• The main objective of a communication system is the transfer of
information over a channel. All useful message signals appear
random.
• The receiver does not know, a priori, which of the possible message
waveforms will be transmitted.
• Also, the noise that accompanies the message signals is due to
random electrical signals.
• Therefore, we need to be able to form efficient descriptions of
random signals.
Random Variables
• A random variable X(A) represent the functional relationship between a
random event A and a real number. Designate the random variable by X
• The random variable may be discrete or continuous.
• Discrete Random Variables : -A discrete random variable is one which can
take on only a countable number of distinct values like 0, 1, 2, 3, 4, 5…100,
1 million, etc.
• Some examples of discrete random variables include:
• The number of times a coin lands on tails after being flipped 20 times.
• The number of times a dice lands on the number 4 after being rolled 100 times.
•
• Continuous Random Variables :- A continuous random variable is one
which can take on an infinite number of possible values. Some
examples of continuous random variables include:
• Height of a person
• Weight of an animal
• Time required to run a mile
Cumulative distribution function(CDF)
• The distribution function FX(x) of the random variable X is given by
• where P(X≤ x) is the probability that the value taken by the random
variable X is less than or equal to a real number x.
• The distribution function F X (x) has the following properties:
Probability density function (pdf)
• The probability density function (pdf), denoted
• The name “density function” arises from the fact that the probability
of the event x1 ≤ X ≤ x2 equals
The probability that a random variable X has a value in some very narrow range between x and x +
∆x can be approximated as
Ensemble Averages
• The nth moment of a probability distribution of a random variable X is
defined by
• The variance of X is also denoted as , and its square root, X, is called
the standard deviation of X.
• Variance is a measure of the “randomness” of the random variable X.
• By specifying the variance of a random variable, we are constraining
the width of its probability density function.
• The variance and the mean-square value are related by
Examples of Random Variables