Lecture12_Spring11

Lecture12_Spring11 - Elec210 Lecture 12 MATLAB functions...

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Elec210 Lecture 12 1 Elec210 Lecture 12 MATLAB functions for continuous random variables Functions (Transformations) of a Random Variable
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MATLAB Functions for Continuous RVs Generating m by n arrays of random samples unifrnd(a,b,m,n) % uniform on [a,b] exprnd(1/lambda,m,n) % exponential with parameter lambda normrnd(mu,sigma,m,n) % normal with mean mu and std. dev. sigma gamrnd(alpha,1/lambda,m,n) % gamma with parameters alpha and lambda Stat (mean and variance) unifstat(a,b) % uniform on [a,b] expstat(1/lambda) % exponential with parameter lambda normstat(mu,sigma) % normal with mean mu and std. dev. sigma gamstat(alpha,1/lambda) % gamma with parameters alpha and lambda Elec210 Lecture 12 2
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MATLAB Functions for Continuous RVs Cumulative distribution function unifcdf(x,a,b) % uniform on [a,b] expcdf(x,1/lambda) % exponential with parameter lambda normcdf(x,mu,sigma) % normal with mean mu and std. dev. sigma gamcdf(x,alpha,1/lambda) % gamma with parameters alpha and lambda Probability density function unifpdf(x,a,b) % uniform on [a,b] exppdf(x,1/lambda) % exponential with parameter lambda normpdf(x,mu,sigma) % normal with mean mu and std. dev. sigma gampdf(x,alpha,1/lambda) % gamma with parameters alpha and lambda Elec210 Lecture 12 3
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Elec210 Lecture 12 4 Elec210 Lecture 12 MATLAB functions for continuous random variables Functions (or Transformations ) of a Random Variable
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Elec210 Lecture 12 5 Functions/Transforms of a Random Variable Problem statement: Given a random variable X with known distribution and a real valued function g ( x ), such that Y = g ( X ) is also a random variable. Find the distribution of Y . Solution methodology: The most important thing is to determine what type of random variable Y is!
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Lecture12_Spring11 - Elec210 Lecture 12 MATLAB functions...

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