EE351KHW_12Fall2007

EE351KHW_12Fall2007 - X is ω 10 2 2 j X e j − = Φ Find...

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THE UNIVERSITY OF TEXAS AT AUSTIN Department of Electrical and Computer Engineering EE 351K • Probability and Random Processes • Fall 2007 Assignment No. 12; Due Tuesday, November 27, 2007 Please include the following information on the first page of each assignment: (1) Your name (printed legibly), (2) Course number EE 351K , (3) Assignment Number , and (4) Due Date . Thank you. Problem 1 The characteristic function of a r.v.
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Unformatted text preview: X is ω 10 2 2 ) ( j X e j + − = Φ Find ] [ X E and ] [ X V . Problem 2 Consider Y X Z 2 3 + − = where 2 ] [ = X E , 3 ] [ = Y E , 20 ] [ 2 = X E , 9 ] [ = Y V , and 5 . , − = Y X ρ . Find ] [ Z E and ] [ Z V . Problem 3 Show ] , [ ] , [ Y X abCov bY aX Cov = . Problem 4 Consider the sum Z of 20 i.i.d. r.v.’s, where each is uniformly distributed between 0 and 2. Find ] [ Z E , ] [ Z V , and pdf of Z ....
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This note was uploaded on 01/20/2010 for the course EE 351k taught by Professor Bard during the Spring '07 term at University of Texas.

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