1.

) (
. variables random t independen are and
pdf partial two of product the is pdf joint The
of function a is of part second The
] ) 1 (
)! 1 ( )! 1 (
)! 1 (
[ ) (
) 1 (
)! 1 ( )! 1 (
)! 1 (
)! 1 (
, (a) from
) , ( ~
variable random Erlang an also is , definition By
) (
otherwise. for , 0 ) ( and
1 0 , 0 for , ) 1 (
)! 1 ( )! 1 (
)! 1 (
)! 1 (
)! 1 ( )! 1 (
) 1 (
1
)! 1 (
) ) 1 ((
)! 1 (
) (
) ) 1 (( ) ( ) ( ) ( ) (
) ( ) ( ) (
t independen are and
), , ( ~
), , ( ~
, definition by
) 1 (
) (
) ( ) ( ) (
theorem, variable - of - change by
, , let
) 1 (
) (
1 1
1 1
) 1 ( ) (
1 1
) 1 ( ) (
1 1 ) 1 ( ) (
) 1 ( 1 1
c
W T
w ) ( f
w w
k m
k m
t f
w w
k m
k m
k m
e t
) ( f
k m Erlang T
Y X T
b
t,w f
w t w w
k m
k m
k m
e t
k m
w w e t
t
k
e t w
m
e wt
t t w f wt f f f
y f x f f
Y X
k Erlang Y
m Erlang X
t t
t t
w w
w
y
w
x
t
y
t
x
f f
Y
X
W
T
T W Y
WT X
Y X
X
W
Y X T
a
k m
T
k m
t k m k m
k m
t k m k m
k m t k m k m
t w k k wt m m
Y X
Y X

+
=


+

+
=
+
+ =
=
< < >

+

+
=


=

=
=
c
c
=
=
= =

=
c
c
c
c
c
c
c
c
=
c
c
c
c
=

=
=

+
=
+ =


+ +

+ +
+ +

u
u
u
u
u
v
v u
v
u
u
v
u
u
v
v u
V U
U
U
U
V U
V
V U

2.
on. distributi Rayleigh a is of pdf the fact, In
pdf.. partial of product the is pdf joint the since t independen are and
otherwise. for , 0 ) ( and
, 0 for ,
1
1 1
)
2
1
exp( ) 0 ( ] 0 [ ) 0 ( ] 0 [ ) (
have Then we
0, X on ng conditioni by result same get the can We
otherwise. for , 0 ) ( and
0 for ,
1
1 1
)
2
1
exp(
1
) )
1
(
2
1
exp(
2
1
) )
1
(
2
1
exp(
2
1
2
1
1
1
)
1
(
] 0 [
)
1
(
) ( ) 0 ( ) 0 (
) 0 ( ) 0 ( ) 0 (
0 that condition on pdf the discussing are we since However,
t independen are they and
), , 0 ( ~
) , 0 ( ~
, definition By
1
)
1
( )
1
1
(
1 1
1
) (
) ( ) 0 ( ) 0 (
theorem, variable - of - change by
, , let
1
1
1
mapping. 1 - 1 an is then this , 0 Assume
mapping. 1 - 1 an not is This
2
2
2
2
2
2
2
2
2
2
2
2
2
2 2
2 2
2
2
2 2
2 2
2 2
2
2
2
2
2
2
V
W V
v f
v
w
v
v
X f X P X f X P f
v f
v
w
v
v
w
v
w
vw
w
v
w
v
w
w
v f
X P
w
v
f
X f X f
X y f X x f X f
X
Gaussian Y
Gaussian X
w
v
w
w
w
v
w
w
v
w
w
w
w
y
w
x
v
y
v
x
X f X f
Y
X
W
V
W
W
V Y
W
V X
X
X
Y
W
Y X V
X X
Y
X
X X
X Y X X X
X X
=
>
+
= < < + > > =
<
=
>
+
=
+

+

+
=
+

+
>
+
=
c
c
> = >
> > = >
>
+
=
+
c
c
+
c
c
+ +
=
c
c
c
c
c
c
c
c
=
c
c
c
c
> = >

+
=
+
=

>

=
+ =
u
u u u
u
u
u
t
t u
t
u
u
v
u
u
t
t u
T U
U
U U U
U
T U
T
T U
t o o
t o o
o
to
o
to
o
o


3.
{ }
otherwise. for , 0 ) ( and
0 for , )
2
1
exp(
) 2 (
1
4
) (
) (
)
2
1
exp(
) 2 (
1
4
sin )
2
1
exp(
) 2 (
1
) ) (
2
1
exp(
) 2 (
1
) (
] [ ] [ ) (
let
, let
2 2
2
2
3
2
0
2 2
2
2
3
2
2
0
2
0
2
0
2
2
2
3
2
3 2 1
2 3
3
2
2
2
1 2
2
3
2
3 2
3
2
2
2
1
3 3
3
2
2
2
1
2
3
2
2
2
1
3
2
1
r r f
r r r
dr
r dF
r f
d
d d d
dx dx dx x x x
d f
r X X X P r R P r F
r x x x S
X X X R
X
X
X
R
R
R
r
r
S
S
R
=
> = =
=
=
+ + =
=
s + + = s =
s + + =
+ + =

=
= = =
e
e
o
to
t
p p p
o
to
t
p u o u p p
o
to
o
to
p
p
t
o
t
u
x
x
X
x x
x
X


4.
solution valid a is
1 1
1 1
2 2 0
0 2 2
1 1
1 1
1
1
1 1
1 1
e diagonaliz
1
1
,

+
=

=
=
=

=
d c
b a
Y
X
d c
b a
W
Z
T
p
p
p
p
p
p
V
V
V U
C
C
A AC C
AV U


5.

= =
=

= =
= =
=

= =

=
n
j
ij j
n
i
i
T
Y
i
n
i
i
T
Y
T
n
n n j i
n n
k p p C
p
Y
p
p
k
X
X
1 1
1
1
,
1 1
, , } { , ,
u C u
u
X u u K X
X
X
X
u u
u
u


6.
1 1 ) ( ) ( ) ( ) (
) ( ) det( ) ( ) (
) , 0 ( ~
, let
1 ) det(
l orthonorma is
) r. nonsingula is such that of dimension less consider can we and
dependent, linearly are in variables random then the , some for 0 if (
, 0
r nonsingula is assume
), , diag( diagonal is and l, orthonorma is ,
te semidefini - positive is
), ( ~
1 1
i
i
n 1
I I

= =

= = = = =
= =

=
=
=
>
= =
n
i
n
i
i i Y
T
T T T
T
T
T
dy y f d f d f d f
f f f
N
i
i
N
i
y y x ) (x U x x
) (x U U ) (x U x
Y
) (X U Y
U
U
K X
X
K
U U U K
K
K , X
Y Y X
Y Y X

7.
identical. are and of on distributi The
)) (
2
1
exp(
2
1
) ) cos sin (
2
1
exp(
2
1
) ) sin cos (
2
1
exp(
2
1
) cos sin ( ) sin cos ( ) ( ) ( ) (
) ( ) ( ) (
i.i.d , ) , 0 ( ~ ,
1 ) (
) ( ) ( ) (
theorem, variable - of - change by
, , let
cos sin
sin cos
,
cos sin
sin cos
2 2
2 2
2
2 2
2
2
2
2
T U
u
u
t
t u
t
u
u
v
u
u
t
t u
T U
T U
T
T U

+ =
+ =
+ =
c
c
=
=
=
c
c
c
c
=

w v
w v w v
w v f w v f f f
y f x f f
N Y X
f f
Y
X
W
V
W
V
Y
X
Y
X
W
V
Y X
Y X
o to
u u
o
to
u u
o
to
u u u u
o
u u
u u
u u
u u

8.
27
8
) (
3
4
)
3
2
(
3
4
sphere large the of volume
sphere small the of volume
] sphere larger e within th contained 2a/3 radius of sphere - sub a within lies [
sphere larger e within th d distribute uniformly is vector random The
3
3
= = =
a
a
P
t
t
x