What is the correlation between x3 and x2 and what is the


Problem 1. Sum of two random variables

Two independent uniform random variables: X and Y. The pdf of X is 1 when 0≤ x ≤1 and the pdf of Y is 1 when -0.5 ≤ y ≤ 0.5. Find the pdf of X+Y.

Problem 2. rv correlation

x1, x2, x3 are zero mean Gaussian random variables with STD=4.  Let x1 and x2 be independent and x3= a*x1+b*x2. Find the constants "a" and "b" such that the correlation between x1 and x3 is 0.3. What is the correlation between x3 and x2?

Problem 3. Uniform Random Variable

A random variable x is uniformly distributed in the interval [5 10].

What is the pdf of x?

What is the CDF of x?

What is the pdf of y=3*x+10?

 

Problem5 Unifrom 

1.       Let x be a random variable uniformly distributed between 0 and 1. Generate 1000 x’s. If n(k) represents the number of x’s such that k*0.1>x³ (k-1)*0.1, plot n(k) with k=1,2,3,…,10.(hint: use rand  and hist commands in matlab)


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