This preview has intentionally blurred sections. Sign up to view the full version.
View Full DocumentThis preview has intentionally blurred sections. Sign up to view the full version.
View Full DocumentThis preview has intentionally blurred sections. Sign up to view the full version.
View Full DocumentThis preview has intentionally blurred sections. Sign up to view the full version.
View Full DocumentThis preview has intentionally blurred sections. Sign up to view the full version.
View Full Document
Unformatted text preview: X is nonnegative, real value The LT of X is: 9 Example X: exp. Distr. f X (x)= λ eλ x Moments: 10 Convolution X 1 , X 2 , , X n are independent rvs with If Y=X 1 +X 2 + +X n If Y is nth Erlang, F ∗ X 1 ( s ) ,F ∗ X 2 ( s ) , · · · ,F ∗ X n ( s ) F ∗ Y ( s ) = F ∗ X 1 ( s ) · F ∗ X 2 ( s ) · · · F ∗ X n ( s ) F ∗ Y ( s ) = ( λ λ + s ) n 11 Ztransform and LT X 1 , X 2 , , X N are i.i.d. r.v with LT N is r.v. with pgf G N (z) Y= X 1 +X 2 + +X N If X i is discrete r.v. with G X (Z), then F ∗ X ( s ) G Y ( z ) = G N ( G X ( z ))...
View
Full
Document
This note was uploaded on 01/14/2012 for the course CDA 6530 taught by Professor Zou during the Fall '11 term at University of Central Florida.
 Fall '11
 Zou

Click to edit the document details