=step; for n=2:1:200 step = randn+p(j); y(sample,n,j)=y(sample,n-1,j)+step; end end inc1(1,sample)=y(sample,50,1)-y(sample,1,1); inc1(2,sample)=y(sample,100,1)-y(sample,51,1); inc1(3,sample)=y(sample,150,1)-y(sample,101,1); inc1(4,sample)=y(sample,200,1)-y(sample,151,1); inc2(1,sample)=y(sample,50,2)-y(sample,1,2); inc2(2,sample)=y(sample,100,2)-y(sample,51,2); inc2(3,sample)=y(sample,150,2)-y(sample,101,2); inc2(4,sample)=y(sample,200,2)-y(sample,151,2); end figure(1); subplot(2,2,1); hist(inc1(1,:),5); xlabel('increments [1-50]'); ylabel('number of samples'); title('Problem 9.124c, m=0'); subplot(2,2,2); hist(inc1(2,:),5); xlabel('increments [51-100]'); ylabel('number of samples'); title('Problem 9.124c, m=0'); subplot(2,2,3); hist(inc1(3,:),5); xlabel('increments [101-150]'); ylabel('number of samples'); title('Problem 9.124c, m=0'); subplot(2,2,4); hist(inc1(4,:),5); xlabel('increments [151-200]'); ylabel('number of samples'); title('Problem 9.124c, m=0'); replot; figure(2); %hist(inc2',5); subplot(2,2,1); hist(inc2(1,:),5); title('Problem 9.124c, m=0.5'); xlabel('increments [1-50]'); ylabel('number of samples'); 9-130 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering subplot(2,2,2); hist(inc2(2,:),5); title('Problem 9.124c, m=0.5'); xlabel('increments [51-100]'); ylabel('number of samples'); subplot(2,2,3); hist(inc2(3,:),5); title('Problem 9.124c, m=0.5'); xlabel('increments [101-150]'); ylabel('number of samples'); subplot(2,2,4); hist(inc2(4,:),5); xlabel('increments [151-200]'); ylabel('number of samples'); title('Problem 9.124c, m=0.5'); replot 9-131 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 9.125 Octave code for parts a, b and c: clear all; close all; s(1:200,1:50) = 0; p=0.5; for sample=1:1:50 if (rand < p) s(1,sample) = 1; end for n=2:1:200 s(n,sample)=s(n-1,sample); if (rand < p) s(n,sample)=s(n-1,sample)+1; end end end m=mean(s'); v=var(s'); %For auto correlation correlation: %acor=s*s'/number of samples %for autocovariance: acov=acor-m*m'; acor=s*s'/50; acov=acor-m'*m; %for WSS, mean and variance should not depend on (n) %so for P9.125c since variance depends on (n) it is not WSS. plot(1:200, m, '--', 1:200, v, 'o'); legend('mean','variance'); xlabel('n') ylabel('mean,variance') title('Problem 9.123c'); (d) Octave code for parts a, b and d: clear all; close all; numberofsamples=1000; y1=zeros(numberofsamples,200); alpha=0.5; step=0; p=0.5; for sample=1:1:numberofsamples rn=rand; step = -1*(rn <= p)+1*(rn > p); y1(sample,1)=step; for n=2:1:200 rn = rand; 9-132 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering step = -1*(rn <= p)+1*(rn > p); y1(sample,n)=alpha*y1(sample,n-1)+step; end end m1=mean(y1); v1=var(y1); %For auto correlation correlation: %acor=y*y'/number of samples %for autocovariance: acov=acor-m'*m; acor1=y1'*y1/numberofsamples; acov1=acor1-m1'*m1; %for WSS, mean and variance should not depend on (n), and acor should %depend only on (n1-n2) for i=1:1:200 v12(i)=acov1(i,i); end figure (1); plot(1:1:200, m1, '--', 1:1:200, v1, '-', 1:200, v12, '*'); legend('mean', 'variance', 'var from acov'); xlabel('n') ylabel('mean of Yn, p=0.5') title('Problem 9-123-d'); y2=zeros(numberofsamples,200); step=0; p=0.25; for sample=1:1:numberofsamples rn = rand; step = -1*(rn <= p)+1*(rn > p); y2(sample,1)=step; for n=2:1:200 rn = rand; step = -1*(rn <= p)+1*(rn > p); y2(sample,n)=alpha*y2(sample,n-1)+step; end end m2=mean(y2); v2=var(y2); %For auto correlation correlation: %acor=y*y'/number of samples %for autocovariance: acov=acor-m'*m; acor2=y2'*y2/numberofsamples; acov2=acor2-m2'*m2; %for WSS, mean and variance should not depend on (n), and acor should %depend only on (n1-n2) for i=1:1:200 v22(i)=acov2(i,i); end 9-133 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 9-134 figure (2); plot(1:200, m2, '--', 1:200, v2, '-', 1:200, v22, '*'); legend('mean', 'var', 'var from acov'); xlabel('n') ylabel('mean of Yn, p=0.25') title('Problem 9.125d'); figure (3); mesh(acov1); figure (4); mesh(acov2); %you can see that v22 & v12 are the variances computed from autocovariance %functions, now if you draw the autocovariance, you can see that it is %almost zero for n1-n2 <> 0 %also it can be seen that mean and variance are independent of n 9.126 %lambda*100=n*p, if lambda=1 then n*p should be 100 clear all; close all; %as n grows N would be a better approximation of a Poisson process. %probably n=10*100 would be a good pick %you can draw N for n large than 10*t and you can see that the result would %not change significantly n=1000; p=100/n; N(1:n)=0; N(1)=0; for i=2:1:n if (rand < p) N(i)=N(i-1)+1; else N(i)=N(i-1); end end plot(N); A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 9.127 Octave code for parts a and b: clear all; close all; %lambda is 1/4 per second %lamda*t=n*p=60*1/4=15 n=1200; p=15/n; rep=100; cnt = 0; dur(1:rep)=0; for r=1:1:rep N(1:1:n)=0; N(1)=0; arr = 0; for i=2:1:n if (rand < p) arr = arr + 1; if (arr == 1) previ=i; end if (arr == 2) dur(r) = i-previ; end N(i)=N(i-1)+1; else N(i)=N(i-1); end end if ((N(10*n/60) == 3) && ((N(60*n/60)-N(45*n/60)) == 2)) cnt = cnt + 1; end end disp('relative frequency'); cnt/rep disp('theoretical prob'); (10/4)^3*(15/4)^2*exp(-10/4-15/4)/12 figure(1); hist(dur,1:n/60:40*n/60); axis([0 40*n/60]); figure(2); z=hist(dur,1:n/60:40*n/60); %pdf is exponential with rate lambda t=1:1:40; f=0.25*exp(-0.25*t); plot(t,f, '-', t,z/rep, '--'); legend('theoretical', 'simulation'); xlabel('seconds'); title('pdf'); figure(3); cf=1-exp(-0.25*t); plot(t,cf, '-', t,cumsum(z)/rep, '--'); legend('theoretical', 'simulation'); xlabel('seconds'); title('cdf'); 9-135 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 9-136 9.128 (a) %lambda*10=n*p, if lambda=1 then n*p should be 10 clear all; close all; n=100; p=10/n; maxrep = 100; N(1:maxrep,1:n)=0; N1(1:maxrep,1:n)=0; N2(1:maxrep,1:n)=0; for r=1:1:maxrep N(r,1)=0; N1(r,1)=0; N2(r,1)=0; for i=2:1:n if (rand < p) N(r,i)=N(r,i-1)+1; if (rand < 0.25) N1(r,i)=N1(r,i-1)+1; N2(r,i)=N2(r,i-1); else N1(r,i)=N1(r,i-1); N2(r,i)=N2(r,i-1)+1; end else N(r,i)=N(r,i-1); N1(r,i)=N1(r,i-1); N2(r,i)=N2(r,i-1); end end end y=hist(N(:,n),1:21); y1=hist(N1(:,n),1:21); y2=hist(N2(:,n),1:21); %we know that theoretical pmf for N1 and N2 are Poisson random variables %pmf with rate lambda*p*t, and lambda*(1-p)*t expected=poisson_pdf(1:21,10); expected1=poisson_pdf(1:21,10*0.25); expected2=poisson_pdf(1:21,10*0.75); figure(1); plot(1:21,y/maxrep, '-*', 1:21,expected, '-o'); legend('histogram','Poisson'); title('N(t)'); figure(2); plot(1:21,y1/maxrep, '-*', 1:21,expected1, '-o'); legend('histogram','Poisson'); title('N1(t)'); figure(3); plot(1:21,y2/maxrep, '-*', 1:21,expected2, '-o'); legend('histogram','Poisson'); title('N2(t)'); A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 9-137 %chi-square goodness-of-fit test: sum(y-expected)^2/expected p=sum((y/maxrep-expected).^2./expected) p1=sum((y1/maxrep-expected1).^2./expected1) p2=sum((y2/maxrep-expected2).^2./expected2) %as n grows N would be a better approximation of a Poisson process. (b) %lambda*10=n*p, if lambda=1 then n*p should be 10 clear all; close all; n=100; p=10/n; maxrep = 100; N(1:maxrep,1:1:n)=0; N1(1:maxrep,1:1:n)=0; N2(1:maxrep,1:1:n)=0; for r=1:1:maxrep N(r,1)=0; N1(r,1)=0; N2(r,1)=0; for i=2:1:n if (rand < p) N(r,i)=N(r,i-1)+1; if (rand < 0.25) N1(r,i)=N1(r,i-1)+1; N2(r,i)=N2(r,i-1); else N1(r,i)=N1(r,i-1); N2(r,i)=N2(r,i-1)+1; end else N(r,i)=N(r,i-1); N1(r,i)=N1(r,i-1); N2(r,i)=N2(r,i-1); end end end y=hist(N(:,n),0:21); y1=hist(N1(:,n),0:21); y2=hist(N2(:,n),0:21); %we know that theoretical pmf for N1 and N2 are Poisson random variables %pmf with rate lambda*p*t, and lambda*(1-p)*t expected=poisson_pdf(0:21,10); expected1=poisson_pdf(0:21,10*0.25); expected2=poisson_pdf(0:21,10*0.75); figure(1); plot(0:21,y/maxrep, '-*', 0:21,expected, '-o'); legend('histogram','poisson'); title('N(t)'); A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering figure(2); plot(0:21,y1/maxrep, '-*', 0:21,expected1, '-o'); legend('histogram','poisson'); title('N1(t)'); figure(3); plot(0:21,y2/maxrep, '-*', 0:21,expected2, '-o'); legend('histogram','poisson'); title('N2(t)'); %chi-square goodness-of-fit test: sum((y-expected)^2/expected) p=sum((y/maxrep-expected).^2./expected) p1=sum((y1/maxrep-expected1).^2./expected1) p2=sum((y2/maxrep-expected2).^2./expected2) %y/maxrep,y1/maxrep,y2/maxrep are pmf of N,N1, and N2 expec(1:20,1:20)=0; Freq(1:20,1:20)=0; for r=1:1:maxrep i = N1(r,n)+1; j = N2(r,n)+1; if (i>20) i = 20; end if (j>15) j = 20; end Freq(i,j)=Freq(i,j)+1; end chi = 0; for i=1:1:19 for j=1:1:19 expec(i,j)=expected1(i)*expected2(j); chi=chi+(Freq(i,j)/maxrep-expec(i,j))^2/(expec(i,j)); end end chi figure(10); subplot(2,1,1); mesh(expec); ylabel('theoretical prob'); subplot(2,1,2); mesh(Freq/maxrep); ylabel('simulation'); 9-138 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 9-139 9.129 (a) %lambda*t=n*p, if lambda=1 then n*p should be t clear all; close all; n=2000; p=200/n; maxrep = 1; N(1:maxrep,1:1:n)=0; A(1:maxrep,1:1:n)=0; D(1:maxrep,1:1:n)=0; L(1:maxrep,1:1:n)=0; % # of customers leaving at time t in (1,n) for r=1:1:maxrep %assuming we will have maximum of 3000 customer and their service time distribution is exponential. T(1:1:3000) = floor(exponential_inv(rand(1,3000), 5*n/200)); N(r,1)=0; A(r,1)=0; D(r,1)=0; cust=1; for i=2:1:n if (rand < p) A(r,i)=A(r,i-1)+1; N(r,i)=N(r,i-1)+1; if (i+T(cust) < n) L(r,i+T(cust))=L(r,i+T(cust))+1; end cust = cust+1; else A(r,i)=A(r,i-1); N(r,i)=N(r,i-1); end D(r,i)=D(r,i-1)+L(r,i); N(r,i)=N(r,i)-L(r,i); end end plot(1:1:n,A(1,:),1:1:n,N(1,:),1:1:n,D(1,:)); legend('Arrival','Number in system','Departure'); (b) (c) First part of code is the same as part a. %lambda*t=n*p, if lambda=1 then n*p should be 200 clear all; close all; n=2000; p=200/n; t=n/200; % one second is t steps A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 9-140 maxrep = 100; N(1:maxrep,1:1:n)=0; A(1:maxrep,1:1:n)=0; D(1:maxrep,1:1:n)=0; L(1:maxrep,1:1:n)=0; % # of customers leaving at time t in (1,n) for r=1:1:maxrep %assuming we will have maximum of 3000 customer and their service time distribution is exponential. T(1:1:3000) = floor(exponential_inv(rand(1,3000), 5*t)); N(r,1)=0; A(r,1)=0; D(r,1)=0; cust=1; for i=2:1:n if (rand < p) A(r,i)=A(r,i-1)+1; N(r,i)=N(r,i-1)+1; if (i+T(cust) < n) L(r,i+T(cust))=L(r,i+T(cust))+1; end cust = cust+1; else A(r,i)=A(r,i-1); N(r,i)=N(r,i-1); end D(r,i)=D(r,i-1)+L(r,i); N(r,i)=N(r,i)-L(r,i); end end figure(1); plot(1:1:n,A(1,:),1:1:n,N(1,:),1:1:n,D(1,:)); legend('Arrival','Number in system','Departure'); d50=hist(D(:,50*t),1:max(D(:,50*t)))/maxrep; d100=hist(D(:,100*t),1:max(D(:,100*t)))/maxrep; d150=hist(D(:,150*t),1:max(D(:,150*t)))/maxrep; d200=hist(D(:,200*t),1:max(D(:,200*t)))/maxrep; %we know that theoretical pmf for D(t) is poisson random variables %pmf with rate lambda*(t-5) expected50=poisson_pdf(1:max(D(:,50*t)), 45); expected100=poisson_pdf(1:max(D(:,100*t)), 95); expected150=poisson_pdf(1:max(D(:,150*t)), 145); expected200=poisson_pdf(1:max(D(:,200*t)), 195); figure(2); plot(1:max(D(:,50*t)),d50, '-*', 1:max(D(:,50*t)),expected50, '-o'); legend('histogram','poisson'); title('D(50)'); figure(3); plot(1:max(D(:,100*t)),d100, '-*', 1:max(D(:,100*t)),expected100, '-o'); legend('histogram','poisson'); title('D(100)'); figure(4); A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 9-141 plot(1:max(D(:,150*t)),d150, '-*', 1:max(D(:,150*t)),expected150, '-o'); legend('histogram','poisson'); title('D(150)'); figure(5); plot(1:max(D(:,200*t)),d200, '-*', 1:max(D(:,200*t)),expected200, '-o'); legend('histogram','poisson'); title('D(200)'); %chi-square goodness-of-fit test: sum(y-expected)^2/expected p50=sum((d50-expected50).^2./expected50) p100=sum((d100-expected100).^2./expected100) p150=sum((d150-expected150).^2./expected150) p200=sum((d200-expected200).^2./expected200) (d) %lambda*t=n*p, if lambda=1 then n*p should be 200 seconds clear all; close all; n=2000; p=200/n; t=n/200; % one second is t steps maxrep = 100; N(1:maxrep,1:1:n)=0; A(1:maxrep,1:1:n)=0; D(1:maxrep,1:1:n)=0; L(1:maxrep,1:1:n)=0; % # of customers leaving at time t in (1,n) for r=1:1:maxrep N(r,1)=0; A(r,1)=0; D(r,1)=0; cust=1; for i=2:1:n if (rand < p) A(r,i)=A(r,i-1)+1; N(r,i)=N(r,i-1)+1; if (i+5*t < n) L(r,i+5*t)=L(r,i+5*t)+1; end cust = cust+1; else A(r,i)=A(r,i-1); N(r,i)=N(r,i-1); end D(r,i)=D(r,i-1)+L(r,i); N(r,i)=N(r,i)-L(r,i); end end figure(1); plot(1:1:n,A(1,:),1:1:n,N(1,:),1:1:n,D(1,:)); legend('Arrival','Number in system','Departure'); d50=hist(D(:,50*t),1:max(D(:,50*t)))/maxrep; A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 9-142 d100=hist(D(:,100*t),1:max(D(:,100*t)))/maxrep; d150=hist(D(:,150*t),1:max(D(:,150*t)))/maxrep; d200=hist(D(:,200*t),1:max(D(:,200*t)))/maxrep; %we know that theoretical pmf for D(t) is poisson random variables %pmf with rate lambda*(t-5) expected50=poisson_pdf(1:max(D(:,50*t)), 45); expected100=poisson_pdf(1:max(D(:,100*t)), 95); expected150=poisson_pdf(1:max(D(:,150*t)), 145); expected200=poisson_pdf(1:max(D(:,200*t)), 195); figure(2); plot(1:max(D(:,50*t)),d50, '-*', 1:max(D(:,50*t)),expected50, '-o'); legend('histogram','poisson'); title('D(50)'); figure(3); plot(1:max(D(:,100*t)),d100, '-*', 1:max(D(:,100*t)),expected100, '-o'); legend('histogram','poisson'); title('D(100)'); figure(4); plot(1:max(D(:,150*t)),d150, '-*', 1:max(D(:,150*t)),expected150, '-o'); legend('histogram','poisson'); title('D(150)'); figure(5); plot(1:max(D(:,200*t)),d200, '-*', 1:max(D(:,200*t)),expected200, '-o'); legend('histogram','poisson'); title('D(200)'); %chi-square goodness-of-fit test: sum(y-expected)^2/expected p50=sum((d50-expected50).^2./expected50) p100=sum((d100-expected100).^2./expected100) p150=sum((d150-expected150).^2./expected150) p200=sum((d200-expected200).^2./expected200) A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 9.130 (a) clear all; close all; s=100; %each second divided to 100 steps %alpha=1, so h=sqrt(alpha/s)=0.1 alpha=1; h=sqrt(alpha/s); n=s*3.5; maxrep=1000; x(1:maxrep,1:n)=0; inc(1:maxrep,3)=0; for r=1:1:maxrep x(r,1)=0; for i=2:1:n if (rand < 0.5) x(r,i)=x(r,i-1)+h; else x(r,i)=x(r,i-1)-h; end end inc(r,1)=x(r,0.5*s)-x(r,1); inc(r,2)=x(r,1.5*s)-x(r,0.5*s+1); inc(r,3)=x(r,3.5*s)-x(r,1.5*s+1); end [y b]=hist(inc(:,1),-6:0.4:6); [sum(y/maxrep) mean(y/maxrep) var(y/maxrep)] no=normal_pdf(-6:0.4:6,0,sqrt(0.5)); sno=sum(no); figure(1); plot(-6:0.4:6,no/sno,b,y/maxrep) legend('normal pdf','simulation'); title('inc (0,0.5)'); [y b]=hist(inc(:,2),-6:0.4:6); [sum(y/maxrep) mean(y/maxrep) var(y/maxrep)] no=normal_pdf(-6:0.4:6,0,sqrt(1.5-0.5)); sno=sum(no); figure(2); plot(-6:0.4:6,no/sno,b,y/maxrep) legend('normal pdf','simulation'); title('inc (0.5,1.5)'); [y b]=hist(inc(:,3),-6:0.4:6); [sum(y/maxrep) mean(y/maxrep) var(y/maxrep)] no=normal_pdf(-8:0.4:8,0,sqrt(3.5-1.5)); sno=sum(no); figure(3); plot(-8:0.4:8,no/sno,b,y/maxrep) legend('normal pdf','simulation'); title('inc (3.5,1.5)'); 9-143 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering (b) clear all; close all; s=100; %each second divided to 100 steps %alpha=1, so h=sqrt(alpha/s)=0.1 alpha=1; h=sqrt(alpha/s); n=s*3.5; maxrep=100; x(1:maxrep,1:n)=0; inc(1:maxrep,3)=0; for r=1:1:maxrep x(r,1)=0; for i=2:1:n if (rand < 0.5) x(r,i)=x(r,i-1)+h; else x(r,i)=x(r,i-1)-h; end end inc(r,1)=x(r,0.5*s)-x(r,1); inc(r,2)=x(r,1.5*s)-x(r,0.5*s+1); inc(r,3)=x(r,3.5*s)-x(r,1.5*s+1); end [y b]=hist(inc(:,1),-6:0.4:6); [sum(y/maxrep) mean(y/maxrep) var(y/maxrep)] no=normal_pdf(-6:0.4:6,0,sqrt(0.5)); sno=sum(no); figure(1); plot(-6:0.4:6,no/sno, '--',b,y/maxrep,'-o') legend('normal','histogram'); title('inc(0,0.5)'); pdf1=no/sno; [y b]=hist(inc(:,2),-6:0.4:6); [sum(y/maxrep) mean(y/maxrep) var(y/maxrep)] no=normal_pdf(-6:0.4:6,0,sqrt(1.5-0.5)); sno=sum(no); figure(2); plot(-6:0.4:6,no/sno, '--',b,y/maxrep,'-o') legend('normal','histogram'); title('inc(0.5,1.5)'); pdf2=no/sno; [y b]=hist(inc(:,3),-6:0.4:6); [sum(y/maxrep) mean(y/maxrep) var(y/maxrep)] no=normal_pdf(-6:0.4:6,0,sqrt(3.5-1.5)); sno=sum(no); pdf3=no/sno; figure(3); plot(-6:0.4:6,no/sno, '--',b,y/maxrep,'-o') legend('normal','histogram'); title('inc(1.5,3.5)'); 9-144 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering value=-6:0.4:6; vallen=length(value); %number of values is 12*2.5=30 chi=0; p0(1:1:vallen,1:1:vallen)=0; freq(1:1:vallen,1:1:vallen)=0; for i=2:1:vallen-1 for j=2:1:vallen-1 p0(i,j)=pdf1(i)*pdf2(j); for r=1:1:maxrep if (inc(r,1) <= ((value(i)+value(i+1))/2) && inc(r,1) > ((value(i-1)+value(i))/2)) if (inc(r,2) <= ((value(j)+value(j+1))/2) && inc(r,2) > ((value(j-1)+value(j))/2)) freq(i,j) = freq(i,j)+1; end end end freq(i,j)=freq(i,j)/maxrep; chi=chi+((freq(i,j)-p0(i,j))^2/p0(i,j)); end end chi %(chi for 10000 sim is 0.02), (chi for 1000 sim is 0.35) figure(4); subplot(2,1,1); mesh(value,value,p0); axis([-5 5 -5 5]); zlabel('theoretical prob'); subplot(2,1,2); mesh(value,value,freq); axis([-5 5 -5 5]); zlabel('simulation'); title('Dependency check, inc (0,0.5) & inc(0.5,1.5)'); 9-145 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 9.131 (a) clear all; close all; s=100; %each second divided to 100 steps %each sample is a gaussian random variable with zero mean, and variance %alpha*t. Since alpha=1, then just generate randn(0,step)+prevvalue n=3.5*s; alpha=1; maxrep=100; x(1:maxrep,1:n)=0; inc(1:maxrep,3)=0; for r=1:1:maxrep x(r,1)=0; for i=2:1:n x(r,i)=x(r,i-1)+sqrt(1/s)*randn; end inc(r,1)=x(r,0.5*s)-x(r,1); inc(r,2)=x(r,1.5*s)-x(r,0.5*s+1); inc(r,3)=x(r,3.5*s)-x(r,1.5*s+1); end [y b]=hist(inc(:,1),-6:0.4:6); [sum(y/maxrep) mean(y/maxrep) var(y/maxrep)] no=normal_pdf(-6:0.4:6,0,sqrt(0.5)); sno=sum(no); figure(1); plot(-6:0.4:6,no/sno,b,y/maxrep) legend('normal pdf','simulation'); [y b]=hist(inc(:,2),-6:0.4:6); [sum(y/maxrep) mean(y/maxrep) var(y/maxrep)] no=normal_pdf(-6:0.4:6,0,sqrt(1.5-0.5)); sno=sum(no); figure(2); plot(-6:0.4:6,no/sno,b,y/maxrep) legend('normal pdf','simulation'); [y b]=hist(inc(:,3),-6:0.4:6); [sum(y/maxrep) mean(y/maxrep) var(y/maxrep)] no=normal_pdf(-8:0.4:8,0,sqrt(3.5-1.5)); sno=sum(no); figure(3); plot(-8:0.4:8,no/sno,b,y/maxrep) legend('normal pdf','simulation'); (b) clear all; close all; s=100; %each second divided to 100 steps %each sample is a gaussian random variable with zero mean, and variance %alpha*t. Since alpha=1, then just generate randn(0,step)+prevvalue 9-146 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering n=3.5*s; alpha=1; maxrep=100; x(1:maxrep,1:n)=0; inc(1:maxrep,3)=0; for r=1:1:maxrep x(r,1)=0; for i=2:1:n x(r,i)=x(r,i-1)+sqrt(1/s)*randn; end inc(r,1)=x(r,0.5*s)-x(r,1); inc(r,2)=x(r,1.5*s)-x(r,0.5*s+1); inc(r,3)=x(r,3.5*s)-x(r,1.5*s+1); end [y b]=hist(inc(:,1),-6:0.4:6); [sum(y/maxrep) mean(y/maxrep) var(y/maxrep)] no=normal_pdf(-6:0.4:6,0,sqrt(0.5)); sno=sum(no); figure(1); plot(-6:0.4:6,no/sno, '--',b,y/maxrep,'-o') legend('normal','histogram'); title('inc(0,0.5)'); pdf1=no/sno; [y b]=hist(inc(:,2),-6:0.4:6); [sum(y/maxrep) mean(y/maxrep) var(y/maxrep)] no=normal_pdf(-6:0.4:6,0,sqrt(1.5-0.5)); sno=sum(no); figure(2); plot(-6:0.4:6,no/sno, '--',b,y/maxrep,'-o') legend('normal','histogram'); title('inc(0.5,1.5)'); pdf2=no/sno; [y b]=hist(inc(:,3),-6:0.4:6); [sum(y/maxrep) mean(y/maxrep) var(y/maxrep)] no=normal_pdf(-6:0.4:6,0,sqrt(3.5-1.5)); sno=sum(no); pdf3=no/sno; figure(3); plot(-6:0.4:6,no/sno, '--',b,y/maxrep,'-o') legend('normal','histogram'); title('inc(1.5,3.5)'); value=-6:0.4:6; vallen=length(value); %number of values is 12*2.5=30 chi=0; p0(1:1:vallen,1:1:vallen)=0; freq(1:1:vallen,1:1:vallen)=0; for i=2:1:vallen-1 for j=2:1:vallen-1 p0(i,j)=pdf1(i)*pdf2(j); for r=1:1:maxrep 9-147 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering if (inc(r,1) <= ((value(i)+value(i+1))/2) && inc(r,1) > ((value(i-1)+value(i))/2)) if (inc(r,2) <= ((value(j)+value(j+1))/2) && inc(r,2) > ((value(j-1)+value(j))/2)) freq(i,j) = freq(i,j)+1; end end end freq(i,j)=freq(i,j)/maxrep; chi=chi+((freq(i,j)-p0(i,j))^2/p0(i,j)); end end chi %(chi for 10000 sim is 0.02), (chi for 1000 sim is 0.35) figure(4); subplot(2,1,1); mesh(value,value,p0); axis([-5 5 -5 5]); zlabel('theoretical prob'); subplot(2,1,2); mesh(value,value,freq); axis([-5 5 -5 5]); zlabel('simulation'); title('Dependency check, inc (0,0.5) & inc(0.5,1.5)'); 9-148 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering Problems Requiring Cumulative Knowledge 9.132 4.1 9-149 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 9-150 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 9.133 a) 9-151 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 9.134 9-152 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 9-153 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 9.135 9-154 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 9-155 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 9.136 9-156 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 9.137 9-157 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 9.138 9-158 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 9.139 9.140 9-159 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 9.141 9-160 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering Chapter 9: Random Processes – Part I 9.1 & 9.2 9.1 Definition and Specification of a Stochastic Process 9-1 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 9.2 9-2 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 9.3 9-3 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 9.4 9-4 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 9-5 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 9.5 9-6 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 9.6 9-7 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 9-8 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 9-9 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 9.7 9-10 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 9-11 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 9.8 9-12 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 9-13 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 9-14 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 9.9 9.10 9-15 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 9.11 9-16 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 9.12 9-17 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 9.13 9-18 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 9.14 9-19 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 9.15 9-20 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 9-21 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 9.16 9-22 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 9-23 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 9.17 9-24 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 9.18 9-25 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 9.19 9-26 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 9-27 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 9.20 9-28 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 9.3 9.21 Sum Process, Binomial Counting Process, and Random Walk 9-29 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 9.22 9.23 9-30 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 9.24 9-31 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 9-32 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 9-33 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 9.25 9-34 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 9.26 9.27 9-35 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 9.28 9.29 9.30 9-36 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 9.31 9-37 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 9.32 9-38 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 9-39 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 9.33 9-40 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 9.4 9.34 9.35 9.36 Poisson and Associated Random Processes 9-41 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 9.37 9-42 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 9.38 9-43 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 9.39 9-44 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 9.40 9-45 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 9.41 9.42 9-46 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 9.43 9-47 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 9.44 9-48 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 9.45 9.46 9-49 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 9.47 9-50 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 9.48 9.49 9-51 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 9.5 Gaussian Random Processes, Wiener Process and Brownian Motion 9.50 9-52 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 9.51 9.52 9-53 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 9.53 9-54 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 9.54 9.55 9-55 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 9.56 9.57 9-56 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 9.58 9-57 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 9.59 9-58 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 9.60 End of Section: END OF PART I. 9-59 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 10-1 Chapter 10: Analysis and Processing of Random Signals 10.1 Power Spectral Density 10.1 10.2 10.3 where A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 10.4 P10.2 and g(x) as in Fig. P10.1. 10-2 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 10.5 10-3 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 10.6 10.4 10.7 10.8 10-4 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 10.9 10.10 10-5 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 10.11 10-6 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 10.12 10.13 10-7 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 10.14 10-8 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 10.15 Xn = cos(2π f0n + Θ) SX(f) 10-9 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 10.16 10.17 10-10 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 10.18 10.19 10-11 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 10.20 10-12 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 10.21 %P.10.21 clear all; close all; samples = 50; len=128; x=randn(len,samples); xf=fft(x); pf=sqrt(xf'.*conj(xf'))/len; sf=mean(pf); sf1=mean(pf(1:10,:)); sf2=mean(pf(1:20,:)); sf3=mean(pf(1:30,:)); sf4=mean(pf(1:40,:)); subplot(2,3,1); plot(1:len,sf); axis([1 len 0.06 0.11]); title('All (50) realizations'); subplot(2,3,2); plot(1:len,sf1); axis([1 len 0.06 0.11]); title('10 realizations'); subplot(2,3,3); plot(1:len,sf2); axis([1 len 0.06 0.11]); title('20 realizations'); subplot(2,3,4); plot(1:len,sf3); axis([1 len 0.06 0.11]); title('30 realizations'); subplot(2,3,5); plot(1:len,sf4); axis([1 len 0.06 0.11]); title('40 realizations'); 10-13 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 10.2 Response of Linear Systems to Random Signals 10.22 10.23 10-14 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 10.24 10.25 10-15 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 10.26 10-16 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 10.27 10.28 10-17 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 10-18 10.29 10.42 10.30 10.45a: A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 10.31 10-19 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 10.32 10-20 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 10.33 10-21 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 10.34 10-22 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 10.35 10.33 10-23 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 10.36 10-24 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 10.37 10.38 10-25 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 10.39 10-26 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 10.40 10.13 10-27 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 10.41 10-28 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 10.42 10-29 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 10.43 10.42, 10-30 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 10.44 10-31 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 10.3 Bandlimited Random Processes 10.45 10-32 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 10-33 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 10-34 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 10.46 10-35 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 10-36 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 10.47 10-37 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 10-38 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 10.48 10-39 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 10-40 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 10.49 10.4 10-41 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 10.50 10.51 10-42 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 10.52 10-43 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 10.53 10-44 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 10.54 10-45 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 10.55 Eqn. 10.67b implies 10.7 10-46 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 10.4 Optimum Linear Systems 10.56 10-47 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 10.57 Eqn. 10.83 implies 10-48 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 10.58 Eqn. 10.83 is then 10-49 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 10.59 10-50 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 10.60 10-51 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 10.61 10-52 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 10.62 10.63 10-53 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 10.64 10.30 10.92 10.65 10-54 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 10.66 10.67 10-55 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 10.68 10.89 10.14 10.64 10-56 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 10-57 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 10.69 10.99 10-58 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 10.70 10.30 10.25 10-59 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 10.71 10-60 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 10.72 10-61 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 10-62 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering *10.5 The Kalman Filter 10.73 10.74 10-63 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 10.75 10.76 10-64 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering *10.6 Estimating the Power Spectral Density 10.77 10-65 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 10.78 10.79 10-66 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 10.80 10-67 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 10.7 Numerical Techniques for Processing Random Signals 10.81 10-68 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering (d) The Octave code for part d: %P10.81 %part d clear all; close all; N=1024; M=N/2; W0=10; t0=1/(4.6*W0); f0=4.6*W0/N; T=N/(9.2*W0); m=-M:1:M-1; Sx=exp(-1*(m.^2*f0^2)/(2*W0^2)); k=-M:1:M-1; Rfex=fft(Sx); Rf=Rfex.*conj(Rfex)/N; Rex=Sx*exp(-j*2*pi*m'*k/N); Rex2=f0*sqrt(Rex.*conj(Rex)); %Rx=sum(Sx*exp(-j*2*pi*m*k'/N)); Rx=exp(-1*(m.^2*t0^2)*(2*pi^2*W0^2))*(sqrt(2*pi)*W0); subplot(2,1,1) plot(m,Rx,m,Rex2); legend('Actual','FFT'); subplot(2,1,2) plot(Rx,Rex2); title('Actual vs. FFT'); 10-69 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 10.82 %P10.82 %Part a clear all; close all; N=256; M=N/2; k=-M:1:M-1; alpha=0.75; %part a Rx=4*alpha.^abs(k); Sx=fft(Rx); figure(1); plot((k+M)/N,sqrt(Sx.*conj(Sx))); title('P10.82a'); %part b Rx=4*0.5.^abs(k)+16*0.25.^abs(k); Sx=fft(Rx); figure(2); plot((k+M)/N,sqrt(Sx.*conj(Sx))); title('P10.82b'); %part c Rx=0.5*cos(2*pi*0.1*k); Sx=fft(Rx); figure(3); plot((k+M)/N,sqrt(Sx.*conj(Sx))); title('P10.82c'); 10-70 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 10.83 %P10.83 %Part a clear all; close all; N=256; M=N/2; k=-M:1:M-1; fc=1/8; Sx(1:1:N)= 1; for i=1:1:N if (((i-M-1)/N) >= -fc) if (((i-M-1)/N) <= fc) Sx(i)= 0; end end end Rx=fft(Sx); Rx2=sqrt(Rx.*conj(Rx))/N; %note that Rx would be periodic with period N figure(1); plot(k+M,Rx2); title('Problem 10.83a'); %Part b Sx= 0.5+0.5*cos(2*pi*k/N); Rx=fft(Sx); Rx2=sqrt(Rx.*conj(Rx))/N; %note that Rx would be periodic with period N figure(2); plot(k+M,Rx2); title('Problem 10.83b'); 10-71 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 10.84 %P10.84 %Part a,b,c clear all; close all; N=256; M=N/2; k=-M:1:M-1; fc=1/8; alpha=0.25; Rx=4*alpha.^abs(k) Sx=fft(Rx); Sx1=sqrt(Sx.*conj(Sx)); Sx2=Sx1; fc = 1/4; for i=1:1:N if (((i-M-1)/N) >= -fc) if (((i-M-1)/N) <= fc) Sx2(i) = 0; end end end figure(1); plot((k+M)/N,Sx2); title('Problem 10.84a'); %Part b %Assume f0=0.1 Rx=0.5*cos(2*pi*0.1*k); Sx=fft(Rx); Sx1=sqrt(Sx.*conj(Sx)); Sx2=Sx1; h2=-4*pi^2*(k/N).^2; Sx2=Sx2.*h2; figure(2); plot((k+M)/N,Sx2); title('Problem 10.84b'); %Part c Rx=9*(1-abs(k)/3); Rx(1:M-3)=0; Rx(M+4:2*M)=0; Sx=fft(Rx); Sx1=sqrt(Sx.*conj(Sx)); figure(3) plot((k+M)/N,Sx1); title('Problem 10.84c'); 10-72 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 10.85 10-73 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 10-74 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 10.86 a) %P10.86 close all; clear all; n=0:1023; X=normal_rnd(0,1,1,1024); h=exp(-2*n); Y=conv(X,h); z=autocov(Y,30); %theoretical autocovariance w w=exp(-2*n)/(1-exp(-4)); plot(1:30,w(1:30),1:30,z(1:30)); title('Problem 10.86'); 10-75 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 10.87 %p 10.87 close all; clear all; n=0:0.01:10.23; r=exp(-2.*n); %r=(-0.5).^n; K=toeplitz(r); [U,D,V]=svd(K); X=normal_rnd(0,1,1,1024); y=V*(D^0.5)*X'; plot(y); z=autocov(y,200); plot(1:200,r(1:200),1:200,z(1:200)); title('Problem 10.87'); 10-76 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering Problems Requiring Cumulative Knowledge 10.88 9.38, 10.89 10.26 10-77 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 10.90 10-78 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 10.91 10-79 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 10.92 10-80 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 10-81 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering Chapter 11: Markov Chains 11.1 Markov Processes 11.1 11-1 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 11.2 11-2 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 11.3 11-3 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 11-4 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 11.4 11-5 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 11.5 11-6 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 11.6 11-7 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 11.7 11.8 11-8 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 11.2 Discrete-Time Markov Chains 11.9 11.10 11-9 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 11-10 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 11.11 11-11 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering Version 2: Arrivals and departures occur simultaneously 11-12 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 11.12 11-13 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 11.13 (b) 11-14 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering (c) 11-15 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 11.14 11-16 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 11-17 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 11.15 11-18 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 11.16 11-19 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 11-20 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 11.17 11-21 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 11.18 11-22 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 11.19 11-23 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 11-24 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 11.20 11-25 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 11.21 11-26 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 11.22 11-27 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 11.23 11.24 11-28 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 11.3 Classes of States, Recurrence Properties, and Limiting Probabilities 11.25 (a) 11-29 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering (c) 11-30 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 11.26 11.25) 11-31 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 11-32 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 11-33 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 11.27 11.28 (b) 11-34 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering (c) (d) 11-35 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 11.29 11-36 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 11-37 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 11-38 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 11-39 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 11.30 11-40 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 11-41 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 11-42 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 11.31 11-43 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 11.32 11.34 11-44 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 11.36 11-45 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 11.37 11-46 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 11-47 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 11.38 11-48 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 11.4 Continuous-Time Markov Chains 11.41 11.36 11-49 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 11.42 11-50 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 11.43 11-51 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 11.44 11-52 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 11.44 11-53 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 11.45 11-54 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 11.46 11-55 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 11.47 11.46a 11-56 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 11-57 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 11.48 11-58 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 11.49 11.42 11.50 9.37 11-59 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 11.30 11-60 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 11.51 11.40. 11-61 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 11.52 11-62 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 11-63 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering *11.5 Time-Reversed Markov Chains 11.53 11.44 it is reversible. 11-64 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 11.54 11.55 11-65 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 11.56 11-66 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 11.57 11-67 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 11.58 49 11.50a). 11.30 11-68 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering (11.67) 11.49. 11.59 11-69 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 11.60 11.61 11.62 11-70 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 11.6 Numerical Techniques for Markov Chains 11.63 11-71 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 11.64 11-72 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 11.65 11-73 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 11.66 11-74 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 11.67 11-75 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 11.68 11-76 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 11.70 11-77 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 11-78 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 11-79 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 11.71 11-80 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering Problems Requiring Cumulative Knowledge 11.72 11-81 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 11.73 11.74 11-82 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 11-83 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 11-84 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 11.75 11-85 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 12-1 Chapter 12: Introduction to Queueing Theory 12.1 & 12.2 The Elements of a Queueing Network and Little’s Formula 12.1 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 12.2 12-2 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 12-3 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 12.3 12-4 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 12.4 12.5 12.6 12-5 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 12.7 12.3 The M/M/1 Queue 12.8 12-6 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 12.9 12-7 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 12-8 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 12.10 12.11 12.12 12-9 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 12.13 12.5 12.12 12.14 11.40 12-10 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 12.15 12.16 12-11 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 12.17 12-12 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 12-13 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 12-14 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 12-15 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 12-16 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 12-17 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 12-18 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 12-19 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 12-20 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 12.18 12-21 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 12.4 Multi-Server Systems: M/M/c, M/M/c/c, and M/M/∞ 12.20 12.21 12-22 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 12.22 12.23 12-23 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 12.24 12-24 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 12.25 12-25 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 12-26 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 12.26 12.27 12.28 12-27 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 12.29 Problem 12.26 12.30 12-28 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 12.31 12.32 12-29 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 12.33 12-30 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 12.5 Finite-Source Queueing Systems 12.34 12-31 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 12.35 12-32 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 12.36 12-33 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 12.37 From Problem 12.26 But for Problem 12.34 solution 12-34 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 12.38 12-35 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 12.39 12-36 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 12.6 M/G/1 Queueing Systems 12.40 12.41 12-37 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 12.42 12.43 12.44 12-38 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 12.47 12-39 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 12-40 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 12.48 From Eq. (12.105) 12.49 12.50 12.49 12-41 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 12.51 12-42 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 12.52 12.53 12-43 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 12.7 M/G/1 Analysis Using Embedded Markov Chains 12.54 12-44 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 12.55 12.47 12-45 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 12-46 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 12.56 12-47 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 12.57 12-48 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 12.58 12.87 12-49 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 12.59 12-50 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 12.8 Burke’s Theorem: Departures From M/M/c Systems 12.60 12-51 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 12.61 12.62 12-52 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 12.63 12-53 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 12.9 Networks of Queues: Jackson’s Theorem 12.64 12.65 12-54 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 12.10 Simulation and Data Analysis of Queueing Systems 12.66 From Eq. (12.56) we have: 12-55 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 12-56 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 12-57 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 12.67 12-58 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 12-59 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 12.68 12-60 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 12-61 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 12.70 12-62 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 12-63 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 12-64 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 12-65 The percentage of times that the real value of the state is in the confidence interval is shown below: A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 12.71 12-66 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 12-67 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 12.72 12-68 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering This diagram compares three different warm-up periods: The diagram of stay in each one of the states and the pmf’s: 12-69 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 12-70 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 12.73 12-71 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering Number of customers in each step: 12-72 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 12.74 12-73 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 12-74 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 12.75 12-75 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 12-76 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 12.76 12-77 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 12-78 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering Problems Requiring Cumulative Knowledge 12.80 12-79 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 12.81 12-80 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 12-81 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 12.82 8.4. 12.83 12-82 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 12-83 A. Leon-Garcia INSTRUCTOR’S SOLUTIONS MANUAL Probability, Statistics, and Random Processes for Electrical Engineering 12.84 12-84 |
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