Contents
Instructions
Homework 7 can be downloaded here on the ECE 302 course website.
Problem 1: Arbitrary Random Variables
Let $ F $ be a non-decreasing function with
$ \lim_{x\rightarrow -\infty} F(x) = 0 \mbox{ and } \lim_{x\rightarrow +\infty} F(x) = 1. $
Let $ U $ be a uniform random variable on [0,1].
- (a) Let $ X = F^{-1}(U) $. What is the CDF of $ X $? (Note $ F^{-1} $ is the inverse of $ F $. A function $ g $ is the inverse of $ F $ if $ F(g(x)) = x $ for all $ x $)
- (b)How can you generate an exponential random variable from $ U $?
Problem 2: Gaussian Generation
The most popular random number generator in the computer language C is drand48; a call
X = drand48()
results in X being a uniform random variable on [0,1]. How can you generate a gaussian random variable in C using drand48 ? (Hint: use 1(b) above, and problem 4 of HW 6)
Problem 3: A Random Parameter
A coin machine spits out a coin with a random bias $ Q $. $ Q=q $ means that the probability of heads for that coin is $ q $. The PDF of $ Q $ is $ f_Q(q) = 2q $ for $ 0 \leq q \leq 1 $. Jack tosses the coin once, and it lands heads. He then tosses the coin again. What is the probability that it will land heads again the second time, given that it landed heads the first time?
