Transcript Lecture 5
5. Functions of a Random Variable
Let X be a r.v defined on the model ( , F , P ), and suppose
g(x) is a function of the variable x. Define
Y g ( X ).
(5-1)
Is Y necessarily a r.v? If so what is its PDF FY ( y ), pdf
fY ( y ) ?
Clearly if Y is a r.v, then for every Borel set B, the set of for
Y ( ) must
B
which
belong to F. Given that X is a r.v, this is
gis (also
B ) a Borel set, i.e., if g(x) is a Borel
assured if
function. In that case if X is a r.v, so is Y, and for every Borel
set B
1
1
P (Y B ) P ( X g ( B )).
(5-2)
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In particular
FY ( y ) P (Y ( ) y ) P g ( X ( )) y P X ( ) g ( , y ] .
1
(5-3)
Thus the distribution function as well of the density
function of Y can be determined in terms of that of X. To
obtain the distribution function of Y, we must determine the
Borel set on the x-axis such that X ( ) g ( y ) for every
given y, and the probability of that set. At this point, we
shall consider some of the following functions to illustrate
the technical details.
1
aX b
X nis
1
X
X
2
Y g(X )
|X |
X
log X
e
X
| X |U ( x)
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Example 5.1: Y
Solution: Suppose
aX b
(5-4)
a 0.
yb
yb
FY ( y ) P Y ( ) y P aX ( ) b y P X ( )
F
.
X
a
a
and
yb
fY ( y )
fX
.
a
a
1
On the other hand if
a 0,
(5-5)
(5-6)
then
yb
FY ( y ) P Y ( ) y P aX ( ) b y P X ( )
a
yb
1 FX
,
a
(5-7)
and hence
fY ( y )
yb
fX
.
a
a
1
(5-8)
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From (5-6) and (5-8), we obtain (for all a)
fY ( y )
Example 5.2:
yb
fX
.
|a | a
1
(5-9)
(5-10)
Y X .
2
FY ( y ) P Y ( ) y P X ( ) y .
(5-11)
2
If
y 0,
then the event X
FY ( y ) 0 ,
2
( ) y ,
(5-12)
y 0.
For y 0 , from Fig. 5.1, the event
is equivalent to { x X ( ) x }.
1
and hence
{Y ( ) y } { X ( ) y }
2
2
Y X
2
y
x1
Fig. 5.1
x2
X
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Hence
FY ( y ) P x 1 X ( ) x 2 F X ( x 2 ) F X ( x 1 )
FX (
y ) FX (
y 0.
y ),
(5-13)
By direct differentiation, we get
1
fY ( y ) 2 y
If
fX (x)
f
X
y ) f X (
(
y) ,
0,
y 0,
otherwise
.
(5-14)
represents an even function, then (5-14) reduces to
fY ( y )
In particular if
X
1
y
fX
U ( y ).
y
(5-15)
N ( 0 ,1), so that
f X ( x)
1
2
e
x
2
/2
,
(5-16)
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and substituting this into (5-14) or (5-15), we obtain the
p.d.f of Y X 2 to be
fY ( y )
1
2 y
e
(5-17)
y /2
U ( y ).
On comparing this with (3-36), we notice that (5-17)
represents a Chi-square r.v with n = 1, since (1 / 2 ) .
Thus, if X is a Gaussian r.v with 0 , then Y X
represents a Chi-square r.v with one degree of freedom
(n = 1).
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Example 5.3: Let
X c,
Y g ( X ) 0,
X c,
X c,
c X c,
X c.
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In this case
P ( Y 0 ) P ( c X ( ) c ) F X ( c ) F X ( c ).
For
we have
y 0,
x c,
and
Y ( ) X ( ) c
(5-18)
so that
FY ( y ) P Y ( ) y P ( X ( ) c y )
P X ( ) y c F X ( y c ),
Similarly
y 0,
if
x c,
and
y 0.
Y ( ) X ( ) c
(5-19)
so that
FY ( y ) P Y ( ) y P ( X ( ) c y )
Thus
P X ( ) y c F X ( y c ),
y 0.
y 0,
f X ( y c ),
f Y ( y ) [ F X ( c ) F X ( c )] ( y ),
f ( y c ),
y 0.
X
g(X )
FX ( x )
c
c
(5-21)
FY ( y )
X
x
(a)
(5-20)
(b)
Fig. 5.2
y
(c)
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Example 5.4: Half-wave rectifier
Y g ( X );
x,
g(x)
0,
x 0,
x 0.
(5-22)
Y
In this case
P ( Y 0 ) P ( X ( ) 0 ) F X ( 0 ).
and for
y 0,
since
X
(5-23)
Fig. 5.3
Y X ,
FY ( y ) P Y ( ) y P X ( ) y F X ( y ).
(5-24)
Thus
y 0,
f X ( y ),
f Y ( y ) F X (0 ) ( y ) y 0,
0,
y 0,
f X ( y )U ( y ) F X (0 ) ( y ).
(5-25)
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Note: As a general approach, given Y g ( X ), first sketch
the graph y g ( x ), and determine the range space of y.
Suppose a y b is the range space of y g ( x ).
Then clearly for y a , FY ( y ) 0 , and for y b , FY ( y ) 1, so
that F ( y ) can be nonzero only in a y b. Next, determine
whether there are discontinuities in the range space of y. If
so evaluate P Y ( ) y at these discontinuities. In the
continuous region of y, use the basic approach
Y
i
FY ( y ) P g ( X ( )) y
and determine appropriate events in terms of the r.v X for
every y. Finally, we must have F ( y ) for y , and
obtain
Y
fY ( y )
dFY ( y )
dy
in
a y b.
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However, if Y g ( X ) is a continuous function, it is easy to
establish a direct procedure to obtain f ( y ). A continuos
function g(x) with g ( x ) nonzero at all but a finite number
of points, has only a finite number of maxima and minima,
and it eventually becomes monotonic as | x | . Consider a
specific y on the y-axis, and a positive increment y as
shown in Fig. 5.4
Y
g(x)
y y
y
x
x 3 x3 x3
x 1 x1 x1
x2 x2
x2
Fig. 5.4
fY ( y )
for
Y g ( X ),
where
g ()
is of continuous type.
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Using (3-28) we can write
P y Y ( ) y y
y y
y
f Y ( u ) du f Y ( y ) y .
(5-26)
But the event y Y ( ) y y can be expressed in terms
of X ( ) as well. To see this, referring back to Fig. 5.4, we
notice that the equation y g ( x ) has three solutions x1 , x 2 , x 3
(for the specific y chosen there). As a result
when y Y ( ) y y , the r.v X could be in any one of the
three mutually exclusive intervals
{ x1 X ( ) x1 x1 }, { x 2 x 2 X ( ) x 2 } or { x 3 X ( ) x 3 x 3 } .
Hence the probability of the event in (5-26) is the sum of
the probability of the above three events, i.e.,
P y Y ( ) y y P { x 1 X ( ) x 1 x 1 }
P { x 2 x 2 X ( ) x 2 } P { x 3 X ( ) x 3 x 3 } . (5-27) 11
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For small
we get
y , xi ,
making use of the approximation in (5-26),
f Y ( y ) y f X ( x1 ) x1 f X ( x 2 )( x 2 ) f X ( x 3 ) x 3 .
In this case,
rewritten as
x1 0 , x 2 0
fY ( y )
f X ( xi )
and
| xi |
y
i
and as
y 0,
so that (5-28) can be
x 3 0 ,
i
(5-28)
1
y / xi
f X ( xi )
(5-29)
(5-29) can be expressed as
fY ( y )
i
1
dy / dx
f X ( xi )
xi
i
1
g ( x i )
f X ( x i ).
(5-30)
The summation index i in (5-30) depends on y, and for every
y the equation y g ( x i ) must be solved to obtain the total
number of solutions at every y, and the actual solutions x1 , x 2 ,
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all in terms of y.
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For example, if Y X , then for all y 0 , x1 y and x 2 y
represent the two solutions for each y. Notice that the
solutions x i are all in terms of y so that the right side of (5-30)
is only a function of y. Referring back to the example Y X
(Example 5.2) here for each y 0 , there are two solutions
given by x1 y and x 2 y . ( f Y ( y ) 0 for y 0 ).
Y X
Moreover
2
2
2
dy
2 x so that
dx
dy
dx
2
y
y
x xi
and using (5-30) we get
1
fY ( y ) 2 y
f
x1
X
(
which agrees with (5-14).
y ) f X (
0,
y) ,
Fig. 5.5
X
x2
y 0,
(5-31)
otherwise
,
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Example 5.5:
1
Y
X
.
Find
Solution: Here for every y,
dy
dx
1
x
2
(5-32)
f Y ( y ).
x1 1 / y
dy
so that
dx
is the only solution, and
1
1/ y
x x1
y ,
2
2
and substituting this into (5-30), we obtain
fY ( y )
1
f X .
y
1
y
2
(5-33)
In particular, suppose X is a Cauchy r.v as in (3-39) with
parameter so that
fX (x)
/
x
2
In that case from (5-33), Y
fY ( y )
/
1
y
2
2
(1 / y )
2
2
,
x .
1/ X
has the p.d.f
(1 / ) /
(1 / ) y
2
(5-34)
2
,
y .
(5-35)
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But (5-35) represents the p.d.f of a Cauchy r.v with
parameter 1 / . Thus if X C ( ), then 1 / X C (1 / ).
Example 5.6: Suppose f X ( x ) 2 x / 2 , 0 x , and Y sin X .
Determine f ( y ).
Solution: Since X has zero probability of falling outside the
interval ( 0 , ), y sin x has zero probability of falling outside
the interval ( 0 ,1). Clearly f ( y ) 0 outside this interval. For
any 0 y 1, from Fig.5.6(b), the equation y sin x has an
infinite number of solutions , x1 , x 2 , x 3 , , where x1 sin 1 y
is the principal solution. Moreover, using the symmetry we
also get x 2 x1 etc. Further,
Y
Y
dy
cos x
1 sin
2
x
1 y
2
dx
so that
dy
dx
x xi
1 y .
2
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fX (x)
x3
(a)
x
y sin x
y
x1
x 1
x2
x
x3
(b)
Fig. 5.6
Using this in (5-30), we obtain for
fY ( y )
1
1 y
i
i0
2
0 y 1,
f X ( x i ).
(5-36)
But from Fig. 5.6(a), in this case f ( x ) f ( x ) f ( x
(Except for f ( x ) and f ( x ) the rest are all zeros).
X
X
1
X
2
1
X
3
X
4
) 0
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Thus (Fig. 5.7)
fY ( y )
1
1 y
2
f X ( x1 )
2 ( x1 x1 )
2
1 y
2
f X ( x2 )
2
1 y
0,
2
,
1
1 y
2
fY ( y )
2 x2
2 x1
2
2
2
0 y 1,
(5-37)
y
1
otherwise.
Fig. 5.7
Example 5.7: Let Y tan X where X U / 2 , / 2 .
Determine f ( y ).
Solution: As x moves from / 2 , / 2 , y moves from , .
From Fig.5.8(b), the function Y tan X is one-to-one
for / 2 x / 2 . For any y, x1 tan 1 y is the principal
solution. Further
Y
dy
dx
d tan x
sec
2
x 1 tan
2
x 1 y
2
dx
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so that using (5-30)
fY ( y )
1
f X ( x1 )
| dy / dx | x x1
1/
1 y
2
,
y ,
(5-38)
which represents a Cauchy density function with parameter
equal to unity (Fig. 5.9).
fX (x)
/2
/2
x
fY ( y )
1
1 y
2
(a)
y tan x
y
y
Fig. 5.9
/2
x1 / 2
(b)
Fig. 5.8
x
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Functions of a discrete-type r.v
Suppose X is a discrete-type r.v with
P ( X x i ) p i , x x1 , x 2 , , x i ,
(5-39)
and Y g ( X ). Clearly Y is also of discrete-type, and
when x x i , y i g ( x i ), and for those y i
P (Y y i ) P ( X x i ) p i , y y 1 , y 2 , , y i ,
Example 5.8: Suppose
X
(5-40)
P ( ), so that
P( X k ) e
k
,
k 0 ,1, 2 ,
(5-41)
k!
Define Y X 2 1 . Find the p.m.f of Y.
Solution: X takes the values 0 ,1, 2 , , k , so that Y only
takes the value 1, 2 , 5, , k 2 1,
and
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P (Y k 1) P ( X k )
2
j k 1
so that for
2
P (Y j ) P X
j 1 e
(
j 1
j 1)!
,
j 1, 2, 5,
, k 1,
2
.
(5-42)
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