COMSATS University Islamabad (CUI), Lahore Campus

Department of Electrical and Computer Engineering

1.5 KM Defence Road, Off Raiwind Road, Lahore
______________________________________________________________________________
Daily Task Week 6 Wednesday- Spring 2020 (Online Learning)
CPE251/
Course Title: Probability Methods in Engineering Course Code: Credit Hours: 4(3,1)
EEE251
Course Instructor/s: Syed Ahmed Faran, Programme Name: BSEE, BSCE
th
Semester: 4 Batch: FA18 Section: Date: May 18th , 2020
Due Date May 18th, 2020 Maximum Marks: 15
Student’s Name: XXX Reg. No. CIIT/ FAXX-BCE-XXX/LHR
Important Instructions / Guidelines for Preparation/ Submission of Assignment:
• Fill in the Student’s Name and Registration Number in the above table by typing in
Microsoft Word.
• Solve the following questions by hand on paper in legible handwriting.
• Do not write question on the paper again.
• After solving question, take snapshot/ picture using mobile camera and paste the solution
image of each question in the given box.
• Properly trim and edit your images like crop unnecessary spaces, resize to fit the space and
increase image clarity.
• Save the file as the .pdf format and rename it as follows
Assignment xyz_FA18_BEE_000.pdf
• Save the pdf file as minimum size option
• To capture image, you may use camscanner or Microsoft Office lens or similar applications.

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Question # 1

A random vector whose components are jointly Gaussian random variables is said
to be a Gaussian random vector.

Suppose 𝒀 = 𝐴𝑿 + 𝑏, where 𝑿 is a Gaussian vector. The linear operation

performed on 𝑿 produces 𝒀 random vector. A linear transform of a Gaussian
random vector is also a Gaussian random vector. Hence, 𝒀 is also a Gaussian
random vector with mean 𝜇𝑌 = 𝐴𝜇𝑋 + 𝑏 and covariance 𝐶𝑌 = 𝐴𝐶𝑋 𝐴′.

The Gaussian random vector 𝑿 is linearly transformed into 𝒀 where:

1 5 3 −3
𝐴 = [7 3 −2] 𝑎𝑛𝑑 𝑏 = [ 2 ]
6 4 2 5

Compute 𝜇𝑌 and 𝐶𝑌 .

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Insert image of computation here.

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