Lecture not 2

# 5 y 09 08 07 06 05 use impulse for discrete or mixed

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Unformatted text preview: ng and Scaling (also see random): >> y = sigmay*randn + ybar 1 0.5 (Y) 0.9 0.8 0.7 0.6 0.5 • Use impulse for discrete or mixed random variables. • For 0.4 0.3 0.2 0.1 0 -2 F(y) -1.5 -1 -0.5 0 0.5 Y 1 1.5 2 2.5 3 1 0.9 0.8 0.7 0.6 0.5 0.4 0.3 N N 0.2 0.1 0 -2 -1.5 -1 -0.5 0 0.5 33 Example: Half-wave rectifier 1 1.5 2 2.5 3 34 Density/Distribution Half-wave rectifier driven by noise N 1 • R+ R+ • R 0 35 36 Multiple Random Variables Multivariate Distributions Multivariate: vector of random variables = n by 1 vector Bivariate: 2 variables A x2 Discrete case: joint prob. = 2-dim. array dx2 Obtain marginal prob. by adding col. or row dx1 x20 Generalize: x1 x10 37 38 Conditional Distribution Marginal Distributions • Conditional probability • Conditional density of Marginal pdf given | ,…, , ,…, Example ,…, , ,…, | ,…, ,…, , ,…, | ,…, 39 ,…, 40 Bayes Rule for Random Vars. , Independence | | | | ,…, Independent ,…, | | ,…, | ,…, | ,…, ,…, | ,…, 41 42 Indepe...
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## This document was uploaded on 02/23/2014 for the course EE 782 at University of Nevada, Reno.

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