Transcript
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Chapter 6
Probability Models of Derived
Random Variables
Chang-Su Kim
Korea University
These notes are modified from the files, provided by R. D. Yates and D. J. Goodman who are the authors of the textbook “Probability and Stochastic Processes,” and can be used only for the class KECE209(03) in Korea University.
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(-1, 3)
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Random number generation
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Rayleigh (𝑎)
𝑓𝑋 𝑥 = 𝑎2𝑥 exp(−𝑎2𝑥2
2) for 𝑥 > 0
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Convolution
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