ANU

ENGN3226/ENGN6626

AUSTRALIAN NATIONAL UNIVERSITY

School of Engineering

ENGN3226/ENGN6626 Digital Communications

Tutorial #1 Random Variables and Random Processes
Students should attempt the questions marked with * before the tutorial. The solutions to these qusetions will
be discussed in detail during the tutorial.

Q1
A RV X is defined by the PDF

1
,
axb
fX (x) =
ba

0,
otherwise
(a) Find the general expression for mean E[X].
(b) Find the general expression for the mean squared E[X 2 ].
(c) Find the general expressions for the variance 2X and standard deviation X .
(d) Find the value of E[X], E[X 2 ] and 2X if a = 10 and b = 50.
(e) Write the set of M ATLAB commands to generate a 1-by-100 array of uniformly distributed random numbers on the interval [10,50].

Q2
Let X be a discrete RV defined by the PMF shown in Figure 1.

0.5
X= 1
Y= 0.5

0.45
0.4
0.35

PMF

0.3

X= -1
Y= 0.25

0.25
0.2
0.15

X= -3
Y= 0.125

X= 3
Y= 0.125

0.1
0.05
0
-3

-2

-1

0
x

Figure 1: The PMF for Question 2.

(a) Find the value of mean E[X].
(b) Find the mean squared value E[X 2 ].
(c) Find the value of the variance 2X and standard deviation X .

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Q3*
The noise in an electric circuit can be modelled as Gaussian RV with mean equal to 0 and variance equal to
108 .
(a) What is the probability that the value of noise exceeds 104 .
(b) What is the probability that the value of noise exceeds 4 104 .
(c) What is the probability that the value of noise value is between 2 104 and 104 .
(P ROAKIS & S ALEHI P ROBLEM 4.10)

Q4
Let X be a Rayleigh distributed RV defined by the PDF



x2
x
exp

,
x>0
fX (x) =
2
22

0,
otherwise
(a) Find the general expression for mean E[X].
(b) Find the general expression for the mean squared E[X 2 ].
(c) Find the general expressions for the variance 2X and standard deviation X .

Q5*
Let X be a RV uniformly distributed over [a, b]. Let Y = 3X + 2.
(a) Find the PDF of Y .
(b) Find the mean value E[Y ].

Q6
Let be uniformly distributed on [0, ] and let RVs X and Y be defined by X = cos and Y = sin . Show
that X and Y are uncorrelated.
(P ROAKIS & S ALEHI P ROBLEM 4.22)

Q7*
A random process is defined by
X(t) = A + Bt
where A and B are independent random variables each uniformly distributed on [1, 1].
(a) Find the mean mX (t) of the random process X(t).
(b) Find the autocorrelation RX (t1 ,t2 ) of the random process X(t).
(c) Determine whether X(t) is wide sense stationary (WSS).
(P ROAKIS & S ALEHI , P ROBLEM 4.35)

Q8
A random process is defined by
X(t) = A cos(2 fct + )
where A and fc are constants and is a random variable uniformly distributed on [0, 2].
(a) Find the mean mX (t) of the random process X(t).
(b) Find the autocorrelation RX (t1 ,t2 ) of the random process X(t).
(c) Determine whether X(t) is wide sense stationary (WSS).
(P ROAKIS & S ALEHI , E XAMPLE 4.2.6 AND 4.2.7)

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Q9
A random process is defined by
Y (t) = X(t) cos(2 fct + )
where X(t) is a WSS random process with autocorrelation function RX (), fc is a constant and is a random
variable uniformly distributed on [0, 2). Moreover is independent of X(t).
(a) Find the autocorrelation RY () of the random process Y (t).
(H AYKIN , E XAMPLE 1.7)

Q10
Consider a pair of quadrature-modulated random processes X1 (t) and X2 (t) that are related to a WSS process
X(t) as
X1 (t) = X(t) cos(2 fct + )
X2 (t) = X(t) sin(2 fct + )
where fc is a carrier frequency (constant) and is a random variable uniformly distributed on [0, 2]. Moreover is independent of X(t).
(a) Find the cross-correlation function R12 ().
(b) Find the correlation matrix R().
(H AYKIN , E XAMPLE 1.4)

Q11*
Let A and B be statistically independent Gaussian-distributed random variables, each with zero mean and unit
variance. Define the Gaussian process
X(t) = A cos(2 fct) + B sin(2 fct)
(a) Find the mean mX (t) of the random process X(t).
(b) Find the autocorrelation RX (t1 ,t2 ) of the random process X(t).
(c) Determine whether X(t) is wide sense stationary (WSS).

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Appendix A: Integration Formulas

Integration Formulas
1 c+1
x
c+1
Z
sin(c)
cos(c)d =
c
Z
cos(c)
sin(c)d =
c
Z

xc dx

Z 2

cos( + c) d

= 0

cos(2 + c) d

= 0

0
2

Z
0

Z 2

sin( + c) d
Z

= 0

0
2

sin(2 + c) d = 0
 x
x exp
dx = 2

0
Z
 x
dx = 23
x2 exp

0
Z
 x
x3 exp
dx = 64

0


Z
x2
x exp 2 dx = 2
2
0
r


Z
x2
3
2
x exp 2 dx =

2
2
0


Z
x2
x3 exp 2 dx = 24
2
0


Z

(x )2
x exp
2
dx =
2
2



Z

(x )2
x2 exp
dx =
2(2 + 2 )
2
2



Z

(x )2
x3 exp
2(2 + 32 )
dx =
2
2

Z 0

k
k=1 k!

(k 1)!

= e 1
= e

k=1

k2 k!

= e (1 + )

k=1

Note: c is a constant.

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Appendix B: Trigonometric Formulas

cos2 + sin2 = 1
1
(1 + cos 2)
cos2 =
2
1
sin2 =
(1 cos 2)
2
sin( ) = sin cos cos sin
cos( ) = cos cos sin sin
1
sin sin =
[cos( ) cos( + )]
2
1
cos cos =
[cos( ) + cos( + )]
2
1
sin cos =
[sin( ) + sin( + )]
2
1
[sin( + ) sin( )]
cos sin =
2

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Appendix C: Gaussian Q-Function Values

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