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Chapter 4
Example 4.35
Let Y = X2 as in Example 4.34. For y 0, the equation y = x2 has two solutions, x0 = 1y and
x1 = - 1y, so Eq. (4.73) has two terms. Since dy/dx = 2x, Eq. (4.73) yields
fY1y2 =
fX11y2
2 1y
fX1- 1y2
21y
This result is in agreement with Eq. (4.69). To use Eq. (4.74), we note that
d
1
dx
=
; 1y = ;
,
dy
dy
21y
which when substituted into Eq. (4.74) then yields Eq. (4.69) again.
Example 4.36
Let Y = cos1X2, where X is uniformly distributed in the interval 10, 2p]. Y can be viewed as the
sample of a sinusoidal waveform at a random instant of time that is uniformly distributed over
the period of the sinusoid. Find the pdf of Y.
It can be seen in Fig. 4.14 that for -1 6 y 6 1 the equation y = cos1x2 has two solutions in
the interval of interest, x0 = cos-11y2 and x1 = 2p - x0 . Since (see an introductory calculus
textbook)
dy
` = -sin1x02 = -sin1cos-11y22 = - 21 - y2 ,
dx x0
and since fX1x2 = 1/2p in the interval of interest, Eq. (4.73) yields
fY1y2 =
=
1
2p21 - y
1
2p 21 - y2
for -1 6 y 6 1.
p21 - y2
1
Y cos X
0.5
cos1( y)
0.5
1
FIGURE 4.14
y = cos x has two roots in the interval 10, 2p2.
2p cos1y 2p
Section 4.6
181
0
sin-1y
1
FY1y2 = d +
p
2
1
-1 y 1
y 7 1.
4.6
E3X4 =
L0
tfX1t2 dt +
La
tfX1t2 dt
La
tfX1t2 dt
Example 4.37
The mean height of children in a kindergarten class is 3 feet, 6 inches. Find the bound on the probability that a kid in the class is taller than 9 feet.The Markov inequality gives P3H 94 42/108
= .389.
s2
.
a2
(4.76)