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Tutorial No 5

Kandom 6na Analysis

Name-ash chandralkont vbbe

classTE1
Ro 11 no - 61

GS Let tz,(xq) be the jpint pdf of C z ) e

19troduce a new as1able u=q
2 yond ud
S0 2 - s2-w and y w

2
O
2

andyase independent random Norbles

2, C2w) : fx(x), FC4

t nsz w _24
f , w C2) w ) - Foc C2-

Thema7 qina pf ofz is obtained by the ioteqsating

f D C, o) with sespecE to w,
2z)
Prabhat his1s he Conxpu tion af c y
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St":. e introduce a ne O aUxila7y Variable

z: u ond

and =u

Cz,o
he int pdf of Czw) is

an yae independ eèn tto ndom

NaTiables ue qet
2,o) fz{x). fyy)
Bt
z w

idperda
No marqi na Tdt 4zce) is ob tained by
inie qot inq
|f2,wCz, ö ) wth esPee to u e

Prabhat
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3Sol fz () - a

2 e ab*
2
Bapelyinqthe osem 3,we et

Hes e
e

Let =E
DEfezeotiotio o
2

tting aPoNe N alue of

f c2 2-E e
a 2

Prabhat
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2
G
2p

2
2a 2b
2a 2

O
2a b
26)

20b (2a
Tultiplyingb4 9 n oumBeratos denominato
2b

2 2a

f2C =22a2
b2

en ce ProNeo

Prabhat
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4.Sal {rcq)1 2 4

H e , 2 xq where *Xq
age indepe ndent
Singtheesem 2
of q
r o babilty dens.ty function
2 (2)
tohere> o , y 6

-2

Prabhat
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SSo1 C)= c

ten
2 t y
heovem Toe qet probabtity ddeo Sit y tunctoa a5

C2 e -C2 .ed

2-)
-2t
3.e
O
(2-)1ed

e - 2 3
2

Prabhat