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HW1, ECE 3341 Stochastic processes, Northeastern Univ. Boston

Nasser M. Abbasi

10/10/1993   Compiled on November 16, 2018 at 11:20am  [public]

Contents

1 problem 1

1 problem 1

to find \(f_{Y}(y)\) given \(f_{X}(x)\) and \(Y=g\left ( X\right ) \) , divide the \(g\left ( X\right ) \) region into 3 parts:

part 1: \(1.5\leq x\leq 2\)

part 2: \(.5\leq x<1.5\)

part 3: \(0\leq x<.5\)

and then use the fundemental theorm of probabilities (page 93 of notes), which says:

\[ f_{Y}\left ( y\right ) =\frac{f_{X}(x_{1})}{\left | g^{^{\prime }}\left ( X_{1}\right ) \right | }+\frac{f_{X}(x_{2})}{\left | g^{^{\prime }}\left ( X_{2}\right ) \right | }+\cdot \cdot \cdot +\frac{f_{X}(x_{n})}{\left | g^{^{\prime }}\left ( X_{n}\right ) \right | } \]

where \(n\) is the number of parts over which region \(g\left ( X\right ) \) was divided, here \(n=3\;\)and \(f_{X}\left ( x\right ) =\frac{3x}2-\frac{3x^{2}}4\) over \(0\leq x\leq 2\) and \(0\,\)everywhere else.

part1:

\(x_{1}\equiv 1.5\leq x\leq 2\Longrightarrow -1\leq y\leq 0\)

\[ g\left ( X_{1}\right ) =2x-4=y \]

so \begin{equation} \label{1}x=\frac{y+4}2 \end{equation}

now\[ g^{^{\prime }}\left ( X_{1}\right ) =2 \]

so \begin{equation} \label{2}f_{Y}\left ( y\right ) =\frac{f\left ( x_{1}\right ) }{\left | g\left ( X_{1}\right ) \right | }=\frac{\frac{3x}2-\frac{3x^{2}}4}2=3x-\frac{3x^{2}}2 \end{equation}

from 0.1 and 0.2 we get\[\begin{array} [t]{l}f_{Y}\left ( y\right ) =3x- \frac{3x^{2}}2\\ \\ \;\;=3\left ( \frac{y+4}2\right ) -\frac 32\left ( \frac{y+4}2\right ) ^{2}\\ \\ \;\;=\frac 32\left ( y+4\right ) -\frac 38\left ( y+4\right ) ^{2}\\ \\ \;\;=\frac 32y+6-\frac 38\left ( y^{2}+16+8y\right ) \\ \\ \;\;=\frac 32y+6-\frac 38y^{2}-6-3y\\ \\ \;\;=-\frac 38y^{2}-\frac 32y \end{array} \]

so over \(-1\leq y\leq 0\)\[ f_{Y}\left ( y\right ) =-\frac 38y^{2}-\frac 32y \]

part2:

\(x_{2}\equiv 0.5\leq x<1.5\Longrightarrow y=0\)

over this part, since \(g\left ( X_{2}\right ) =0\) then \(f_{Y}\left ( y\right ) \) is an impulse

\[ f_{Y}\left ( y\right ) =\frac{f\left ( x_{2}\right ) }{\left | g^{^{\prime }}\left ( X_{2}\right ) \right | }=P\left ( .5\leq x\leq 1.5\right ) \delta \left ( y\right ) \]

but \[\begin{array} [c]{c}P\left ( .5\leq x\leq 1.5\right ) =F_{X}\left ( 1.5\right ) -F_{X}\left ( .5\right ) \\ \\ =\int _{-\infty }^{1.5}f_{X}\left ( x\right ) \;dx\;-\int _{-\infty }^{.5}f_{X}\left ( x\right ) \;dx\\ \\ =\int _{0}^{1.5} \frac{3x}2-\frac{3x^{2}}4\;dx-\int _{0}^{.5}\frac{3x}2-\frac{3x^{2}}4dx\\ \\ =0.84375-0.15625\\ \\ =0.6875 \end{array} \]

so at \(y=0\)\[ f_{Y}\left ( y\right ) =0.6875\;\delta \left ( y\right ) \]

part3:

\(x_{3}\equiv 0\leq x<0.5\Longrightarrow 0\leq y\leq 1\)

\[ g\left ( X_{3}\right ) =-2x+1=y \]

so \begin{equation} \label{3}x=\frac{1-y}2 \end{equation}

now\[ g^{^{\prime }}\left ( X_{3}\right ) =-2 \]

so \begin{equation} \label{4}f_{Y}\left ( y\right ) =\frac{f\left ( x_{3}\right ) }{\left | g\left ( X_{3}\right ) \right | }=\frac{\frac{3x}2-\frac{3x^{2}}4}2=3x-\frac{3x^{2}}2 \end{equation}

from 0.3 and 0.4 we get\[\begin{array} [t]{l}f_{Y}\left ( y\right ) =3x- \frac{3x^{2}}2\\ \\ \;\;=3\left ( \frac{1-y}2\right ) -\frac 32\left ( \frac{1-y}2\right ) ^{2}\\ \\ \;\;=\frac 32\left ( 1-y\right ) -\frac 38\left ( 1-y\right ) ^{2}\\ \\ \;\;=\frac 32-\frac 32y-\frac 38\left ( y^{2}+1-2y\right ) \\ \\ \;\;=\frac 32-\frac 32y-\frac 38y^{2}-\frac 38+\frac 34y\\ \\ \;\;=-\frac 38y^{2}-\frac 34y+\frac 98 \end{array} \]

so over \(0\leq y\leq 1\)\[ f_{Y}\left ( y\right ) =-\frac 38y^{2}-\frac 34y+\frac 98 \]