ECE 6601

Summer 2014
Homework #2

Date Assigned: 22 May
Date Due: Tuesday, 29 May
________________________________________________________________________
Reading: Chapter 5.
________________________________________________________________________

Problem 2.1:
Let
}

|
|
.
|

\
|
=
3 2
18
) 2 (
exp dx
x
Y . Give the value of this integral in terms of the functions
below, as defined in module named gaussian_cdf.
(a) the Q function
(b) the erfc
1
function
(c) the function

Problem 2.2:
Suppose X~N(2,25). Let the function Y=G(X) be described by the graph below.

Find ) ( y f
Y


Problem 2.3:
Suppose X has the PDF

32
2
32 2
1
) 1 (
2
1
) (
x
X
e x x f

+ + =
t
o

and suppose Y=G(X) is the same as in Problem 3.1. Find ) ( y f
Y
.


1
1
2
Y=-X/2+1.5
Problem 2.4:
Let the RV X have the PDF below. Note that this PDF contains a delta function of area
5/8, located at x=1.5.


a) Find the mean of X.
b) Find the mean-square value of X.
c) Find the variance of X.

Problem 2.5:
Suppose a RV X has a mean and variance of 3 and 9, respectively. Let Z = 3X - 2. Give
the mean and variance of Z.

Problem 2.6:
Use the characteristic function of the Gamma PDF, ( )
|
eo e |

= j
X
1 ) ( , to compute
its second moment.

()
1 2 2 1

1/4 (5 8 )
1/8