NATIONAL INSTITUTE OF TECHNOLOGY, ROURKELA-8

Assignment-1 (Random Variables and Random Vectors)

SUBJECT: Adaptive Signal Processing SUBJECT CODE: EE-645
22thAug.
Date: 26 Aug.2017
2016 2ndAug.
Date of submission: 29 Sep.2017
2016
Venue: ESRT Lab by 05.00 PM

Topics Covered:-
Discrete & Continuous Random Variables
P robability density function & Probability Mass Function
Cumulative Distribution Function
Moments of Random Variables (First and Second, Central Moments)
Moment Generating Function & Characteristic Function
IID Sum of Random Variables
Joint and Marginal Probability Density Function
Conditional Probability Density Function
Random Vectors
Correlation Matrix
Covariance Matrix
Joint Histogram

1. Let {}4=1 be four IID random variables uniformly distributed over [0.5, 0.5].
a) Compute and plot the pdfs of ( ) =1 , for M = 2, 3, and 4. Compare these pdfs with that
of a zero-mean Gaussian random variable.
b) Write a MATLAB function for above problem for M = 2,3,4.12.

2. Let ()be a zero-mean, uncorrelated Gaussian random sequence with variance 2 () = 1.

a) Characterize the random sequence ().
b) Define x (n) = w (n) + w (n 1), < n < . Determine the mean and autocorrelation of x
(n). Also characterize x (n).
3. The exponential density function is given by:
1 x
f(x) = e a u(x)
a
Where a is a parameter and u(x) is a unit step function.
a) Determine the mean, and variance of the Rayleigh random variable with a = 1. Comment on
the significance of these moments in terms of the shape of the density function.
b) Plot the density function for a = 1.

4. A random vector x( ) = [x1( ) x2( )] T has mean vector x = [1 2]T and covariance matrix
4 0.8]
= [
0.8 1

This vector is transformed to another random vector y( ) by the following linear transformation:
1 () 1 3 ()
[ 2 () ] = [1 2] [ 1 ]
2 ()
13 () 2 3
Determine (a) the mean vector y , (b) the auto-covariance matrix , and (c) the cross-correlation
matrix Rxy .

5. Determine whether the following matrices are valid correlation matrices:

 1 1
1
2 4
1 1
1 1] (b) 2 = 1
(a) 1 = [ 2 2
1 1 1 1
1]
[4 2

1
1 1
2
(d) 2 = [ 1 2
1]
1 1 2 2
(c) 3 = [ ]
1 + 1 1 1 1

6. We flip a fair coin twice. Let X be 1 if head on first flip, 0 if tail on first. Let Y be number of heads.
Find p(x, y ) and pX, pY .

7. Suppose,
2 2 ; & 0
, (, ) = {
0 ;
Find marginal probability of X, fX(x). Compute Pr{X > 1, Y < 1} and Pr{X < Y}.

8. Let the joint density of X and Y be given by

6 2 3 ; 0 1 & 0 1
, (, ) = {
0 ;
Are these random variables independent?
9. Check the following function is a joint density function.

+ ; 0 1 & 0 1
, (, ) = {
0 ;
a) Find the Cumulative distribution function at 0 & 0

10. A point is chosen uniformly at random from the triangle that is formed by joining the three points (0;
0); (0; 1) and (1; 0) (units measured in centimetre). Let X and Y be the co -ordinates of a randomly
chosen point.

a) What is the joint density of X and Y?

b) Calculate the expected value of X and Y, i.e., expected co-ordinates of a randomly chosen
point.

c) Find the correlation between X and Y. Would the correlation change if the units are measured
in inches?

11. Write a MATLAB function to find the joint histogram between two images.