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EE 360 - Chapter 2-Total

The document covers fundamental concepts in probability, including random variables, cumulative distribution functions (CDF), probability mass functions (pmf), and probability density functions (pdf). It discusses various types of distributions such as Gaussian, Binomial, Poisson, Uniform, and Exponential, along with their properties and examples. Additionally, it addresses conditional distributions and their associated properties.

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qusaifiras54
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4 views43 pages

EE 360 - Chapter 2-Total

The document covers fundamental concepts in probability, including random variables, cumulative distribution functions (CDF), probability mass functions (pmf), and probability density functions (pdf). It discusses various types of distributions such as Gaussian, Binomial, Poisson, Uniform, and Exponential, along with their properties and examples. Additionally, it addresses conditional distributions and their associated properties.

Uploaded by

qusaifiras54
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
You are on page 1/ 43

Probability, Random Variables

and Random Signal Principles

Chapter 2:

Dr. Amer M. Magableh


Random Variable

Dr. Amer M. Magableh 2


Cumulative Distribution Function (CDF)

Dr. Amer M. Magableh 3


Probability Mass Function (pmf)

Dr. Amer M. Magableh 4


We will go through each one in
more details later
Dr. Amer M. Magableh 5
Probability Density Function (pdf)

Dr. Amer M. Magableh 6


Dr. Amer M. Magableh 7
Dr. Amer M. Magableh 8
CDF and PDF relations

Dr. Amer M. Magableh 9


We will go through each one in
more details later
Dr. Amer M. Magableh 10
Dr. Amer M. Magableh 11
Example

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Dr. Amer M. Magableh 13
Example

Solution

Dr. Amer M. Magableh 14


Dr. Amer M. Magableh 15
The Gaussian Random Variable
 Gaussian Random Variable is a continuous R.V. that has the following pdf

Where 𝜇 is the mean (average value) and 𝜎 is the standard deviation, 𝜎 2 is the variance and will
be written as

Dr. Amer M. Magableh 16


The CDF for Normal distribution with zero mean and unit variance is

The CDF can not be obtained in closed form

Dr. Amer M. Magableh 17


The Standard Normal Distribution (Zero mean and unit variance)

Dr. Amer M. Magableh 18


Dr. Amer M. Magableh 19
Example of probabilities
Probabilities of standard normal distribution

Dr. Amer M. Magableh 20


Appendix B

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Dr. Amer M. Magableh 22
Dr. Amer M. Magableh 23
Dr. Amer M. Magableh 24
Other distribution functions
Bernoulli RV

Dr. Amer M. Magableh 25


Binomial Distribution
 They are 𝒏 repeated trials (experiments) of Bernoulli trial
 Each trial has two outcomes (success or fail, pass or fail, true or false, boy or
girl, one or zero….etc.)
 All trials are identical, i.e., 𝑝(1) is the same for all trials
 All the trials are independent
Then this experiment is called Binomial experiment with parameters (𝑛, 𝑝)

Dr. Amer M. Magableh 26


Dr. Amer M. Magableh 27
PDF of the Binomial distribution

Indicates
Binomial Dist.
Total # of Trials
Prob. of Success
# of Success

Dr. Amer M. Magableh 28


Dr. Amer M. Magableh 29
Dr. Amer M. Magableh 30
Dr. Amer M. Magableh 31
Poisson Distribution

Dr. Amer M. Magableh 32


Dr. Amer M. Magableh 33
Dr. Amer M. Magableh 34
Dr. Amer M. Magableh
35
Dr. Amer M. Magableh 36
Uniform Distribution

Dr. Amer M. Magableh 37


Exponential Random Variable

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Dr. Amer M. Magableh 39
Rayleigh Random Variable

Dr. Amer M. Magableh 40


Conditional Distribution

Properties of conditional distribution

Dr. Amer M. Magableh 41


Conditional PDF
𝑓𝑋 𝑥 𝑓𝑋 𝑥
𝑑𝐹𝑋 𝑥/𝐵 = 𝑏 𝑥<𝑏
𝑓𝑋 𝑥/𝑋 ≤ 𝑏 = = ൞𝐹𝑋 (𝑏) ‫𝑥𝑑 𝑥 𝑋𝑓 ׬‬
𝑑𝑥 −∞
0 𝑥≥𝑏
Properties of conditional PDF

Dr. Amer M. Magableh 42


Dr. Amer M. Magableh 43

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