Recent content by m26k9

Thank you very much David and Bpet. The problem I had was to evaluate the integral and was thinking if there is a commonly known closed-form expression for f_{X_{(n)}}(x). I guess I have to do with the recursive one. Thank you again guys.

Thank you very much David. I'm not sure what you meant by but the PDF and CDF must be of Chi-square not of exponentials? Because of the exponentials I could not find a closed-from expression there is a pattern and I could find a recursive solution. Could you please explain a bit what you...

Thank you bpet. Yes I want to find E[X_{MAX}]. Sorry for the mistake. I will search for Harmonicanumber. Havent heard of it before. Cheers.

Hello, I am trying to find the distribution of the maximum of a set of independed Chi-square RV's with 2-degrees of freedom. Actually I only want to find the MEAN value. I am using the following formula to find the PDF. f_{X_{\mathsf{max}}}(x) = NF_X(x)^{N-1}f_X(x) Following PDF and CDF...

Probability density function after filtering Hello, I am trying to find how a random variable will transform once gone through a filter. For example, I have a random sequence x(t), going through a filter h(t). Thus, y(t) = x(t)*h(t) ; % '*' is convolution. Now I want to find out how...

Hello, I am trying to find a mathematical procedure for finding the solutions for a linear set of vector equations. For example I have; Ax + By = P (1) Cx + Dy = Q (2) Here, A,B,C,D,x and y are all Nx1 vectors. So I need to solve for two Nx1 vectors. For a general linear equations...

Sorry guys. Yes, if I am using say A is a (1xM) vector, it cannot be commutative. My mistake. Actually I am AxB and BxA', conjugate of A. So this is not commutation anymore? If this is the case, that means matrix multiplication properties cannot be applied, unless I put my vector entries...

Thanks a lot for the replies guys. I am multiplying a (1xM) vector with the (MxM) unitary matrix. For the few random matrices I tried, it seems to be commutative. Atleast for the DFT matrix (Vandermond) I tried. I want to know if there is any property talking about this scenario. Thank...

Matrix multiplication: Commutative property. Hello, First time poster. I have got a question about commutative property of matrix multiplication. Literature says that matrix multiplication is communicative only when the two matrices are diagonal. But, I have a situation with an...