Line 20: | Line 20: | ||
</center> | </center> | ||
---- | ---- | ||
− | ===Solution | + | ===Solution 3=== |
− | + | For this problem, it is very useful to note that for any independent random variables <math>X</math> and <math>Y</math> and their characteristic functions <math>\phi_X(\omega),\,\phi_Y(\omega)</math> we have the following property: | |
− | + | <math> | |
+ | \phi_{X+Y}(\omega) = \phi_X(\omega)\phi_Y(\omega) | ||
+ | </math> | ||
− | + | We then note that the characteristic function of an exponential random variable <math>Z</math> is written as | |
+ | |||
+ | <math> | ||
+ | \phi_Z (\omega) = \frac{\lambda}{\lambda - i\omega} | ||
+ | </math> | ||
+ | |||
+ | where <math>\lambda</math> parameterizes the exponential distribution. As such, we can write the characteristic function of <math>X+Y</math> as | ||
+ | |||
+ | <math> | ||
+ | \phi_{X+Y}(\omega) &= \phi_X(\omega)\phi_Y(\omega) \\ | ||
+ | &= \left(\frac{\lambda}{\lambda-i\omega}\right)^2 | ||
+ | </math> | ||
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Revision as of 20:55, 7 March 2016
Computer Engineering(CE)
Question 1: Algorithms
August 2015
Solution 3
For this problem, it is very useful to note that for any independent random variables $ X $ and $ Y $ and their characteristic functions $ \phi_X(\omega),\,\phi_Y(\omega) $ we have the following property:
$ \phi_{X+Y}(\omega) = \phi_X(\omega)\phi_Y(\omega) $
We then note that the characteristic function of an exponential random variable $ Z $ is written as
$ \phi_Z (\omega) = \frac{\lambda}{\lambda - i\omega} $
where $ \lambda $ parameterizes the exponential distribution. As such, we can write the characteristic function of $ X+Y $ as
$ \phi_{X+Y}(\omega) &= \phi_X(\omega)\phi_Y(\omega) \\ &= \left(\frac{\lambda}{\lambda-i\omega}\right)^2 $