Random Variables (Discrete) : Example

Example:
Roll a die. Define I = number of dots on the die.
Random Variables (Discrete)
Mapping, I (
sample space
A random variable is a function that assigns a real number, X(s), to each

outcome s in the Sample Space of a random experiment.
)=3
. ..
.. .. .....
i
1
Mapping, X(s) = x
Sample space: SI = {1, 2, 3, 4, 5, 6}
Probability Mass Function (PMF):
s
real number line
f I [i ] = Pr [ I = i ]
fI[i]
1/6
f [i ] = 1
i
1
M Tummala & C W Therrien 2005
1/9
I {1 0}
1/18
10
12
12
check:
i =1
I=3
Pr[I=3] = 2/36 = 1/18
I=2
Pr[I=2] = 1/36
Find the PMF fI[i].

3
f [i ] = 1
i
0
f I [i ] is called the probability mass function(PMF)
Example: Binary digit
1p
Pr [ I = 0] = 1 p
Pr[I=5] = 4/36 = 1/9
i =1
fI[i]
Pr [ I = 1] = p
S = {true, false}
1/6
Bernoulli Random Variable: parameter p
fI[i]
Some Discrete Random Variables
Let random variable I be the number rolled.
Example: Roll a pair of dice.
I=5
Example:
Mapping, I (
sample space

)=3
. ..
.. .. .....
i
1
Mapping, X(s) = x
Sample space: SI = {1, 2, 3, 4, 5, 6}
s
real number line
f I [i ] = Pr [ I = i ]
fI[i]
1/6
f [i ] = 1
i
1
1/9
I {1 0}
1/18
10
12
12
check:
i =1
I=3
Pr[I=3] = 2/36 = 1/18
I=2
Pr[I=2] = 1/36
Find the PMF fI[i].

3
f [i ] = 1
i
0
1p
Pr [ I = 0] = 1 p
Pr[I=5] = 4/36 = 1/9
i =1
fI[i]
Pr [ I = 1] = p
S = {true, false}
1/6
fI[i]
I=5
Example:
Mapping, I (
sample space

)=3
. ..
.. .. .....
i
1
Mapping, X(s) = x
Sample space: SI = {1, 2, 3, 4, 5, 6}
s
real number line
f I [i ] = Pr [ I = i ]
fI[i]
1/6
f [i ] = 1
i
1
1/9
I {1 0}
1/18
10
12
12
check:
i =1
I=3
Pr[I=3] = 2/36 = 1/18
I=2
Pr[I=2] = 1/36
Find the PMF fI[i].

3
f [i ] = 1
i
0
1p
Pr [ I = 0] = 1 p
Pr[I=5] = 4/36 = 1/9
i =1
fI[i]
Pr [ I = 1] = p
S = {true, false}
1/6
fI[i]
I=5
Example:
Mapping, I (
sample space

)=3
. ..
.. .. .....
i
1
Mapping, X(s) = x
Sample space: SI = {1, 2, 3, 4, 5, 6}
s
real number line
f I [i ] = Pr [ I = i ]
fI[i]
1/6
f [i ] = 1
i
1
1/9
I {1 0}
1/18
10
12
12
check:
i =1
I=3
Pr[I=3] = 2/36 = 1/18
I=2
Pr[I=2] = 1/36
Find the PMF fI[i].

3
f [i ] = 1
i
0
1p
Pr [ I = 0] = 1 p
Pr[I=5] = 4/36 = 1/9
i =1
fI[i]
Pr [ I = 1] = p
S = {true, false}
1/6
fI[i]
I=5
Discrete Uniform Random Variable: parameter, N

Example: Binary voltages
fI[i]
+5 V
1/2
I (i = 5 V) = 0
f I [i ] = Pr [ I = i ] =
PMF:
PMF
sample space
1/2
1
N
S I = {0,1}
5 V
fI [i]
i
0
1
1/N
f I [i ] = Pr [ I = i ]
f [i ] = 1
N-2 N-1
Binomial Random Variable: parameters N, p
Consider a sequence of N objects that are equally likely to occur.
Consider a binary sequence of length N; let A be the event of

interest.
Pr [ A] = p
Example: Draw a ticket at a raffle, tickets numbered 0, 1, , 9.

Selection of tickets equally likely. Define I as the ticket number.
Pr AC = 1 p
Define the random variable:
The probability mass function is given by

f I [i ] =
1
10
I = number of times A occurs in the sequence

i = 0,1," ,9
The PMF is given by
PMF
fI[i]
N
N i
f I [i ] = Pr [ I = i ] = p i (1 p )
i
fI [i]
1/10
i
0
Example: Number of errors in a given binary sequence.

7

fI[i]
+5 V
1/2
I (i = 5 V) = 0
f I [i ] = Pr [ I = i ] =
PMF:
PMF
sample space
1/2
1
N
S I = {0,1}
5 V
fI [i]
i
0
1
1/N
f I [i ] = Pr [ I = i ]
f [i ] = 1
N-2 N-1

interest.
Pr [ A] = p

Pr AC = 1 p

f I [i ] =
1
10

i = 0,1," ,9
The PMF is given by
PMF
fI[i]
N
N i
f I [i ] = Pr [ I = i ] = p i (1 p )
i
fI [i]
1/10
i
0

7

fI[i]
+5 V
1/2
I (i = 5 V) = 0
f I [i ] = Pr [ I = i ] =
PMF:
PMF
sample space
1/2
1
N
S I = {0,1}
5 V
fI [i]
i
0
1
1/N
f I [i ] = Pr [ I = i ]
f [i ] = 1
N-2 N-1

interest.
Pr [ A] = p

Pr AC = 1 p

f I [i ] =
1
10

i = 0,1," ,9
The PMF is given by
PMF
fI[i]
N
N i
f I [i ] = Pr [ I = i ] = p i (1 p )
i
fI [i]
1/10
i
0

7

fI[i]
+5 V
1/2
I (i = 5 V) = 0
f I [i ] = Pr [ I = i ] =
PMF:
PMF
sample space
1/2
1
N
S I = {0,1}
5 V
fI [i]
i
0
1
1/N
f I [i ] = Pr [ I = i ]
f [i ] = 1
N-2 N-1

interest.
Pr [ A] = p

Pr AC = 1 p

f I [i ] =
1
10

i = 0,1," ,9
The PMF is given by
PMF
fI[i]
N
N i
f I [i ] = Pr [ I = i ] = p i (1 p )
i
fI [i]
1/10
i
0

7
Binomial Probability Mass Function, fI[i]

Example:
1
2
25 = 32
fI[i]
10/32
I = number of 1s in each arrangement

I in the set {0, 1, 2, 3, 4, 5}
5/32
1/32
0
10
Geometric Random Variable: parameter, p
Example:
Consider a sequence of binary objects (length indefinite).
Consider a binary communication channel with channel error

probability, p = 102. The length of the binary sequence being
transmitted is one hundred (100).
Let A be the event of interest:

Pr [ A] = p
I, the number of errors in n = 100 bits is a Binomial Random

Variable. What is the probability of more than 3 errors?
Pr AC = 1 p
Pr [ I 4] = 1 Pr [ I < 4] = 1 f I [i ]
Define the random variable
i =0
I = length of the sequence until the first occurrence of A or

between two successive occurrences of A.
n
n i
= 1 p i (1 p )
i
i =0
= 1 0.3660 0.3697 0.1849 0.061
3
Example: Waiting for the right bus.
= 0.01837
11
2
3
5
0
5 1 1
5 1 1
1
1
f I [ 2] = Pr [ I = 2] = = 10
Pr [ I = 5] = =
32
5 2 2 32
2 2 2
11110, 11111}
Pr [ 0] =
5 1 1
1
Pr [ I = 3] = 10
32
3 2 2
1
4
4
5 1 1
5 1 1
1
1
f I [1] = Pr [ I = 1] = = 5
Pr [ I = 4] = = 5
332
2
32
1 2 2
4 2 2
S = {00000, 00001, 00010, 00011, 00100, 00101, ,

1
Pr [1] = ,
2
5 1 1
1
f I [ 0] = Pr [ I = 0] = =
0 2 2 32
Consider numbers with 5 binary digits
12

Example:
1
2
25 = 32
fI[i]
10/32

I in the set {0, 1, 2, 3, 4, 5}
5/32
1/32
0
10
Example:


Pr [ A] = p

Pr AC = 1 p
Pr [ I 4] = 1 Pr [ I < 4] = 1 f I [i ]
i =0

n
n i
= 1 p i (1 p )
i
i =0
= 1 0.3660 0.3697 0.1849 0.061
3
= 0.01837
11
2
3
5
0
5 1 1
5 1 1
1
1
f I [ 2] = Pr [ I = 2] = = 10
Pr [ I = 5] = =
32
5 2 2 32
2 2 2
11110, 11111}
Pr [ 0] =
5 1 1
1
Pr [ I = 3] = 10
32
3 2 2
1
4
4
5 1 1
5 1 1
1
1
f I [1] = Pr [ I = 1] = = 5
Pr [ I = 4] = = 5
332
2
32
1 2 2
4 2 2
S = {00000, 00001, 00010, 00011, 00100, 00101, ,

1
Pr [1] = ,
2
5 1 1
1
f I [ 0] = Pr [ I = 0] = =
0 2 2 32
12

Example:
1
2
25 = 32
fI[i]
10/32

I in the set {0, 1, 2, 3, 4, 5}
5/32
1/32
0
10
Example:


Pr [ A] = p

Pr AC = 1 p
Pr [ I 4] = 1 Pr [ I < 4] = 1 f I [i ]
i =0

n
n i
= 1 p i (1 p )
i
i =0
= 1 0.3660 0.3697 0.1849 0.061
3
= 0.01837
11
2
3
5
0
5 1 1
5 1 1
1
1
f I [ 2] = Pr [ I = 2] = = 10
Pr [ I = 5] = =
32
5 2 2 32
2 2 2
11110, 11111}
Pr [ 0] =
5 1 1
1
Pr [ I = 3] = 10
32
3 2 2
1
4
4
5 1 1
5 1 1
1
1
f I [1] = Pr [ I = 1] = = 5
Pr [ I = 4] = = 5
332
2
32
1 2 2
4 2 2
S = {00000, 00001, 00010, 00011, 00100, 00101, ,

1
Pr [1] = ,
2
5 1 1
1
f I [ 0] = Pr [ I = 0] = =
0 2 2 32
12

Example:
1
2
25 = 32
fI[i]
10/32

I in the set {0, 1, 2, 3, 4, 5}
5/32
1/32
0
10
Example:


Pr [ A] = p

Pr AC = 1 p
Pr [ I 4] = 1 Pr [ I < 4] = 1 f I [i ]
i =0

n
n i
= 1 p i (1 p )
i
i =0
= 1 0.3660 0.3697 0.1849 0.061
3
= 0.01837
11
2
3
5
0
5 1 1
5 1 1
1
1
f I [ 2] = Pr [ I = 2] = = 10
Pr [ I = 5] = =
32
5 2 2 32
2 2 2
11110, 11111}
Pr [ 0] =
5 1 1
1
Pr [ I = 3] = 10
32
3 2 2
1
4
4
5 1 1
5 1 1
1
1
f I [1] = Pr [ I = 1] = = 5
Pr [ I = 4] = = 5
332
2
32
1 2 2
4 2 2
S = {00000, 00001, 00010, 00011, 00100, 00101, ,

1
Pr [1] = ,
2
5 1 1
1
f I [ 0] = Pr [ I = 0] = =
0 2 2 32
12
The probability mass function for the geometric random variable:

Type 1: SI = {1, 2, 3, , }
Example:
Consider a binary symmetric communication channel with channel
error probability, p = 102.
f I [i ] = Pr[ I = i ] = (1 p) i 1 p,
i = 1, 2, 3, " ,
The length of the binary sequence being transmitted is very large

(infinite). What is the probability that the first error occurs after
the third transmission?
Check:
f
i =1
i =1
j =0
[i ] = Pr[ I = i ] = p (1 p) i 1 = p (1 p ) j = p
1
=1
1 (1 p )
J, the waiting time to the first error is a Geometric Random

Variable.
Type 0: SI = {0, 1, 2, , }
f I [i ] = Pr[ I = i ] = (1 p) i p,
Pr [ J 3] = (1 p ) p = (1 p ) = ( 0.99 ) = 0.970
i = 0,1, 2, " ,
Check:
j =3
1
f [i ] = p (1 p ) = p 1 (1 p ) = 1
i =0
i =0
13
14
The Poisson Random Variable: parameter,

Consider the occurrence of an event in a certain time period
or in a certain region in space.
f I [i ] = Pr [ I = i ] =
Number of packets arriving at a switch in a computer

network (time).
Number of defects in a semiconductor chip (space).
Check:
16
i!
i =0
I = number of occurrences of the event of interest

i
i!
In many applications, = T, where is the average number of

occurrences per second and T is a time period in seconds.
Example:
15
i =0
i!
e = e
= e e = 1

Type 1: SI = {1, 2, 3, , }
Example:
f I [i ] = Pr[ I = i ] = (1 p) i 1 p,
i = 1, 2, 3, " ,

Check:
f
i =1
i =1
j =0
[i ] = Pr[ I = i ] = p (1 p) i 1 = p (1 p ) j = p
1
=1
1 (1 p )

Variable.
Type 0: SI = {0, 1, 2, , }
f I [i ] = Pr[ I = i ] = (1 p) i p,
Pr [ J 3] = (1 p ) p = (1 p ) = ( 0.99 ) = 0.970
i = 0,1, 2, " ,
Check:
j =3
1
f [i ] = p (1 p ) = p 1 (1 p ) = 1
i =0
i =0
13
14

f I [i ] = Pr [ I = i ] =

network (time).
Check:
16
i!
i =0

i
i!

Example:
15
i =0
i!
e = e
= e e = 1

Type 1: SI = {1, 2, 3, , }
Example:
f I [i ] = Pr[ I = i ] = (1 p) i 1 p,
i = 1, 2, 3, " ,

Check:
f
i =1
i =1
j =0
[i ] = Pr[ I = i ] = p (1 p) i 1 = p (1 p ) j = p
1
=1
1 (1 p )

Variable.
Type 0: SI = {0, 1, 2, , }
f I [i ] = Pr[ I = i ] = (1 p) i p,
Pr [ J 3] = (1 p ) p = (1 p ) = ( 0.99 ) = 0.970
i = 0,1, 2, " ,
Check:
j =3
1
f [i ] = p (1 p ) = p 1 (1 p ) = 1
i =0
i =0
13
14

f I [i ] = Pr [ I = i ] =

network (time).
Check:
16
i!
i =0

i
i!

Example:
15
i =0
i!
e = e
= e e = 1

Type 1: SI = {1, 2, 3, , }
Example:
f I [i ] = Pr[ I = i ] = (1 p) i 1 p,
i = 1, 2, 3, " ,

Check:
f
i =1
i =1
j =0
[i ] = Pr[ I = i ] = p (1 p) i 1 = p (1 p ) j = p
1
=1
1 (1 p )

Variable.
Type 0: SI = {0, 1, 2, , }
f I [i ] = Pr[ I = i ] = (1 p) i p,
Pr [ J 3] = (1 p ) p = (1 p ) = ( 0.99 ) = 0.970
i = 0,1, 2, " ,
Check:
j =3
1
f [i ] = p (1 p ) = p 1 (1 p ) = 1
i =0
i =0
13
14

f I [i ] = Pr [ I = i ] =

network (time).
Check:
16
i!
i =0

i
i!

Example:
15
i =0
i!
e = e
= e e = 1
Cumulative Distribution Function (Discrete)

The cumulative distribution function is defined as
Special Case: [Poisson as an approximation of binomial]
FI [i ] = Pr[ I i ] =
Let N be large and p be small such that Np = for a binomial

random variable.
It can be shown that:
j =
[ j]
PMF
N i
Pr [ I = i ] = p i (1 p ) e
i
i!

CDF
FI[i]
fI[i]
10/32
32/32
31/32
26/32
5/32
16/32
6/32
1/32
1/32
i
0
17
FX ( x ) = Pr[ X x]
FX(x)
1.0
1. 0 FX ( x ) 1
A typical CDF has the form:
FX ( x ) = 1; lim FX ( x ) = 0
2. lim
x
x
FX(x)
1.0
3. Monotonically increasing function:

For any x > 0, FX(x+ x) FX(x)
x
Properties
FX ( x) = Pr[ X x]
19
Cumulative Distribution Function (cdf), FX(x)
Let X be a continuous random variable. Its cumulative distribution

function (CDF) is defined as
18
Cumulative Distribution Function (Continuous)
4. Pr [ a < X b] = FX ( b ) FX ( a )
20

FI [i ] = Pr[ I i ] =

random variable.
j =
[ j]
PMF
N i
Pr [ I = i ] = p i (1 p ) e
i
i!

CDF
FI[i]
fI[i]
10/32
32/32
31/32
26/32
5/32
16/32
6/32
1/32
1/32
i
0
17
FX ( x ) = Pr[ X x]
FX(x)
1.0
1. 0 FX ( x ) 1
FX ( x ) = 1; lim FX ( x ) = 0
2. lim
x
x
FX(x)
1.0

x
Properties
FX ( x) = Pr[ X x]
19

18
4. Pr [ a < X b] = FX ( b ) FX ( a )
20

FI [i ] = Pr[ I i ] =

random variable.
j =
[ j]
PMF
N i
Pr [ I = i ] = p i (1 p ) e
i
i!

CDF
FI[i]
fI[i]
10/32
32/32
31/32
26/32
5/32
16/32
6/32
1/32
1/32
i
0
17
FX ( x ) = Pr[ X x]
FX(x)
1.0
1. 0 FX ( x ) 1
FX ( x ) = 1; lim FX ( x ) = 0
2. lim
x
x
FX(x)
1.0

x
Properties
FX ( x) = Pr[ X x]
19

18
4. Pr [ a < X b] = FX ( b ) FX ( a )
20

FI [i ] = Pr[ I i ] =

random variable.
j =
[ j]
PMF
N i
Pr [ I = i ] = p i (1 p ) e
i
i!

CDF
FI[i]
fI[i]
10/32
32/32
31/32
26/32
5/32
16/32
6/32
1/32
1/32
i
0
17
FX ( x ) = Pr[ X x]
FX(x)
1.0
1. 0 FX ( x ) 1
FX ( x ) = 1; lim FX ( x ) = 0
2. lim
x
x
FX(x)
1.0

x
Properties
FX ( x) = Pr[ X x]
19

18
4. Pr [ a < X b] = FX ( b ) FX ( a )
20
Probability Density Function (pdf), fX(x)

Properties:
FX(x)
fX(x)
1.0
fX(x)
f X ( x) 0
a
f X ( x) =
FX ( x) = Pr[ X x] =
f X ( z ) dz
a +x
Pr[a < X a + x] =
Pr[a < X b] = f X ( x) dx =
a
(x) dx
(x) dx = FX (b) FX (a)
Note that lim Pr[a < X a + x] = 0

x 0
ADC
The PDF and the PMF:

The pmf can approximate the pdf as follows:
f K [k ] = Pr[ K = k ] = Pr[ Lk < X Lk + ] =
For a small positive , we have:
L-4
L-3
23
L-1
0
-1
-2
-3
-4
( x) dx
( x) dx = 1
fK[k]
fX(x)
Lk
Consequently, while fK[k] 1, fX(x) can take values greater than 1;

however, both must satisfy:
3
2
1
L0
Lk +
f K [k ] f X ( x)
At the output, K is the corresponding discrete random variable that

has been quantized to finite values using a quantizer
characterized by:
k
L-2
22
Continuous and Discrete Random Variables

Consider an analog to digital converter (ADC) with a continuous
random variable X as input:
X
f X ( x)dx f X (a) x
21
dFX ( x)
dx
f X ( x)dx = 1
L1
L2
k =
Lk
[k ] = 1
-3 -2 -1 0 1 2
24

Properties:
FX(x)
fX(x)
1.0
fX(x)
f X ( x) 0
a
f X ( x) =
FX ( x) = Pr[ X x] =
f X ( z ) dz
a +x
Pr[a < X a + x] =
Pr[a < X b] = f X ( x) dx =
a
(x) dx

x 0
ADC

f K [k ] = Pr[ K = k ] = Pr[ Lk < X Lk + ] =
L-4
L-3
23
L-1
0
-1
-2
-3
-4
( x) dx
( x) dx = 1
fK[k]
fX(x)
Lk

3
2
1
L0
Lk +
f K [k ] f X ( x)

characterized by:
k
L-2
22

X
21
dFX ( x)
dx
f X ( x)dx = 1
L1
L2
k =
Lk
[k ] = 1
-3 -2 -1 0 1 2
24

Properties:
FX(x)
fX(x)
1.0
fX(x)
f X ( x) 0
a
f X ( x) =
FX ( x) = Pr[ X x] =
f X ( z ) dz
a +x
Pr[a < X a + x] =
Pr[a < X b] = f X ( x) dx =
a
(x) dx

x 0
ADC

f K [k ] = Pr[ K = k ] = Pr[ Lk < X Lk + ] =
L-4
L-3
23
L-1
0
-1
-2
-3
-4
( x) dx
( x) dx = 1
fK[k]
fX(x)
Lk

3
2
1
L0
Lk +
f K [k ] f X ( x)

characterized by:
k
L-2
22

X
21
dFX ( x)
dx
f X ( x)dx = 1
L1
L2
k =
Lk
[k ] = 1
-3 -2 -1 0 1 2
24

Properties:
FX(x)
fX(x)
1.0
fX(x)
f X ( x) 0
a
f X ( x) =
FX ( x) = Pr[ X x] =
f X ( z ) dz
a +x
Pr[a < X a + x] =
Pr[a < X b] = f X ( x) dx =
a
(x) dx

x 0
ADC

f K [k ] = Pr[ K = k ] = Pr[ Lk < X Lk + ] =
L-4
L-3
23
L-1
0
-1
-2
-3
-4
( x) dx
( x) dx = 1
fK[k]
fX(x)
Lk

3
2
1
L0
Lk +
f K [k ] f X ( x)

characterized by:
k
L-2
22

X
21
dFX ( x)
dx
f X ( x)dx = 1
L1
L2
k =
Lk
[k ] = 1
-3 -2 -1 0 1 2
24
Some Continuous Random Variables

Example: Let a = 0, b = 10. Find Pr[2 < X 6].
Uniform Random Variable: parameters a, b

Probability density function:
1
, a xb
f X ( x) = b a
0,
otherwise
fX(x)
fX(x)
0 2
f X ( z ) dz =
1
dz
ba
x<a
0,
x a
FX ( x ) =
, a x<b
b a
xb
1,
FX(x)
f X ( x ) dx = e
Example:
In a printer queue, the waiting time is an exponential r.v.
X = waiting time
f X ( x ) = e x
ex
dx = 1
fX(x)
ex
2T
FX ( x ) = Pr [ X x ] =
= e u du = e T e2 T
(b) Pr[T < X 2T ] = FX (2T ) FX (T )
f X ( z ) dz = e z dz = e z = 1 e x
= 1 e 2 T 1 + e T
FX(x)
x<0
=e
1
Let = .
T
1ex
x0
x
2 T
28
FX(x)
1ex
Pr [T < X 2T ] = e 1 e2 0.233
Observe that : Pr[ X > x] = 1 Pr[ X x] = e x

27
x0
(a) Pr [T < X 2T ]
Cumulative distribution function:
0
FX ( x ) =
x
1 e
1
4
dx =
10
10
26
x0
fX(x)
x<0
Pr [ 2 < X 6] = FX ( 6 ) FX ( 2 ) = 0.6 0.2 = 0.4
Exponential Random Variable: parameter

0
f X ( x ) = x
e
10
Alternatively,
25
Pr [ 2 < X 6] = f X ( x ) dx =
f X ( x) dx = 1
FX ( x) = Pr[ X x] =
FX(x)
1/10
1/(ba)


1
, a xb
f X ( x) = b a
0,
otherwise
fX(x)
fX(x)
0 2
f X ( z ) dz =
1
dz
ba
x<a
0,
x a
FX ( x ) =
, a x<b
b a
xb
1,
FX(x)
f X ( x ) dx = e
Example:
X = waiting time
f X ( x ) = e x
ex
dx = 1
fX(x)
ex
2T
FX ( x ) = Pr [ X x ] =
= e u du = e T e2 T
(b) Pr[T < X 2T ] = FX (2T ) FX (T )
f X ( z ) dz = e z dz = e z = 1 e x
= 1 e 2 T 1 + e T
FX(x)
x<0
=e
1
Let = .
T
1ex
x0
x
2 T
28
FX(x)
1ex
Pr [T < X 2T ] = e 1 e2 0.233

27
x0
(a) Pr [T < X 2T ]
0
FX ( x ) =
x
1 e
1
4
dx =
10
10
26
x0
fX(x)
x<0
Pr [ 2 < X 6] = FX ( 6 ) FX ( 2 ) = 0.6 0.2 = 0.4

0
f X ( x ) = x
e
10
Alternatively,
25
Pr [ 2 < X 6] = f X ( x ) dx =
f X ( x) dx = 1
FX ( x) = Pr[ X x] =
FX(x)
1/10
1/(ba)


1
, a xb
f X ( x) = b a
0,
otherwise
fX(x)
fX(x)
0 2
f X ( z ) dz =
1
dz
ba
x<a
0,
x a
FX ( x ) =
, a x<b
b a
xb
1,
FX(x)
f X ( x ) dx = e
Example:
X = waiting time
f X ( x ) = e x
ex
dx = 1
fX(x)
ex
2T
FX ( x ) = Pr [ X x ] =
= e u du = e T e2 T
(b) Pr[T < X 2T ] = FX (2T ) FX (T )
f X ( z ) dz = e z dz = e z = 1 e x
= 1 e 2 T 1 + e T
FX(x)
x<0
=e
1
Let = .
T
1ex
x0
x
2 T
28
FX(x)
1ex
Pr [T < X 2T ] = e 1 e2 0.233

27
x0
(a) Pr [T < X 2T ]
0
FX ( x ) =
x
1 e
1
4
dx =
10
10
26
x0
fX(x)
x<0
Pr [ 2 < X 6] = FX ( 6 ) FX ( 2 ) = 0.6 0.2 = 0.4

0
f X ( x ) = x
e
10
Alternatively,
25
Pr [ 2 < X 6] = f X ( x ) dx =
f X ( x) dx = 1
FX ( x) = Pr[ X x] =
FX(x)
1/10
1/(ba)


1
, a xb
f X ( x) = b a
0,
otherwise
fX(x)
fX(x)
0 2
f X ( z ) dz =
1
dz
ba
x<a
0,
x a
FX ( x ) =
, a x<b
b a
xb
1,
FX(x)
f X ( x ) dx = e
Example:
X = waiting time
f X ( x ) = e x
ex
dx = 1
fX(x)
ex
2T
FX ( x ) = Pr [ X x ] =
= e u du = e T e2 T
(b) Pr[T < X 2T ] = FX (2T ) FX (T )
f X ( z ) dz = e z dz = e z = 1 e x
= 1 e 2 T 1 + e T
FX(x)
x<0
=e
1
Let = .
T
1ex
x0
x
2 T
28
FX(x)
1ex
Pr [T < X 2T ] = e 1 e2 0.233

27
x0
(a) Pr [T < X 2T ]
0
FX ( x ) =
x
1 e
1
4
dx =
10
10
26
x0
fX(x)
x<0
Pr [ 2 < X 6] = FX ( 6 ) FX ( 2 ) = 0.6 0.2 = 0.4

0
f X ( x ) = x
e
10
Alternatively,
25
Pr [ 2 < X 6] = f X ( x ) dx =
f X ( x) dx = 1
FX ( x) = Pr[ X x] =
FX(x)
1/10
1/(ba)
The Memoryless Property

Gaussian Random Variable: parameters m,
Given that a system has been operational at time t sec, the

probability that it operates an additional h sec is same as the
probability that it operates h sec to begin with.
f X ( x) =
Applications in queuing theory; communication and computer

networks
Pr { X > t + h} { X > t}
Pr X > t + h X > t =
Pr { X > t}
(t +h)
e t
Pr { X > t + h}
( x m )2
22
< x <
fX(x)
1
2
Pr { X > t}
0.607
2
= e h = Pr [ X > h ]
x
m m
29
m+
30
Evaluating Probabilities for Gaussian Random Variables

FX ( x ) = Pr [ X x ] =
1
=
2
Relations:
xm
xm
FX ( x ) = Pr [ X x ] =
= 1 Q
f X ( z ) dz
where
( z m )2
2 2
dz
( y) =
z2
2
Q ( y) = 1 ( y) =
dz
( y) = Q ( y)
1
0.841
1
2
z2
2
dz
Q (z) = 1 Q ( z)
These functions are tabulated.
0.500
Approximation: when y 2, the Q function can be written as
0.159
x
m m
31
Due to symmetry of the Gaussian density:
FX(x)
0.682
1
2
Q( y) =
m+
32
1
2
e z
/2
dz
2
1
e y / 2
2 y


f X ( x) =

networks
Pr { X > t + h} { X > t}
Pr X > t + h X > t =
Pr { X > t}
(t +h)
e t
Pr { X > t + h}
( x m )2
22
< x <
fX(x)
1
2
Pr { X > t}
0.607
2
= e h = Pr [ X > h ]
x
m m
29
m+
30

FX ( x ) = Pr [ X x ] =
1
=
2
Relations:
xm
xm
FX ( x ) = Pr [ X x ] =
= 1 Q
f X ( z ) dz
where
( z m )2
2 2
dz
( y) =
z2
2
Q ( y) = 1 ( y) =
dz
( y) = Q ( y)
1
0.841
1
2
z2
2
dz
Q (z) = 1 Q ( z)
0.500
0.159
x
m m
31
FX(x)
0.682
1
2
Q( y) =
m+
32
1
2
e z
/2
dz
2
1
e y / 2
2 y


f X ( x) =

networks
Pr { X > t + h} { X > t}
Pr X > t + h X > t =
Pr { X > t}
(t +h)
e t
Pr { X > t + h}
( x m )2
22
< x <
fX(x)
1
2
Pr { X > t}
0.607
2
= e h = Pr [ X > h ]
x
m m
29
m+
30

FX ( x ) = Pr [ X x ] =
1
=
2
Relations:
xm
xm
FX ( x ) = Pr [ X x ] =
= 1 Q
f X ( z ) dz
where
( z m )2
2 2
dz
( y) =
z2
2
Q ( y) = 1 ( y) =
dz
( y) = Q ( y)
1
0.841
1
2
z2
2
dz
Q (z) = 1 Q ( z)
0.500
0.159
x
m m
31
FX(x)
0.682
1
2
Q( y) =
m+
32
1
2
e z
/2
dz
2
1
e y / 2
2 y


f X ( x) =

networks
Pr { X > t + h} { X > t}
Pr X > t + h X > t =
Pr { X > t}
(t +h)
e t
Pr { X > t + h}
( x m )2
22
< x <
fX(x)
1
2
Pr { X > t}
0.607
2
= e h = Pr [ X > h ]
x
m m
29
m+
30

FX ( x ) = Pr [ X x ] =
1
=
2
Relations:
xm
xm
FX ( x ) = Pr [ X x ] =
= 1 Q
f X ( z ) dz
where
( z m )2
2 2
dz
( y) =
z2
2
Q ( y) = 1 ( y) =
dz
( y) = Q ( y)
1
0.841
1
2
z2
2
dz
Q (z) = 1 Q ( z)
0.500
0.159
x
m m
31
FX(x)
0.682
1
2
Q( y) =
m+
32
1
2
e z
/2
dz
2
1
e y / 2
2 y
Tables
x
0.00
0.02
0.04
0.06
0.08
0.10
0.12
0.14
0.16
0.18
0.20
0.22
0.24
0.26
0.28
0.30
0.32
0.34
0.36
0.38
0.40
0.42
0.44
0.46
0.48
0.50
0.52
0.54
0.56
0.58
0.60
0.62
0.64
0.66
0.68
0.70
0.72
0.74
0.76
0.78
0.80
0.82
0.84
0.86
0.88
0.90
0.92
0.94
0.96
0.98
Q (x )
5.0000E-01
4.9202E-01
4.8405E-01
4.7608E-01
4.6812E-01
4.6017E-01
4.5224E-01
4.4433E-01
4.3644E-01
4.2858E-01
4.2074E-01
4.1294E-01
4.0517E-01
3.9743E-01
3.8974E-01
3.8209E-01
3.7448E-01
3.6693E-01
3.5942E-01
3.5197E-01
3.4458E-01
3.3724E-01
3.2997E-01
3.2276E-01
3.1561E-01
3.0854E-01
3.0153E-01
2.9460E-01
2.8774E-01
2.8096E-01
2.7425E-01
2.6763E-01
2.6109E-01
2.5463E-01
2.4825E-01
2.4196E-01
2.3576E-01
2.2965E-01
2.2363E-01
2.1770E-01
2.1186E-01
2.0611E-01
2.0045E-01
1.9489E-01
1.8943E-01
1.8406E-01
1.7879E-01
1.7361E-01
1.6853E-01
1.6354E-01
x
1.00
1.02
1.04
1.06
1.08
1.10
1.12
1.14
1.16
1.18
1.20
1.22
1.24
1.26
1.28
1.30
1.32
1.34
1.36
1.38
1.40
1.42
1.44
1.46
1.48
1.50
1.52
1.54
1.56
1.58
1.60
1.62
1.64
1.66
1.68
1.70
1.72
1.74
1.76
1.78
1.80
1.82
1.84
1.86
1.88
1.90
1.92
1.94
1.96
1.98
Table of Q function values

Q (x )
x
Q (x )
1.5866E-01
2.00 2.2750E-02
1.5386E-01
2.05 2.0182E-02
1.4917E-01
2.10 1.7864E-02
1.4457E-01
2.15 1.5778E-02
1.4007E-01
2.20 1.3903E-02
1.3567E-01
2.25 1.2224E-02
1.3136E-01
2.30 1.0724E-02
1.2714E-01
2.35 9.3867E-03
1.2302E-01
2.40 8.1975E-03
1.1900E-01
2.45 7.1428E-03
1.1507E-01
2.50 6.2097E-03
1.1123E-01
2.55 5.3861E-03
1.0749E-01
2.60 4.6612E-03
1.0383E-01
2.65 4.0246E-03
1.0027E-01
2.70 3.4670E-03
9.6800E-02
2.75 2.9798E-03
9.3418E-02
2.80 2.5551E-03
9.0123E-02
2.85 2.1860E-03
8.6915E-02
2.90 1.8658E-03
8.3793E-02
2.95 1.5889E-03
8.0757E-02
3.00 1.3499E-03
7.7804E-02
3.05 1.1442E-03
7.4934E-02
3.10 9.6760E-04
7.2145E-02
3.15 8.1635E-04
6.9437E-02
3.20 6.8714E-04
6.6807E-02
3.25 5.7703E-04
6.4255E-02
3.30 4.8342E-04
6.1780E-02
3.35 4.0406E-04
5.9380E-02
3.40 3.3693E-04
5.7053E-02
3.45 2.8029E-04
5.4799E-02
3.50 2.3263E-04
5.2616E-02
3.55 1.9262E-04
5.0503E-02
3.60 1.5911E-04
4.8457E-02
3.65 1.3112E-04
4.6479E-02
3.70 1.0780E-04
4.4565E-02
3.75 8.8417E-05
4.2716E-02
3.80 7.2348E-05
4.0930E-02
3.85 5.9059E-05
3.9204E-02
3.90 4.8096E-05
3.7538E-02
3.95 3.9076E-05
3.5930E-02
4.00 3.1671E-05
3.4380E-02
4.10 2.0658E-05
3.2884E-02
4.20 1.3346E-05
3.1443E-02
4.30 8.5399E-06
3.0054E-02
4.40 5.4125E-06
2.8717E-02
4.50 3.3977E-06
2.7429E-02
4.60 2.1125E-06
2.6190E-02
4.70 1.3008E-06
2.4998E-02
4.80 7.9333E-07
2.3852E-02
4.90 4.7918E-07
x
5.00
5.10
5.20
5.30
5.40
5.50
5.60
5.70
5.80
5.90
6.00
6.10
6.20
6.30
6.40
6.50
6.60
6.70
6.80
6.90
7.00
7.10
7.20
7.30
7.40
7.50
7.60
7.70
7.80
7.90
8.00
8.10
8.20
8.30
8.40
8.50
8.60
8.70
8.80
8.90
9.00
9.10
9.20
9.30
9.40
9.50
9.60
9.70
9.80
9.90
Q (x )
2.8665E-07
1.6983E-07
9.9644E-08
5.7901E-08
3.3320E-08
1.8990E-08
1.0718E-08
5.9904E-09
3.3157E-09
1.8175E-09
9.8659E-10
5.3034E-10
2.8232E-10
1.4882E-10
7.7688E-11
4.0160E-11
2.0558E-11
1.0421E-11
5.2310E-12
2.6001E-12
1.2798E-12
6.2378E-13
3.0106E-13
1.4388E-13
6.8092E-14
3.1909E-14
1.4807E-14
6.8033E-15
3.0954E-15
1.3945E-15
6.2210E-16
2.7480E-16
1.2019E-16
5.2056E-17
2.2324E-17
9.4795E-18
3.9858E-18
1.6594E-18
6.8408E-19
2.7923E-19
1.1286E-19
4.5166E-20
1.7897E-20
7.0223E-21
2.7282E-21
1.0495E-21
3.9972E-22
1.5075E-22
5.6293E-23
2.0814E-23
l
1
2
3
4
5
6
x = Q 1 (10l )
1.2816
2.3263
3.0902
3.7190
4.2649
4.7534
x
0.00
0.01
0.02
0.03
0.04
0.05
0.06
0.07
0.08
0.09
0.10
0.11
0.12
0.13
0.14
0.15
0.16
0.17
0.18
0.19
0.20
0.21
0.22
0.23
0.24
0.25
0.26
0.27
0.28
0.29
0.30
0.31
0.32
0.33
0.34
0.35
0.36
0.37
0.38
0.39
erf(x )
0.00000
0.01128
0.02257
0.03384
0.04511
0.05637
0.06762
0.07886
0.09008
0.10128
0.11246
0.12362
0.13476
0.14587
0.15695
0.16800
0.17901
0.18999
0.20094
0.21184
0.22270
0.23352
0.24430
0.25502
0.26570
0.27633
0.28690
0.29742
0.30788
0.31828
0.32863
0.33891
0.34913
0.35928
0.36936
0.37938
0.38933
0.39921
0.40901
0.41874
Table of inverse Q function values

l
x = Q 1 (10l )
l x = Q 1 (10l )
7
5.1993
13
7.3488
8
5.6120
14
7.6506
9
5.9978
15
7.9413
10
6.3613
16
8.2221
11
6.7060
17
8.4938
12
7.0345
18
8.7573
l
19
20
21
22
23
24
x = Q 1 (10l )
9.0133
9.2623
9.5050
9.7418
9.9730
10.1990
Table of error function values

x
erf(x )
erf(x )
0.42839
0.80
0.74210
0.43797
0.81
0.74800
0.44747
0.82
0.75381
0.45689
0.83
0.75952
0.46623
0.84
0.76514
0.47548
0.85
0.77067
0.48466
0.86
0.77610
0.49375
0.87
0.78144
0.50275
0.88
0.78669
0.51167
0.89
0.79184
0.52050
0.90
0.79691
0.52924
0.91
0.80188
0.53790
0.92
0.80677
0.54646
0.93
0.81156
0.55494
0.94
0.81627
0.56332
0.95
0.82089
0.57162
0.96
0.82542
0.57982
0.97
0.82987
0.58792
0.98
0.83423
0.59594
0.99
0.83851
0.60386
1.00
0.84270
0.61168
1.01
0.84681
0.61941
1.02
0.85084
0.62705
1.03
0.85478
0.63459
1.04
0.85865
0.64203
1.05
0.86244
0.64938
1.06
0.86614
0.65663
1.07
0.86977
0.66378
1.08
0.87333
0.67084
1.09
0.87680
0.67780
1.10
0.88021
0.68467
1.11
0.88353
0.69143
1.12
0.88679
0.69810
1.13
0.88997
0.70468
1.14
0.89308
0.71116
1.15
0.89612
0.71754
1.16
0.89910
0.72382
1.17
0.90200
0.73001
1.18
0.90484
0.73610
1.19
0.90761
x
1.20
1.21
1.22
1.23
1.24
1.25
1.30
1.35
1.40
1.45
1.50
1.55
1.60
1.65
1.70
1.75
1.80
1.85
1.90
1.95
2.00
2.05
2.10
2.15
2.20
2.25
2.30
2.35
2.40
2.45
2.50
2.55
2.60
2.65
2.70
2.75
2.80
2.85
2.90
2.95
erf(x )
0.91031
0.91296
0.91553
0.91805
0.92051
0.92290
0.93401
0.94376
0.95229
0.95970
0.96611
0.97162
0.97635
0.98038
0.98379
0.98667
0.98909
0.99111
0.99279
0.99418
0.99532
0.99626
0.99702
0.99764
0.99814
0.99854
0.99886
0.99911
0.99931
0.99947
0.99959
0.99969
0.99976
0.99982
0.99987
0.99990
0.99992
0.99994
0.99996
0.99997
x
0.40
0.41
0.42
0.43
0.44
0.45
0.46
0.47
0.48
0.49
0.50
0.51
0.52
0.53
0.54
0.55
0.56
0.57
0.58
0.59
0.60
0.61
0.62
0.63
0.64
0.65
0.66
0.67
0.68
0.69
0.70
0.71
0.72
0.73
0.74
0.75
0.76
0.77
0.78
0.79
33
Example:
A random variable X is Gaussian with a mean value of m and a
standard deviation of .
a) Find Pr [ m 2 < X m + 2 ].
Pr [ m 2 < X m + 2 ] = 1 Pr [ X m 2 ] Pr [ X > m + 2 ]
m + 2 m
= 1 2 Pr [ X > m + 2 ] = 1 2Q
2
= 1 2Q ( 2 ) = 1 4.56 10 = 0.9544
b) Given that mean m = 5 and variance 2 = 64, determine the

probability Pr[m < X m + ].
Since m = 5 and = 8, we need to determine:
Pr [ 3 < X 13] = 1 Pr [ X 3] Pr [ X > 13] = 1 2 Pr [ X > 13]
13 5
= 1 2Q
= 1 2Q (1) = 1 2 0.159 = 0.682
8
34
Example:
Comm.
System
Y = V + N
(b) Find V such that Pr[Y 0] = 106
= 102
N is a Gaussian r.v.
mN = 0
= 2
Pr [Y 0] = Pr [V + N 0] = Pr [ N V ] = 106
V
V
6
=
= Q
= 10
N
N
(a) Given that V = 500, find Pr[Y 0].

Pr [Y 0] = Pr [V + N 0] = Pr [ N 5]
From the inverse Q-function table:

V
Q
N
5
=
= ( 2.5 ) = Q ( 2.5)
N
From the Q-function table:
V = 950.70
Q ( 2.5 ) = 6.21103
35
V 102 V
6
=
= 4.7535
= 10
2
N
36
Tables
x
0.00
0.02
0.04
0.06
0.08
0.10
0.12
0.14
0.16
0.18
0.20
0.22
0.24
0.26
0.28
0.30
0.32
0.34
0.36
0.38
0.40
0.42
0.44
0.46
0.48
0.50
0.52
0.54
0.56
0.58
0.60
0.62
0.64
0.66
0.68
0.70
0.72
0.74
0.76
0.78
0.80
0.82
0.84
0.86
0.88
0.90
0.92
0.94
0.96
0.98
Q (x )
5.0000E-01
4.9202E-01
4.8405E-01
4.7608E-01
4.6812E-01
4.6017E-01
4.5224E-01
4.4433E-01
4.3644E-01
4.2858E-01
4.2074E-01
4.1294E-01
4.0517E-01
3.9743E-01
3.8974E-01
3.8209E-01
3.7448E-01
3.6693E-01
3.5942E-01
3.5197E-01
3.4458E-01
3.3724E-01
3.2997E-01
3.2276E-01
3.1561E-01
3.0854E-01
3.0153E-01
2.9460E-01
2.8774E-01
2.8096E-01
2.7425E-01
2.6763E-01
2.6109E-01
2.5463E-01
2.4825E-01
2.4196E-01
2.3576E-01
2.2965E-01
2.2363E-01
2.1770E-01
2.1186E-01
2.0611E-01
2.0045E-01
1.9489E-01
1.8943E-01
1.8406E-01
1.7879E-01
1.7361E-01
1.6853E-01
1.6354E-01
x
1.00
1.02
1.04
1.06
1.08
1.10
1.12
1.14
1.16
1.18
1.20
1.22
1.24
1.26
1.28
1.30
1.32
1.34
1.36
1.38
1.40
1.42
1.44
1.46
1.48
1.50
1.52
1.54
1.56
1.58
1.60
1.62
1.64
1.66
1.68
1.70
1.72
1.74
1.76
1.78
1.80
1.82
1.84
1.86
1.88
1.90
1.92
1.94
1.96
1.98

Q (x )
x
Q (x )
1.5866E-01
2.00 2.2750E-02
1.5386E-01
2.05 2.0182E-02
1.4917E-01
2.10 1.7864E-02
1.4457E-01
2.15 1.5778E-02
1.4007E-01
2.20 1.3903E-02
1.3567E-01
2.25 1.2224E-02
1.3136E-01
2.30 1.0724E-02
1.2714E-01
2.35 9.3867E-03
1.2302E-01
2.40 8.1975E-03
1.1900E-01
2.45 7.1428E-03
1.1507E-01
2.50 6.2097E-03
1.1123E-01
2.55 5.3861E-03
1.0749E-01
2.60 4.6612E-03
1.0383E-01
2.65 4.0246E-03
1.0027E-01
2.70 3.4670E-03
9.6800E-02
2.75 2.9798E-03
9.3418E-02
2.80 2.5551E-03
9.0123E-02
2.85 2.1860E-03
8.6915E-02
2.90 1.8658E-03
8.3793E-02
2.95 1.5889E-03
8.0757E-02
3.00 1.3499E-03
7.7804E-02
3.05 1.1442E-03
7.4934E-02
3.10 9.6760E-04
7.2145E-02
3.15 8.1635E-04
6.9437E-02
3.20 6.8714E-04
6.6807E-02
3.25 5.7703E-04
6.4255E-02
3.30 4.8342E-04
6.1780E-02
3.35 4.0406E-04
5.9380E-02
3.40 3.3693E-04
5.7053E-02
3.45 2.8029E-04
5.4799E-02
3.50 2.3263E-04
5.2616E-02
3.55 1.9262E-04
5.0503E-02
3.60 1.5911E-04
4.8457E-02
3.65 1.3112E-04
4.6479E-02
3.70 1.0780E-04
4.4565E-02
3.75 8.8417E-05
4.2716E-02
3.80 7.2348E-05
4.0930E-02
3.85 5.9059E-05
3.9204E-02
3.90 4.8096E-05
3.7538E-02
3.95 3.9076E-05
3.5930E-02
4.00 3.1671E-05
3.4380E-02
4.10 2.0658E-05
3.2884E-02
4.20 1.3346E-05
3.1443E-02
4.30 8.5399E-06
3.0054E-02
4.40 5.4125E-06
2.8717E-02
4.50 3.3977E-06
2.7429E-02
4.60 2.1125E-06
2.6190E-02
4.70 1.3008E-06
2.4998E-02
4.80 7.9333E-07
2.3852E-02
4.90 4.7918E-07
x
5.00
5.10
5.20
5.30
5.40
5.50
5.60
5.70
5.80
5.90
6.00
6.10
6.20
6.30
6.40
6.50
6.60
6.70
6.80
6.90
7.00
7.10
7.20
7.30
7.40
7.50
7.60
7.70
7.80
7.90
8.00
8.10
8.20
8.30
8.40
8.50
8.60
8.70
8.80
8.90
9.00
9.10
9.20
9.30
9.40
9.50
9.60
9.70
9.80
9.90
Q (x )
2.8665E-07
1.6983E-07
9.9644E-08
5.7901E-08
3.3320E-08
1.8990E-08
1.0718E-08
5.9904E-09
3.3157E-09
1.8175E-09
9.8659E-10
5.3034E-10
2.8232E-10
1.4882E-10
7.7688E-11
4.0160E-11
2.0558E-11
1.0421E-11
5.2310E-12
2.6001E-12
1.2798E-12
6.2378E-13
3.0106E-13
1.4388E-13
6.8092E-14
3.1909E-14
1.4807E-14
6.8033E-15
3.0954E-15
1.3945E-15
6.2210E-16
2.7480E-16
1.2019E-16
5.2056E-17
2.2324E-17
9.4795E-18
3.9858E-18
1.6594E-18
6.8408E-19
2.7923E-19
1.1286E-19
4.5166E-20
1.7897E-20
7.0223E-21
2.7282E-21
1.0495E-21
3.9972E-22
1.5075E-22
5.6293E-23
2.0814E-23
l
1
2
3
4
5
6
x = Q 1 (10l )
1.2816
2.3263
3.0902
3.7190
4.2649
4.7534
x
0.00
0.01
0.02
0.03
0.04
0.05
0.06
0.07
0.08
0.09
0.10
0.11
0.12
0.13
0.14
0.15
0.16
0.17
0.18
0.19
0.20
0.21
0.22
0.23
0.24
0.25
0.26
0.27
0.28
0.29
0.30
0.31
0.32
0.33
0.34
0.35
0.36
0.37
0.38
0.39
erf(x )
0.00000
0.01128
0.02257
0.03384
0.04511
0.05637
0.06762
0.07886
0.09008
0.10128
0.11246
0.12362
0.13476
0.14587
0.15695
0.16800
0.17901
0.18999
0.20094
0.21184
0.22270
0.23352
0.24430
0.25502
0.26570
0.27633
0.28690
0.29742
0.30788
0.31828
0.32863
0.33891
0.34913
0.35928
0.36936
0.37938
0.38933
0.39921
0.40901
0.41874

l
x = Q 1 (10l )
l x = Q 1 (10l )
7
5.1993
13
7.3488
8
5.6120
14
7.6506
9
5.9978
15
7.9413
10
6.3613
16
8.2221
11
6.7060
17
8.4938
12
7.0345
18
8.7573
l
19
20
21
22
23
24
x = Q 1 (10l )
9.0133
9.2623
9.5050
9.7418
9.9730
10.1990

x
erf(x )
erf(x )
0.42839
0.80
0.74210
0.43797
0.81
0.74800
0.44747
0.82
0.75381
0.45689
0.83
0.75952
0.46623
0.84
0.76514
0.47548
0.85
0.77067
0.48466
0.86
0.77610
0.49375
0.87
0.78144
0.50275
0.88
0.78669
0.51167
0.89
0.79184
0.52050
0.90
0.79691
0.52924
0.91
0.80188
0.53790
0.92
0.80677
0.54646
0.93
0.81156
0.55494
0.94
0.81627
0.56332
0.95
0.82089
0.57162
0.96
0.82542
0.57982
0.97
0.82987
0.58792
0.98
0.83423
0.59594
0.99
0.83851
0.60386
1.00
0.84270
0.61168
1.01
0.84681
0.61941
1.02
0.85084
0.62705
1.03
0.85478
0.63459
1.04
0.85865
0.64203
1.05
0.86244
0.64938
1.06
0.86614
0.65663
1.07
0.86977
0.66378
1.08
0.87333
0.67084
1.09
0.87680
0.67780
1.10
0.88021
0.68467
1.11
0.88353
0.69143
1.12
0.88679
0.69810
1.13
0.88997
0.70468
1.14
0.89308
0.71116
1.15
0.89612
0.71754
1.16
0.89910
0.72382
1.17
0.90200
0.73001
1.18
0.90484
0.73610
1.19
0.90761
x
1.20
1.21
1.22
1.23
1.24
1.25
1.30
1.35
1.40
1.45
1.50
1.55
1.60
1.65
1.70
1.75
1.80
1.85
1.90
1.95
2.00
2.05
2.10
2.15
2.20
2.25
2.30
2.35
2.40
2.45
2.50
2.55
2.60
2.65
2.70
2.75
2.80
2.85
2.90
2.95
erf(x )
0.91031
0.91296
0.91553
0.91805
0.92051
0.92290
0.93401
0.94376
0.95229
0.95970
0.96611
0.97162
0.97635
0.98038
0.98379
0.98667
0.98909
0.99111
0.99279
0.99418
0.99532
0.99626
0.99702
0.99764
0.99814
0.99854
0.99886
0.99911
0.99931
0.99947
0.99959
0.99969
0.99976
0.99982
0.99987
0.99990
0.99992
0.99994
0.99996
0.99997
x
0.40
0.41
0.42
0.43
0.44
0.45
0.46
0.47
0.48
0.49
0.50
0.51
0.52
0.53
0.54
0.55
0.56
0.57
0.58
0.59
0.60
0.61
0.62
0.63
0.64
0.65
0.66
0.67
0.68
0.69
0.70
0.71
0.72
0.73
0.74
0.75
0.76
0.77
0.78
0.79
33
Example:
a) Find Pr [ m 2 < X m + 2 ].
Pr [ m 2 < X m + 2 ] = 1 Pr [ X m 2 ] Pr [ X > m + 2 ]
m + 2 m
= 1 2 Pr [ X > m + 2 ] = 1 2Q
2
= 1 2Q ( 2 ) = 1 4.56 10 = 0.9544

Pr [ 3 < X 13] = 1 Pr [ X 3] Pr [ X > 13] = 1 2 Pr [ X > 13]
13 5
= 1 2Q
= 1 2Q (1) = 1 2 0.159 = 0.682
8
34
Example:
Comm.
System
Y = V + N
= 102
mN = 0
= 2
Pr [Y 0] = Pr [V + N 0] = Pr [ N V ] = 106
V
V
6
=
= Q
= 10
N
N

Pr [Y 0] = Pr [V + N 0] = Pr [ N 5]

V
Q
N
5
=
= ( 2.5 ) = Q ( 2.5)
N
V = 950.70
Q ( 2.5 ) = 6.21103
35
V 102 V
6
=
= 4.7535
= 10
2
N
36
Tables
x
0.00
0.02
0.04
0.06
0.08
0.10
0.12
0.14
0.16
0.18
0.20
0.22
0.24
0.26
0.28
0.30
0.32
0.34
0.36
0.38
0.40
0.42
0.44
0.46
0.48
0.50
0.52
0.54
0.56
0.58
0.60
0.62
0.64
0.66
0.68
0.70
0.72
0.74
0.76
0.78
0.80
0.82
0.84
0.86
0.88
0.90
0.92
0.94
0.96
0.98
Q (x )
5.0000E-01
4.9202E-01
4.8405E-01
4.7608E-01
4.6812E-01
4.6017E-01
4.5224E-01
4.4433E-01
4.3644E-01
4.2858E-01
4.2074E-01
4.1294E-01
4.0517E-01
3.9743E-01
3.8974E-01
3.8209E-01
3.7448E-01
3.6693E-01
3.5942E-01
3.5197E-01
3.4458E-01
3.3724E-01
3.2997E-01
3.2276E-01
3.1561E-01
3.0854E-01
3.0153E-01
2.9460E-01
2.8774E-01
2.8096E-01
2.7425E-01
2.6763E-01
2.6109E-01
2.5463E-01
2.4825E-01
2.4196E-01
2.3576E-01
2.2965E-01
2.2363E-01
2.1770E-01
2.1186E-01
2.0611E-01
2.0045E-01
1.9489E-01
1.8943E-01
1.8406E-01
1.7879E-01
1.7361E-01
1.6853E-01
1.6354E-01
x
1.00
1.02
1.04
1.06
1.08
1.10
1.12
1.14
1.16
1.18
1.20
1.22
1.24
1.26
1.28
1.30
1.32
1.34
1.36
1.38
1.40
1.42
1.44
1.46
1.48
1.50
1.52
1.54
1.56
1.58
1.60
1.62
1.64
1.66
1.68
1.70
1.72
1.74
1.76
1.78
1.80
1.82
1.84
1.86
1.88
1.90
1.92
1.94
1.96
1.98

Q (x )
x
Q (x )
1.5866E-01
2.00 2.2750E-02
1.5386E-01
2.05 2.0182E-02
1.4917E-01
2.10 1.7864E-02
1.4457E-01
2.15 1.5778E-02
1.4007E-01
2.20 1.3903E-02
1.3567E-01
2.25 1.2224E-02
1.3136E-01
2.30 1.0724E-02
1.2714E-01
2.35 9.3867E-03
1.2302E-01
2.40 8.1975E-03
1.1900E-01
2.45 7.1428E-03
1.1507E-01
2.50 6.2097E-03
1.1123E-01
2.55 5.3861E-03
1.0749E-01
2.60 4.6612E-03
1.0383E-01
2.65 4.0246E-03
1.0027E-01
2.70 3.4670E-03
9.6800E-02
2.75 2.9798E-03
9.3418E-02
2.80 2.5551E-03
9.0123E-02
2.85 2.1860E-03
8.6915E-02
2.90 1.8658E-03
8.3793E-02
2.95 1.5889E-03
8.0757E-02
3.00 1.3499E-03
7.7804E-02
3.05 1.1442E-03
7.4934E-02
3.10 9.6760E-04
7.2145E-02
3.15 8.1635E-04
6.9437E-02
3.20 6.8714E-04
6.6807E-02
3.25 5.7703E-04
6.4255E-02
3.30 4.8342E-04
6.1780E-02
3.35 4.0406E-04
5.9380E-02
3.40 3.3693E-04
5.7053E-02
3.45 2.8029E-04
5.4799E-02
3.50 2.3263E-04
5.2616E-02
3.55 1.9262E-04
5.0503E-02
3.60 1.5911E-04
4.8457E-02
3.65 1.3112E-04
4.6479E-02
3.70 1.0780E-04
4.4565E-02
3.75 8.8417E-05
4.2716E-02
3.80 7.2348E-05
4.0930E-02
3.85 5.9059E-05
3.9204E-02
3.90 4.8096E-05
3.7538E-02
3.95 3.9076E-05
3.5930E-02
4.00 3.1671E-05
3.4380E-02
4.10 2.0658E-05
3.2884E-02
4.20 1.3346E-05
3.1443E-02
4.30 8.5399E-06
3.0054E-02
4.40 5.4125E-06
2.8717E-02
4.50 3.3977E-06
2.7429E-02
4.60 2.1125E-06
2.6190E-02
4.70 1.3008E-06
2.4998E-02
4.80 7.9333E-07
2.3852E-02
4.90 4.7918E-07
x
5.00
5.10
5.20
5.30
5.40
5.50
5.60
5.70
5.80
5.90
6.00
6.10
6.20
6.30
6.40
6.50
6.60
6.70
6.80
6.90
7.00
7.10
7.20
7.30
7.40
7.50
7.60
7.70
7.80
7.90
8.00
8.10
8.20
8.30
8.40
8.50
8.60
8.70
8.80
8.90
9.00
9.10
9.20
9.30
9.40
9.50
9.60
9.70
9.80
9.90
Q (x )
2.8665E-07
1.6983E-07
9.9644E-08
5.7901E-08
3.3320E-08
1.8990E-08
1.0718E-08
5.9904E-09
3.3157E-09
1.8175E-09
9.8659E-10
5.3034E-10
2.8232E-10
1.4882E-10
7.7688E-11
4.0160E-11
2.0558E-11
1.0421E-11
5.2310E-12
2.6001E-12
1.2798E-12
6.2378E-13
3.0106E-13
1.4388E-13
6.8092E-14
3.1909E-14
1.4807E-14
6.8033E-15
3.0954E-15
1.3945E-15
6.2210E-16
2.7480E-16
1.2019E-16
5.2056E-17
2.2324E-17
9.4795E-18
3.9858E-18
1.6594E-18
6.8408E-19
2.7923E-19
1.1286E-19
4.5166E-20
1.7897E-20
7.0223E-21
2.7282E-21
1.0495E-21
3.9972E-22
1.5075E-22
5.6293E-23
2.0814E-23
l
1
2
3
4
5
6
x = Q 1 (10l )
1.2816
2.3263
3.0902
3.7190
4.2649
4.7534
x
0.00
0.01
0.02
0.03
0.04
0.05
0.06
0.07
0.08
0.09
0.10
0.11
0.12
0.13
0.14
0.15
0.16
0.17
0.18
0.19
0.20
0.21
0.22
0.23
0.24
0.25
0.26
0.27
0.28
0.29
0.30
0.31
0.32
0.33
0.34
0.35
0.36
0.37
0.38
0.39
erf(x )
0.00000
0.01128
0.02257
0.03384
0.04511
0.05637
0.06762
0.07886
0.09008
0.10128
0.11246
0.12362
0.13476
0.14587
0.15695
0.16800
0.17901
0.18999
0.20094
0.21184
0.22270
0.23352
0.24430
0.25502
0.26570
0.27633
0.28690
0.29742
0.30788
0.31828
0.32863
0.33891
0.34913
0.35928
0.36936
0.37938
0.38933
0.39921
0.40901
0.41874

l
x = Q 1 (10l )
l x = Q 1 (10l )
7
5.1993
13
7.3488
8
5.6120
14
7.6506
9
5.9978
15
7.9413
10
6.3613
16
8.2221
11
6.7060
17
8.4938
12
7.0345
18
8.7573
l
19
20
21
22
23
24
x = Q 1 (10l )
9.0133
9.2623
9.5050
9.7418
9.9730
10.1990

x
erf(x )
erf(x )
0.42839
0.80
0.74210
0.43797
0.81
0.74800
0.44747
0.82
0.75381
0.45689
0.83
0.75952
0.46623
0.84
0.76514
0.47548
0.85
0.77067
0.48466
0.86
0.77610
0.49375
0.87
0.78144
0.50275
0.88
0.78669
0.51167
0.89
0.79184
0.52050
0.90
0.79691
0.52924
0.91
0.80188
0.53790
0.92
0.80677
0.54646
0.93
0.81156
0.55494
0.94
0.81627
0.56332
0.95
0.82089
0.57162
0.96
0.82542
0.57982
0.97
0.82987
0.58792
0.98
0.83423
0.59594
0.99
0.83851
0.60386
1.00
0.84270
0.61168
1.01
0.84681
0.61941
1.02
0.85084
0.62705
1.03
0.85478
0.63459
1.04
0.85865
0.64203
1.05
0.86244
0.64938
1.06
0.86614
0.65663
1.07
0.86977
0.66378
1.08
0.87333
0.67084
1.09
0.87680
0.67780
1.10
0.88021
0.68467
1.11
0.88353
0.69143
1.12
0.88679
0.69810
1.13
0.88997
0.70468
1.14
0.89308
0.71116
1.15
0.89612
0.71754
1.16
0.89910
0.72382
1.17
0.90200
0.73001
1.18
0.90484
0.73610
1.19
0.90761
x
1.20
1.21
1.22
1.23
1.24
1.25
1.30
1.35
1.40
1.45
1.50
1.55
1.60
1.65
1.70
1.75
1.80
1.85
1.90
1.95
2.00
2.05
2.10
2.15
2.20
2.25
2.30
2.35
2.40
2.45
2.50
2.55
2.60
2.65
2.70
2.75
2.80
2.85
2.90
2.95
erf(x )
0.91031
0.91296
0.91553
0.91805
0.92051
0.92290
0.93401
0.94376
0.95229
0.95970
0.96611
0.97162
0.97635
0.98038
0.98379
0.98667
0.98909
0.99111
0.99279
0.99418
0.99532
0.99626
0.99702
0.99764
0.99814
0.99854
0.99886
0.99911
0.99931
0.99947
0.99959
0.99969
0.99976
0.99982
0.99987
0.99990
0.99992
0.99994
0.99996
0.99997
x
0.40
0.41
0.42
0.43
0.44
0.45
0.46
0.47
0.48
0.49
0.50
0.51
0.52
0.53
0.54
0.55
0.56
0.57
0.58
0.59
0.60
0.61
0.62
0.63
0.64
0.65
0.66
0.67
0.68
0.69
0.70
0.71
0.72
0.73
0.74
0.75
0.76
0.77
0.78
0.79
33
Example:
a) Find Pr [ m 2 < X m + 2 ].
Pr [ m 2 < X m + 2 ] = 1 Pr [ X m 2 ] Pr [ X > m + 2 ]
m + 2 m
= 1 2 Pr [ X > m + 2 ] = 1 2Q
2
= 1 2Q ( 2 ) = 1 4.56 10 = 0.9544

Pr [ 3 < X 13] = 1 Pr [ X 3] Pr [ X > 13] = 1 2 Pr [ X > 13]
13 5
= 1 2Q
= 1 2Q (1) = 1 2 0.159 = 0.682
8
34
Example:
Comm.
System
Y = V + N
= 102
mN = 0
= 2
Pr [Y 0] = Pr [V + N 0] = Pr [ N V ] = 106
V
V
6
=
= Q
= 10
N
N

Pr [Y 0] = Pr [V + N 0] = Pr [ N 5]

V
Q
N
5
=
= ( 2.5 ) = Q ( 2.5)
N
V = 950.70
Q ( 2.5 ) = 6.21103
35
V 102 V
6
=
= 4.7535
= 10
2
N
36
Tables
x
0.00
0.02
0.04
0.06
0.08
0.10
0.12
0.14
0.16
0.18
0.20
0.22
0.24
0.26
0.28
0.30
0.32
0.34
0.36
0.38
0.40
0.42
0.44
0.46
0.48
0.50
0.52
0.54
0.56
0.58
0.60
0.62
0.64
0.66
0.68
0.70
0.72
0.74
0.76
0.78
0.80
0.82
0.84
0.86
0.88
0.90
0.92
0.94
0.96
0.98
Q (x )
5.0000E-01
4.9202E-01
4.8405E-01
4.7608E-01
4.6812E-01
4.6017E-01
4.5224E-01
4.4433E-01
4.3644E-01
4.2858E-01
4.2074E-01
4.1294E-01
4.0517E-01
3.9743E-01
3.8974E-01
3.8209E-01
3.7448E-01
3.6693E-01
3.5942E-01
3.5197E-01
3.4458E-01
3.3724E-01
3.2997E-01
3.2276E-01
3.1561E-01
3.0854E-01
3.0153E-01
2.9460E-01
2.8774E-01
2.8096E-01
2.7425E-01
2.6763E-01
2.6109E-01
2.5463E-01
2.4825E-01
2.4196E-01
2.3576E-01
2.2965E-01
2.2363E-01
2.1770E-01
2.1186E-01
2.0611E-01
2.0045E-01
1.9489E-01
1.8943E-01
1.8406E-01
1.7879E-01
1.7361E-01
1.6853E-01
1.6354E-01
x
1.00
1.02
1.04
1.06
1.08
1.10
1.12
1.14
1.16
1.18
1.20
1.22
1.24
1.26
1.28
1.30
1.32
1.34
1.36
1.38
1.40
1.42
1.44
1.46
1.48
1.50
1.52
1.54
1.56
1.58
1.60
1.62
1.64
1.66
1.68
1.70
1.72
1.74
1.76
1.78
1.80
1.82
1.84
1.86
1.88
1.90
1.92
1.94
1.96
1.98

Q (x )
x
Q (x )
1.5866E-01
2.00 2.2750E-02
1.5386E-01
2.05 2.0182E-02
1.4917E-01
2.10 1.7864E-02
1.4457E-01
2.15 1.5778E-02
1.4007E-01
2.20 1.3903E-02
1.3567E-01
2.25 1.2224E-02
1.3136E-01
2.30 1.0724E-02
1.2714E-01
2.35 9.3867E-03
1.2302E-01
2.40 8.1975E-03
1.1900E-01
2.45 7.1428E-03
1.1507E-01
2.50 6.2097E-03
1.1123E-01
2.55 5.3861E-03
1.0749E-01
2.60 4.6612E-03
1.0383E-01
2.65 4.0246E-03
1.0027E-01
2.70 3.4670E-03
9.6800E-02
2.75 2.9798E-03
9.3418E-02
2.80 2.5551E-03
9.0123E-02
2.85 2.1860E-03
8.6915E-02
2.90 1.8658E-03
8.3793E-02
2.95 1.5889E-03
8.0757E-02
3.00 1.3499E-03
7.7804E-02
3.05 1.1442E-03
7.4934E-02
3.10 9.6760E-04
7.2145E-02
3.15 8.1635E-04
6.9437E-02
3.20 6.8714E-04
6.6807E-02
3.25 5.7703E-04
6.4255E-02
3.30 4.8342E-04
6.1780E-02
3.35 4.0406E-04
5.9380E-02
3.40 3.3693E-04
5.7053E-02
3.45 2.8029E-04
5.4799E-02
3.50 2.3263E-04
5.2616E-02
3.55 1.9262E-04
5.0503E-02
3.60 1.5911E-04
4.8457E-02
3.65 1.3112E-04
4.6479E-02
3.70 1.0780E-04
4.4565E-02
3.75 8.8417E-05
4.2716E-02
3.80 7.2348E-05
4.0930E-02
3.85 5.9059E-05
3.9204E-02
3.90 4.8096E-05
3.7538E-02
3.95 3.9076E-05
3.5930E-02
4.00 3.1671E-05
3.4380E-02
4.10 2.0658E-05
3.2884E-02
4.20 1.3346E-05
3.1443E-02
4.30 8.5399E-06
3.0054E-02
4.40 5.4125E-06
2.8717E-02
4.50 3.3977E-06
2.7429E-02
4.60 2.1125E-06
2.6190E-02
4.70 1.3008E-06
2.4998E-02
4.80 7.9333E-07
2.3852E-02
4.90 4.7918E-07
x
5.00
5.10
5.20
5.30
5.40
5.50
5.60
5.70
5.80
5.90
6.00
6.10
6.20
6.30
6.40
6.50
6.60
6.70
6.80
6.90
7.00
7.10
7.20
7.30
7.40
7.50
7.60
7.70
7.80
7.90
8.00
8.10
8.20
8.30
8.40
8.50
8.60
8.70
8.80
8.90
9.00
9.10
9.20
9.30
9.40
9.50
9.60
9.70
9.80
9.90
Q (x )
2.8665E-07
1.6983E-07
9.9644E-08
5.7901E-08
3.3320E-08
1.8990E-08
1.0718E-08
5.9904E-09
3.3157E-09
1.8175E-09
9.8659E-10
5.3034E-10
2.8232E-10
1.4882E-10
7.7688E-11
4.0160E-11
2.0558E-11
1.0421E-11
5.2310E-12
2.6001E-12
1.2798E-12
6.2378E-13
3.0106E-13
1.4388E-13
6.8092E-14
3.1909E-14
1.4807E-14
6.8033E-15
3.0954E-15
1.3945E-15
6.2210E-16
2.7480E-16
1.2019E-16
5.2056E-17
2.2324E-17
9.4795E-18
3.9858E-18
1.6594E-18
6.8408E-19
2.7923E-19
1.1286E-19
4.5166E-20
1.7897E-20
7.0223E-21
2.7282E-21
1.0495E-21
3.9972E-22
1.5075E-22
5.6293E-23
2.0814E-23
l
1
2
3
4
5
6
x = Q 1 (10l )
1.2816
2.3263
3.0902
3.7190
4.2649
4.7534
x
0.00
0.01
0.02
0.03
0.04
0.05
0.06
0.07
0.08
0.09
0.10
0.11
0.12
0.13
0.14
0.15
0.16
0.17
0.18
0.19
0.20
0.21
0.22
0.23
0.24
0.25
0.26
0.27
0.28
0.29
0.30
0.31
0.32
0.33
0.34
0.35
0.36
0.37
0.38
0.39
erf(x )
0.00000
0.01128
0.02257
0.03384
0.04511
0.05637
0.06762
0.07886
0.09008
0.10128
0.11246
0.12362
0.13476
0.14587
0.15695
0.16800
0.17901
0.18999
0.20094
0.21184
0.22270
0.23352
0.24430
0.25502
0.26570
0.27633
0.28690
0.29742
0.30788
0.31828
0.32863
0.33891
0.34913
0.35928
0.36936
0.37938
0.38933
0.39921
0.40901
0.41874

l
x = Q 1 (10l )
l x = Q 1 (10l )
7
5.1993
13
7.3488
8
5.6120
14
7.6506
9
5.9978
15
7.9413
10
6.3613
16
8.2221
11
6.7060
17
8.4938
12
7.0345
18
8.7573
l
19
20
21
22
23
24
x = Q 1 (10l )
9.0133
9.2623
9.5050
9.7418
9.9730
10.1990

x
erf(x )
erf(x )
0.42839
0.80
0.74210
0.43797
0.81
0.74800
0.44747
0.82
0.75381
0.45689
0.83
0.75952
0.46623
0.84
0.76514
0.47548
0.85
0.77067
0.48466
0.86
0.77610
0.49375
0.87
0.78144
0.50275
0.88
0.78669
0.51167
0.89
0.79184
0.52050
0.90
0.79691
0.52924
0.91
0.80188
0.53790
0.92
0.80677
0.54646
0.93
0.81156
0.55494
0.94
0.81627
0.56332
0.95
0.82089
0.57162
0.96
0.82542
0.57982
0.97
0.82987
0.58792
0.98
0.83423
0.59594
0.99
0.83851
0.60386
1.00
0.84270
0.61168
1.01
0.84681
0.61941
1.02
0.85084
0.62705
1.03
0.85478
0.63459
1.04
0.85865
0.64203
1.05
0.86244
0.64938
1.06
0.86614
0.65663
1.07
0.86977
0.66378
1.08
0.87333
0.67084
1.09
0.87680
0.67780
1.10
0.88021
0.68467
1.11
0.88353
0.69143
1.12
0.88679
0.69810
1.13
0.88997
0.70468
1.14
0.89308
0.71116
1.15
0.89612
0.71754
1.16
0.89910
0.72382
1.17
0.90200
0.73001
1.18
0.90484
0.73610
1.19
0.90761
x
1.20
1.21
1.22
1.23
1.24
1.25
1.30
1.35
1.40
1.45
1.50
1.55
1.60
1.65
1.70
1.75
1.80
1.85
1.90
1.95
2.00
2.05
2.10
2.15
2.20
2.25
2.30
2.35
2.40
2.45
2.50
2.55
2.60
2.65
2.70
2.75
2.80
2.85
2.90
2.95
erf(x )
0.91031
0.91296
0.91553
0.91805
0.92051
0.92290
0.93401
0.94376
0.95229
0.95970
0.96611
0.97162
0.97635
0.98038
0.98379
0.98667
0.98909
0.99111
0.99279
0.99418
0.99532
0.99626
0.99702
0.99764
0.99814
0.99854
0.99886
0.99911
0.99931
0.99947
0.99959
0.99969
0.99976
0.99982
0.99987
0.99990
0.99992
0.99994
0.99996
0.99997
x
0.40
0.41
0.42
0.43
0.44
0.45
0.46
0.47
0.48
0.49
0.50
0.51
0.52
0.53
0.54
0.55
0.56
0.57
0.58
0.59
0.60
0.61
0.62
0.63
0.64
0.65
0.66
0.67
0.68
0.69
0.70
0.71
0.72
0.73
0.74
0.75
0.76
0.77
0.78
0.79
33
Example:
a) Find Pr [ m 2 < X m + 2 ].
Pr [ m 2 < X m + 2 ] = 1 Pr [ X m 2 ] Pr [ X > m + 2 ]
m + 2 m
= 1 2 Pr [ X > m + 2 ] = 1 2Q
2
= 1 2Q ( 2 ) = 1 4.56 10 = 0.9544

Pr [ 3 < X 13] = 1 Pr [ X 3] Pr [ X > 13] = 1 2 Pr [ X > 13]
13 5
= 1 2Q
= 1 2Q (1) = 1 2 0.159 = 0.682
8
34
Example:
Comm.
System
Y = V + N
= 102
mN = 0
= 2
Pr [Y 0] = Pr [V + N 0] = Pr [ N V ] = 106
V
V
6
=
= Q
= 10
N
N

Pr [Y 0] = Pr [V + N 0] = Pr [ N 5]

V
Q
N
5
=
= ( 2.5 ) = Q ( 2.5)
N
V = 950.70
Q ( 2.5 ) = 6.21103
35
V 102 V
6
=
= 4.7535
= 10
2
N
36

Using the Error Function
Relations:
x
FX ( x ) =
( z m )2
2 2
Example:
A random variable X is Gaussian with a mean value of m=1 and
variance 2 = 6.25.
x m
1
dz = 1 + erf

2
2
Find (a) Pr [ X 1.7 ] (b) Pr [ X 0.2] (c) Pr [ X > 3.5]
where
erf ( y ) =
(a) Pr [ X 1.7 ] =
erf ( y ) = erf ( y )
0
A complementary error function is sometimes also used:
2 z2
1
e dz = erf ( y )
erfc ( y ) =
2
y
The complementary error function is related to the Q function:
1
y
Q( y ) = erfc
2
2
Both erf and erfc are available in MATLAB.
y
and
dz
37
(b) Pr [ X 0.2] =
1
0.2 1
1 + erf
2
2.5 2
1
1 0.2
1 erf
= 0.3745
2
2.5 2
1
3.5 1
(c) Pr [ X > 3.5] = 1 Pr [ X 3.5] = 1 1 + erf
2
2.5 2
=
1
3.5 1
1 erf
= 0.1587
2
2.5 2
38
Mixed Random Variable

The pdf contains impulses, and it is continuous over one or
several intervals.
fX(x)
FX(x)
x0
40
x
x0
39
1p
f X ( x)dx =
0.2
FX(x)
1
1.7 1
1 + erf
= 0.6103
2
2.5 2
Impulses (x) provide finite probability with zero width.
Representation of Discrete Random Variable
fX(x)
f X ( x )dx =
1.7

Relations:
x
FX ( x ) =
( z m )2
2 2
Example:
variance 2 = 6.25.
x m
1
dz = 1 + erf

2
2
where
erf ( y ) =
(a) Pr [ X 1.7 ] =
erf ( y ) = erf ( y )
0
2 z2
1
e dz = erf ( y )
erfc ( y ) =
2
y
1
y
Q( y ) = erfc
2
2
y
and
dz
37
(b) Pr [ X 0.2] =
1
0.2 1
1 + erf
2
2.5 2
1
1 0.2
1 erf
= 0.3745
2
2.5 2
1
3.5 1
(c) Pr [ X > 3.5] = 1 Pr [ X 3.5] = 1 1 + erf
2
2.5 2
=
1
3.5 1
1 erf
= 0.1587
2
2.5 2
38

several intervals.
fX(x)
FX(x)
x0
40
x
x0
39
1p
f X ( x)dx =
0.2
FX(x)
1
1.7 1
1 + erf
= 0.6103
2
2.5 2
fX(x)
f X ( x )dx =
1.7

Relations:
x
FX ( x ) =
( z m )2
2 2
Example:
variance 2 = 6.25.
x m
1
dz = 1 + erf

2
2
where
erf ( y ) =
(a) Pr [ X 1.7 ] =
erf ( y ) = erf ( y )
0
2 z2
1
e dz = erf ( y )
erfc ( y ) =
2
y
1
y
Q( y ) = erfc
2
2
y
and
dz
37
(b) Pr [ X 0.2] =
1
0.2 1
1 + erf
2
2.5 2
1
1 0.2
1 erf
= 0.3745
2
2.5 2
1
3.5 1
(c) Pr [ X > 3.5] = 1 Pr [ X 3.5] = 1 1 + erf
2
2.5 2
=
1
3.5 1
1 erf
= 0.1587
2
2.5 2
38

several intervals.
fX(x)
FX(x)
x0
40
x
x0
39
1p
f X ( x)dx =
0.2
FX(x)
1
1.7 1
1 + erf
= 0.6103
2
2.5 2
fX(x)
f X ( x )dx =
1.7

Relations:
x
FX ( x ) =
( z m )2
2 2
Example:
variance 2 = 6.25.
x m
1
dz = 1 + erf

2
2
where
erf ( y ) =
(a) Pr [ X 1.7 ] =
erf ( y ) = erf ( y )
0
2 z2
1
e dz = erf ( y )
erfc ( y ) =
2
y
1
y
Q( y ) = erfc
2
2
y
and
dz
37
(b) Pr [ X 0.2] =
1
0.2 1
1 + erf
2
2.5 2
1
1 0.2
1 erf
= 0.3745
2
2.5 2
1
3.5 1
(c) Pr [ X > 3.5] = 1 Pr [ X 3.5] = 1 1 + erf
2
2.5 2
=
1
3.5 1
1 erf
= 0.1587
2
2.5 2
38

several intervals.
fX(x)
FX(x)
x0
40
x
x0
39
1p
f X ( x)dx =
0.2
FX(x)
1
1.7 1
1 + erf
= 0.6103
2
2.5 2
fX(x)
f X ( x )dx =
1.7
Transformations of a Single Random Variable

Single Valued Case
Given that Y = g(X) and X is random, then Y is also random.
The objective is to find fY(y) given fX(x).
Transfer Characteristic
dy
g ()
(example: Y = 2X )
Y=g(X)
y
dx
Y = g (X) and X = g1 (Y)
Pr [ y < Y y + dy ] = Pr [ x < X x + dx ]
If g(x) represents a system, then the system has no memory:
fY ( y ) dy = f X ( x ) dx
Y only depends on present values of X.

Input-output relationship may be linear or nonlinear.
Inverse of X = g 1(Y) may be multi-valued.
1
fX ( x)
dy dx
x = g 1
( y)
42
Example 1:
Example 2:
Let Y = g(X) = 2X, and the pdf of X be given by
1
0 X 4
fX ( x) = 4
0 otherwise
1/4
0
We have
2X
y
8
1
0Y 8
= 8
0 otherwise
( y)
fY ( y)
1
fX ( x)
dy dx
x = g 1
1
8 Y 0
= 8
0 otherwise
1/8
0
dy
1
= 2, X = g 1 (Y ) = Y
2
dx
fY ( y ) =
y
44
4
y
8
The pdf of Y can be obtained as:
Y=
1
fX ( x)
dy dx
x = g 1
2X

fY ( y ) =
1/4
Y=
dy
1
= 2, X = g 1 (Y ) = Y
2
dx
f X (x )
1
0 X 4
fX ( x) = 4
0 otherwise
f X (x )
g(X
)=
We have
43
fY ( y ) =
41
( y)
-4
fY ( y)
-8

Single Valued Case
dy
g ()
(example: Y = 2X )
Y=g(X)
y
dx
Y = g (X) and X = g1 (Y)
Pr [ y < Y y + dy ] = Pr [ x < X x + dx ]
fY ( y ) dy = f X ( x ) dx

1
fX ( x)
dy dx
x = g 1
( y)
42
Example 1:
Example 2:
1
0 X 4
fX ( x) = 4
0 otherwise
1/4
0
We have
2X
y
8
1
0Y 8
= 8
0 otherwise
( y)
fY ( y)
1
fX ( x)
dy dx
x = g 1
1
8 Y 0
= 8
0 otherwise
1/8
0
dy
1
= 2, X = g 1 (Y ) = Y
2
dx
fY ( y ) =
y
44
4
y
8
Y=
1
fX ( x)
dy dx
x = g 1
2X

fY ( y ) =
1/4
Y=
dy
1
= 2, X = g 1 (Y ) = Y
2
dx
f X (x )
1
0 X 4
fX ( x) = 4
0 otherwise
f X (x )
g(X
)=
We have
43
fY ( y ) =
41
( y)
-4
fY ( y)
-8

Single Valued Case
dy
g ()
(example: Y = 2X )
Y=g(X)
y
dx
Y = g (X) and X = g1 (Y)
Pr [ y < Y y + dy ] = Pr [ x < X x + dx ]
fY ( y ) dy = f X ( x ) dx

1
fX ( x)
dy dx
x = g 1
( y)
42
Example 1:
Example 2:
1
0 X 4
fX ( x) = 4
0 otherwise
1/4
0
We have
2X
y
8
1
0Y 8
= 8
0 otherwise
( y)
fY ( y)
1
fX ( x)
dy dx
x = g 1
1
8 Y 0
= 8
0 otherwise
1/8
0
dy
1
= 2, X = g 1 (Y ) = Y
2
dx
fY ( y ) =
y
44
4
y
8
Y=
1
fX ( x)
dy dx
x = g 1
2X

fY ( y ) =
1/4
Y=
dy
1
= 2, X = g 1 (Y ) = Y
2
dx
f X (x )
1
0 X 4
fX ( x) = 4
0 otherwise
f X (x )
g(X
)=
We have
43
fY ( y ) =
41
( y)
-4
fY ( y)
-8

Single Valued Case
dy
g ()
(example: Y = 2X )
Y=g(X)
y
dx
Y = g (X) and X = g1 (Y)
Pr [ y < Y y + dy ] = Pr [ x < X x + dx ]
fY ( y ) dy = f X ( x ) dx

1
fX ( x)
dy dx
x = g 1
( y)
42
Example 1:
Example 2:
1
0 X 4
fX ( x) = 4
0 otherwise
1/4
0
We have
2X
y
8
1
0Y 8
= 8
0 otherwise
( y)
fY ( y)
1
fX ( x)
dy dx
x = g 1
1
8 Y 0
= 8
0 otherwise
1/8
0
dy
1
= 2, X = g 1 (Y ) = Y
2
dx
fY ( y ) =
y
44
4
y
8
Y=
1
fX ( x)
dy dx
x = g 1
2X

fY ( y ) =
1/4
Y=
dy
1
= 2, X = g 1 (Y ) = Y
2
dx
f X (x )
1
0 X 4
fX ( x) = 4
0 otherwise
f X (x )
g(X
)=
We have
43
fY ( y ) =
41
( y)
-4
fY ( y)
-8
Example 3:
Graphical Illustrations: (examples 1 & 2)

y
Let Y = g(X) = X + 3, and the pdf of X be given by
fY(y)
Y=
2X
2X
g(X
)=
f X (x )
1
0 X 4
fX ( x) = 4
0 otherwise
dy
= 1, X = g 1 (Y ) = Y 3
dx
y
7
-8
f X (x )
1
fY ( y ) =
fX ( x)
dy dx
x = g 1
1/4
1/4
0
45
-8
f X (x )
( y)
fY ( y)
1
3Y 7
= 4
0 otherwise
1/8
fY(y)
X+
3
Y=
We have
1/4
1/4
0
46
Generalization:
Given Y = g(X) = aX + b, and the pdf of input fX(x), find fY(y).
Graphical Illustration: (example 3)
We have
dy
= a,
dx
X = g 1 (Y ) =
Y b
a
y
X+
3
dy
Y = aX+b
1/4
fY(y)
4
f X (x )
1/4
0
dx
fY ( y ) =
1
1
y b
=
fX ( x)
fX
dy dx
a
y b
a
x=
a
47
48
Example 3:

y
fY(y)
Y=
2X
2X
g(X
)=
f X (x )
1
0 X 4
fX ( x) = 4
0 otherwise
dy
= 1, X = g 1 (Y ) = Y 3
dx
y
7
-8
f X (x )
1
fY ( y ) =
fX ( x)
dy dx
x = g 1
1/4
1/4
0
45
-8
f X (x )
( y)
fY ( y)
1
3Y 7
= 4
0 otherwise
1/8
fY(y)
X+
3
Y=
We have
1/4
1/4
0
46
Generalization:
We have
dy
= a,
dx
X = g 1 (Y ) =
Y b
a
y
X+
3
dy
Y = aX+b
1/4
fY(y)
4
f X (x )
1/4
0
dx
fY ( y ) =
1
1
y b
=
fX ( x)
fX
dy dx
a
y b
a
x=
a
47
48
Example 3:

y
fY(y)
Y=
2X
2X
g(X
)=
f X (x )
1
0 X 4
fX ( x) = 4
0 otherwise
dy
= 1, X = g 1 (Y ) = Y 3
dx
y
7
-8
f X (x )
1
fY ( y ) =
fX ( x)
dy dx
x = g 1
1/4
1/4
0
45
-8
f X (x )
( y)
fY ( y)
1
3Y 7
= 4
0 otherwise
1/8
fY(y)
X+
3
Y=
We have
1/4
1/4
0
46
Generalization:
We have
dy
= a,
dx
X = g 1 (Y ) =
Y b
a
y
X+
3
dy
Y = aX+b
1/4
fY(y)
4
f X (x )
1/4
0
dx
fY ( y ) =
1
1
y b
=
fX ( x)
fX
dy dx
a
y b
a
x=
a
47
48
Example 3:

y
fY(y)
Y=
2X
2X
g(X
)=
f X (x )
1
0 X 4
fX ( x) = 4
0 otherwise
dy
= 1, X = g 1 (Y ) = Y 3
dx
y
7
-8
f X (x )
1
fY ( y ) =
fX ( x)
dy dx
x = g 1
1/4
1/4
0
45
-8
f X (x )
( y)
fY ( y)
1
3Y 7
= 4
0 otherwise
1/8
fY(y)
X+
3
Y=
We have
1/4
1/4
0
46
Generalization:
We have
dy
= a,
dx
X = g 1 (Y ) =
Y b
a
y
X+
3
dy
Y = aX+b
1/4
fY(y)
4
f X (x )
1/4
0
dx
fY ( y ) =
1
1
y b
=
fX ( x)
fX
dy dx
a
y b
a
x=
a
47
48
Using the CDF: (contd)

Alternate Method: Using the CDF
Y = aX + b
Now assume a < 0
assume a > 0
y b
FY ( y ) = Pr [Y y ] = Pr X >
a
y b
y b
= 1 Pr X
= 1 FX
a
Starting with FY(y) we can write:

Y = aX +b
FY ( y ) = Pr [Y y ] = Pr [ aX + b y ]
Then
b
x = (y -b)/a
fY ( y ) =
Then
d
d
y b 1 y b
FY ( y ) =
FX
= fX
dy
dy a a a
49
x = (y -b)/a
y b
y b
= Pr X
= FX
a
fY ( y ) =
d
d
1 yb
y b
FY ( y ) =
1 FX
fX
=
dy
dy
a a
a
Combine to find fY ( y ) =
d
1
y b
FY ( y ) =
fX
dy
a
a
50
Example:
Suppose that fX(x) is a Gaussian pdf:
Most Important Transformation

Y = aX + b
fx ( x) =
1
y b
fY ( y ) =
fX
a
a
51
1
fy ( y) =
a
Y = X +b
1
y
fY ( y ) =
fX
a
a
fY ( y ) = f X ( y b )
2 X
( x mX )
2 X2
< x <
then
Special Cases
Y = aX
1
2 X
( ( y b ) a m X )
2 X2
1
=
e
2 a X
So, fY(y) is also a Gaussian density with

mY = b + amX, Y = |a|X
52
( y (b+ amX ))
2 a2 X2

Y = aX + b
Now assume a < 0
assume a > 0
y b
FY ( y ) = Pr [Y y ] = Pr X >
a
y b
y b
= 1 Pr X
= 1 FX
a

Y = aX +b
FY ( y ) = Pr [Y y ] = Pr [ aX + b y ]
Then
b
x = (y -b)/a
fY ( y ) =
Then
d
d
y b 1 y b
FY ( y ) =
FX
= fX
dy
dy a a a
49
x = (y -b)/a
y b
y b
= Pr X
= FX
a
fY ( y ) =
d
d
1 yb
y b
FY ( y ) =
1 FX
fX
=
dy
dy
a a
a
d
1
y b
FY ( y ) =
fX
dy
a
a
50
Example:

Y = aX + b
fx ( x) =
1
y b
fY ( y ) =
fX
a
a
51
1
fy ( y) =
a
Y = X +b
1
y
fY ( y ) =
fX
a
a
fY ( y ) = f X ( y b )
2 X
( x mX )
2 X2
< x <
then
Special Cases
Y = aX
1
2 X
( ( y b ) a m X )
2 X2
1
=
e
2 a X

52
( y (b+ amX ))
2 a2 X2

Y = aX + b
Now assume a < 0
assume a > 0
y b
FY ( y ) = Pr [Y y ] = Pr X >
a
y b
y b
= 1 Pr X
= 1 FX
a

Y = aX +b
FY ( y ) = Pr [Y y ] = Pr [ aX + b y ]
Then
b
x = (y -b)/a
fY ( y ) =
Then
d
d
y b 1 y b
FY ( y ) =
FX
= fX
dy
dy a a a
49
x = (y -b)/a
y b
y b
= Pr X
= FX
a
fY ( y ) =
d
d
1 yb
y b
FY ( y ) =
1 FX
fX
=
dy
dy
a a
a
d
1
y b
FY ( y ) =
fX
dy
a
a
50
Example:

Y = aX + b
fx ( x) =
1
y b
fY ( y ) =
fX
a
a
51
1
fy ( y) =
a
Y = X +b
1
y
fY ( y ) =
fX
a
a
fY ( y ) = f X ( y b )
2 X
( x mX )
2 X2
< x <
then
Special Cases
Y = aX
1
2 X
( ( y b ) a m X )
2 X2
1
=
e
2 a X

52
( y (b+ amX ))
2 a2 X2

Y = aX + b
Now assume a < 0
assume a > 0
y b
FY ( y ) = Pr [Y y ] = Pr X >
a
y b
y b
= 1 Pr X
= 1 FX
a

Y = aX +b
FY ( y ) = Pr [Y y ] = Pr [ aX + b y ]
Then
b
x = (y -b)/a
fY ( y ) =
Then
d
d
y b 1 y b
FY ( y ) =
FX
= fX
dy
dy a a a
49
x = (y -b)/a
y b
y b
= Pr X
= FX
a
fY ( y ) =
d
d
1 yb
y b
FY ( y ) =
1 FX
fX
=
dy
dy
a a
a
d
1
y b
FY ( y ) =
fX
dy
a
a
50
Example:

Y = aX + b
fx ( x) =
1
y b
fY ( y ) =
fX
a
a
51
1
fy ( y) =
a
Y = X +b
1
y
fY ( y ) =
fX
a
a
fY ( y ) = f X ( y b )
2 X
( x mX )
2 X2
< x <
then
Special Cases
Y = aX
1
2 X
( ( y b ) a m X )
2 X2
1
=
e
2 a X

52
( y (b+ amX ))
2 a2 X2
Functions of a Single Random Variable

y
Example:
Multiple Valued Case
dy
Y=g (X)
Y = g ( X ) = aX
dx
a > 0, < X <
x1
x2
The pdf of random variable X is known. Find fY(y).
dy
Y=g (X)
y
dx1
x1
x2
fY ( y ) =
dxm
dx2
xm
x1 = g11 ( y ) =
Pr [ y < Y y + dy ] = Pr
Pr [ x1 < X x1 + dx1 ] + Pr [ x2 < X x2 + dx2 ]
+ " + Pr
Pr [ xm < X xm + ddxxm ]
fY ( y ) dy = f X ( x ) dx
dx1
x = x1
+ f X ( x ) dx2
m
fY ( y ) =
k =1
x = x2
+ " + f X ( x ) dxm
y
a
+
( y)
1
fX ( x)
dy dx
x = g 1
2
x2 = g 21 ( y ) = +
( y)
y
a
dy
= 2ax = 2 ay
dx
x = xm
fY ( y ) =
1
f X ( x ) x = g 1 y
k ( )
dy ddxx
53
1
fX ( x)
dy dx
x = g 1
1
2 ay
y
y
f X
+ f X +
a
a
y>0
54
The Detection Problem

Alternate method: (using CDF)
Again consider Y = g ( X ) = aX 2
Consider a simple radar detection scheme.

a>0
pdf of r.v. X is known. Find fY(y).

FY ( y ) = Pr [Y y ] = Pr aX 2 y
y
= Pr
X
a
x1
Received
RF Pulse
plus noise
Y=g (X)
55
y
y
= FX
FX a
a
a
Y = X xT, where X is the received signal and xT is the threshold

level:
X xT or Y 0
y
1 y
y
f X
FX
=
+ f X

a
a
a
a
2 ay

xT
Threshold
X > xT or Y > 0
d
FX
dy
x2
Then
fY ( y ) =
Envelope
Detector
target present
target absent ( only noise received )
Clearly xT depends on the intensity of noise.
56

y
Example:
dy
Y=g (X)
Y = g ( X ) = aX
dx
a > 0, < X <
x1
x2
dy
Y=g (X)
y
dx1
x1
x2
fY ( y ) =
dxm
dx2
xm
x1 = g11 ( y ) =
Pr [ y < Y y + dy ] = Pr
Pr [ x1 < X x1 + dx1 ] + Pr [ x2 < X x2 + dx2 ]
+ " + Pr
fY ( y ) dy = f X ( x ) dx
dx1
x = x1
+ f X ( x ) dx2
m
fY ( y ) =
k =1
x = x2
+ " + f X ( x ) dxm
y
a
+
( y)
1
fX ( x)
dy dx
x = g 1
2
x2 = g 21 ( y ) = +
( y)
y
a
dy
= 2ax = 2 ay
dx
x = xm
fY ( y ) =
1
f X ( x ) x = g 1 y
k ( )
dy ddxx
53
1
fX ( x)
dy dx
x = g 1
1
2 ay
y
y
f X
+ f X +
a
a
y>0
54


a>0

FY ( y ) = Pr [Y y ] = Pr aX 2 y
y
= Pr
X
a
x1
Received
RF Pulse
plus noise
Y=g (X)
55
y
y
= FX
FX a
a
a

level:
X xT or Y 0
y
1 y
y
f X
FX
=
+ f X

a
a
a
a
2 ay

xT
Threshold
X > xT or Y > 0
d
FX
dy
x2
Then
fY ( y ) =
Envelope
Detector
target present
56

y
Example:
dy
Y=g (X)
Y = g ( X ) = aX
dx
a > 0, < X <
x1
x2
dy
Y=g (X)
y
dx1
x1
x2
fY ( y ) =
dxm
dx2
xm
x1 = g11 ( y ) =
Pr [ y < Y y + dy ] = Pr
Pr [ x1 < X x1 + dx1 ] + Pr [ x2 < X x2 + dx2 ]
+ " + Pr
fY ( y ) dy = f X ( x ) dx
dx1
x = x1
+ f X ( x ) dx2
m
fY ( y ) =
k =1
x = x2
+ " + f X ( x ) dxm
y
a
+
( y)
1
fX ( x)
dy dx
x = g 1
2
x2 = g 21 ( y ) = +
( y)
y
a
dy
= 2ax = 2 ay
dx
x = xm
fY ( y ) =
1
f X ( x ) x = g 1 y
k ( )
dy ddxx
53
1
fX ( x)
dy dx
x = g 1
1
2 ay
y
y
f X
+ f X +
a
a
y>0
54


a>0

FY ( y ) = Pr [Y y ] = Pr aX 2 y
y
= Pr
X
a
x1
Received
RF Pulse
plus noise
Y=g (X)
55
y
y
= FX
FX a
a
a

level:
X xT or Y 0
y
1 y
y
f X
FX
=
+ f X

a
a
a
a
2 ay

xT
Threshold
X > xT or Y > 0
d
FX
dy
x2
Then
fY ( y ) =
Envelope
Detector
target present
56

y
Example:
dy
Y=g (X)
Y = g ( X ) = aX
dx
a > 0, < X <
x1
x2
dy
Y=g (X)
y
dx1
x1
x2
fY ( y ) =
dxm
dx2
xm
x1 = g11 ( y ) =
Pr [ y < Y y + dy ] = Pr
Pr [ x1 < X x1 + dx1 ] + Pr [ x2 < X x2 + dx2 ]
+ " + Pr
fY ( y ) dy = f X ( x ) dx
dx1
x = x1
+ f X ( x ) dx2
m
fY ( y ) =
k =1
x = x2
+ " + f X ( x ) dxm
y
a
+
( y)
1
fX ( x)
dy dx
x = g 1
2
x2 = g 21 ( y ) = +
( y)
y
a
dy
= 2ax = 2 ay
dx
x = xm
fY ( y ) =
1
f X ( x ) x = g 1 y
k ( )
dy ddxx
53
1
fX ( x)
dy dx
x = g 1
1
2 ay
y
y
f X
+ f X +
a
a
y>0
54


a>0

FY ( y ) = Pr [Y y ] = Pr aX 2 y
y
= Pr
X
a
x1
Received
RF Pulse
plus noise
Y=g (X)
55
y
y
= FX
FX a
a
a

level:
X xT or Y 0
y
1 y
y
f X
FX
=
+ f X

a
a
a
a
2 ay

xT
Threshold
X > xT or Y > 0
d
FX
dy
x2
Then
fY ( y ) =
Envelope
Detector
target present
56
Determine xT for a given X
Example:
The received signal at a radar detector output is
A false alarm occurs when the target is absent, but noise exceeds xT.
X (t ) = A + W (t )
A miss occurs when the target is present, but the target signal is too
weak to exceed xT.
where A is a constant and W(t) is white Gaussian noise with mean

zero and variance 2.
Choose xT to minimize both false alarm and miss.

Steps in the detection problem:
For a fixed probability of false alarm (pfa), find and plot the
probability of detection (pd) versus signal-to-noise ratio (SNR):
We know fX(x) and the acceptable probability of false alarm, pfa.

Find xT and the probability of detection, pd.
A2
signal power
SNR = 10 log10
= 10 log10 2
noise power

57
58
Example: (contd)
Example: (Case A, contd)
Let A = 2. We require pfa = 0.01.
Target absent: X(t) = W(t)

fX(x| Target absent)
Select xT such that
Case A:
Let 2 = 1/4. Find xT and pd.
xT
From table: Q T
= Q ( 2 xT ) = 0.01
12
A2
22
SNR = 10 log10 2 = 10 log10
= 12.04 dB

1/ 4
f X ( x ) dx = p fa
x 0
This corresponds to:
59
pfa
2xT = 2.32 and xT = 1.16
60
xT
Example:
X (t ) = A + W (t )
weak to exceed xT.



A2
signal power
SNR = 10 log10
= 10 log10 2
noise power

57
58
Example: (contd)

Select xT such that
Case A:
xT
From table: Q T
= Q ( 2 xT ) = 0.01
12
A2
22
SNR = 10 log10 2 = 10 log10
= 12.04 dB

1/ 4
f X ( x ) dx = p fa
x 0
59
pfa
2xT = 2.32 and xT = 1.16
60
xT
Example:
X (t ) = A + W (t )
weak to exceed xT.



A2
signal power
SNR = 10 log10
= 10 log10 2
noise power

57
58
Example: (contd)

Select xT such that
Case A:
xT
From table: Q T
= Q ( 2 xT ) = 0.01
12
A2
22
SNR = 10 log10 2 = 10 log10
= 12.04 dB

1/ 4
f X ( x ) dx = p fa
x 0
59
pfa
2xT = 2.32 and xT = 1.16
60
xT
Example:
X (t ) = A + W (t )
weak to exceed xT.



A2
signal power
SNR = 10 log10
= 10 log10 2
noise power

57
58
Example: (contd)

Select xT such that
Case A:
xT
From table: Q T
= Q ( 2 xT ) = 0.01
12
A2
22
SNR = 10 log10 2 = 10 log10
= 12.04 dB

1/ 4
f X ( x ) dx = p fa
x 0
59
pfa
2xT = 2.32 and xT = 1.16
60
xT
Case B (increased noise):
22
SNR = 10 log10 = 0 dB
4
f (x)
2 = 4. Find pd.
Target present: X(t) = 2 + W(t)

fX(x| Target present)
x 2
pd = f X ( x ) dx = Q T
xT
12
= Q ( 1.68 ) = 1 Q (1.68 )
pd
= 1 0.047 = 0.953
1.16
xT
x 0
xT
Q T
= Q = 0.01
2
2
A
From table: xT/2= 2.32 and xT = 4.65

pd
xT
Target absent:
63
SNR = 6.02 dB
pd
0.9496
X(t) = W(t)
0.9978
pfa = 0.01
0.5
0.38
0.034
2.32 2
Q
= Q ( 0.32 ) 0.38
1
Plot of detection probability vs. SNR for fixed pfa:
x 0
Q T
= 0.01 xT = 2.32 from inverse Q table
1
Target present:
pd
62
Case C (intermediate noise level):

Let 2 = 1. Find pd.
fX(x)
4.65 2
pd = Q
= Q (1.32 )
2
= 0.094
61
xT
pfa
64
0.094
0
12
18
SNR
2
A
4.65
xT
22
SNR = 10 log10 = 0 dB
4
f (x)
2 = 4. Find pd.

x 2
pd = f X ( x ) dx = Q T
xT
12
= Q ( 1.68 ) = 1 Q (1.68 )
pd
= 1 0.047 = 0.953
1.16
xT
x 0
xT
Q T
= Q = 0.01
2
2
A

pd
xT
Target absent:
63
SNR = 6.02 dB
pd
0.9496
X(t) = W(t)
0.9978
pfa = 0.01
0.5
0.38
0.034
2.32 2
Q
= Q ( 0.32 ) 0.38
1
x 0
Q T
1
Target present:
pd
62

Let 2 = 1. Find pd.
fX(x)
4.65 2
pd = Q
= Q (1.32 )
2
= 0.094
61
xT
pfa
64
0.094
0
12
18
SNR
2
A
4.65
xT
22
SNR = 10 log10 = 0 dB
4
f (x)
2 = 4. Find pd.

x 2
pd = f X ( x ) dx = Q T
xT
12
= Q ( 1.68 ) = 1 Q (1.68 )
pd
= 1 0.047 = 0.953
1.16
xT
x 0
xT
Q T
= Q = 0.01
2
2
A

pd
xT
Target absent:
63
SNR = 6.02 dB
pd
0.9496
X(t) = W(t)
0.9978
pfa = 0.01
0.5
0.38
0.034
2.32 2
Q
= Q ( 0.32 ) 0.38
1
x 0
Q T
1
Target present:
pd
62

Let 2 = 1. Find pd.
fX(x)
4.65 2
pd = Q
= Q (1.32 )
2
= 0.094
61
xT
pfa
64
0.094
0
12
18
SNR
2
A
4.65
xT
22
SNR = 10 log10 = 0 dB
4
f (x)
2 = 4. Find pd.

x 2
pd = f X ( x ) dx = Q T
xT
12
= Q ( 1.68 ) = 1 Q (1.68 )
pd
= 1 0.047 = 0.953
1.16
xT
x 0
xT
Q T
= Q = 0.01
2
2
A

pd
xT
Target absent:
63
SNR = 6.02 dB
pd
0.9496
X(t) = W(t)
0.9978
pfa = 0.01
0.5
0.38
0.034
2.32 2
Q
= Q ( 0.32 ) 0.38
1
x 0
Q T
1
Target present:
pd
62

Let 2 = 1. Find pd.
fX(x)
4.65 2
pd = Q
= Q (1.32 )
2
= 0.094
61
xT
pfa
64
0.094
0
12
18
SNR
2
A
4.65
xT

Random Variables (Discrete) : Example

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Random Variables (Discrete) : Example

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Example:

Roll a die. Define I = number of dots on the die.

Random Variables (Discrete)

A random variable is a function that assigns a real number, X(s), to each

Sample space: SI = {1, 2, 3, 4, 5, 6}

Probability Mass Function (PMF):

Pr[I=3] = 2/36 = 1/18

Find the PMF fI[i].

f I [i ] is called the probability mass function(PMF)

Example: Binary digit

M Tummala & C W Therrien 2005

Pr[I=5] = 4/36 = 1/9

Bernoulli Random Variable: parameter p

Some Discrete Random Variables

Let random variable I be the number rolled.

M Tummala & C W Therrien 2005

Example: Roll a pair of dice.

M Tummala & C W Therrien 2005

Random Variables (Discrete)

A random variable is a function that assigns a real number, X(s), to each

Sample space: SI = {1, 2, 3, 4, 5, 6}

Probability Mass Function (PMF):

Pr[I=3] = 2/36 = 1/18

Find the PMF fI[i].

f I [i ] is called the probability mass function(PMF)

Example: Binary digit

M Tummala & C W Therrien 2005

Pr[I=5] = 4/36 = 1/9

Bernoulli Random Variable: parameter p

Some Discrete Random Variables

Let random variable I be the number rolled.

M Tummala & C W Therrien 2005

Example: Roll a pair of dice.

M Tummala & C W Therrien 2005

Random Variables (Discrete)

A random variable is a function that assigns a real number, X(s), to each

Sample space: SI = {1, 2, 3, 4, 5, 6}

Probability Mass Function (PMF):

Pr[I=3] = 2/36 = 1/18

Find the PMF fI[i].

f I [i ] is called the probability mass function(PMF)

Example: Binary digit

M Tummala & C W Therrien 2005

Pr[I=5] = 4/36 = 1/9

Bernoulli Random Variable: parameter p

Some Discrete Random Variables

Let random variable I be the number rolled.

M Tummala & C W Therrien 2005

Example: Roll a pair of dice.

M Tummala & C W Therrien 2005

Random Variables (Discrete)

A random variable is a function that assigns a real number, X(s), to each

Sample space: SI = {1, 2, 3, 4, 5, 6}

Probability Mass Function (PMF):

Pr[I=3] = 2/36 = 1/18

Find the PMF fI[i].

f I [i ] is called the probability mass function(PMF)

Example: Binary digit

M Tummala & C W Therrien 2005

Pr[I=5] = 4/36 = 1/9

Bernoulli Random Variable: parameter p

Some Discrete Random Variables

Let random variable I be the number rolled.