HOME ASSIGNMENT # 02

(Due Date: 17-03-2015)

Problem 1:
The random variable x is uniform in the interval (0, 1).
Find the density of the random variable y=-ln(x).

Problem 2:
Let x represent a binomial random variable with parameters n and p. Show that
(a) E{x} = np,
(b) E{x(x-1)} = n(n-1)p2,
(c) E{x(x-1)(x-2)} = n(n-1)(n-2)p3,
(d) Compute E{x2} and E{x3}

Problem 3:
Consider the random process
(

( )

( )

Where is a random variable, with density function

( )

1.
2.
3.
4.

Find the mean value.

Find the auto-correlation.
Find the auto-covariance.
Find the correlation coefficient, rXX(t1,t2).

Problem 4:
In a communication system, the carrier signal at the receiver is modeled by
] Find the mean function {E [Xt]}, and the
(
), where
uniform[
correlation function of Xt {Rx (t1, t2)}.

Problem 5:
Let Z1, Z1 Zn be independent identically distributed r.v.s with P (Zn=1) = p and
P (Zn= -1) = q = 1-p for all n.
Let

1. Construct simple random walk X (n) for sample sequence HTTHHHTHHT.

2. Find mean and variance of X(n).