Course O u tline - McGraw Hill Education精品管理文档.ppt

* 8. One Function of Two Random Variables Given two random variables X and Y and a function g(x,y), we form a new random variable Z as Given the joint p.d.f how does one obtain the p.d.f of Z ? Problems of this type are of interest from a practical standpoint. For example, a receiver output signal usually consists of the desired signal buried in noise, and the above formulation in that case reduces to Z = X + Y. (8-1) PILLAI It is important to know the statistics of the incoming signal for proper receiver design. In this context, we shall analyze problems of the following type: Referring back to (8-1), to start with (8-2) (8-3) PILLAI where in the XY plane represents the region such that is satisfied. Note that need not be simply connected (Fig. 8.1). From (8-3), to determine it is enough to find the region for every z, and then evaluate the integral there. We shall illustrate this method through various examples. Fig. 8.1 PILLAI Example 8.1: Z = X + Y. Find Solution: since the region of the xy plane where is the shaded area in Fig. 8.2 to the left of the line Integrating over the horizontal strip along the x-axis first (inner integral) followed by sliding that strip along the y-axis from to (outer integral) we cover the entire shaded area. (8-4) Fig. 8.2 PILLAI We can find by differentiating directly. In this context, it is useful to recall the differentiation rule in (7-15) - (7-16) due to Leibnitz. Suppose Then Using (8-6) in (8-4) we get Alternatively, the integration in (8-4) can be carried out first along the y-axis followed by the x-axis as in Fig. 8.3. (8-5) (8-6) (8-7) PILLAI In that case and differentiation of (8-8) gives (8-8) (8-9) If X and Y are independent, then and inserting (8-10) into (8-8) and (8-9), we get (8-10) (8-11) Fig. 8.3 PILLAI The above