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A question in random variables and random processes

  1. Oct 4, 2011 #1
    attached in a file.
    I will be grateful for some help here.
    Thanks :smile:
     

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    Last edited: Oct 4, 2011
  2. jcsd
  3. Oct 4, 2011 #2

    mathman

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    The phase is the random variable of interest. X and Y are functions of the phase.
    The basic idea is that if A is a random variable and f a function of A, then
    E(f(A))=∫f(a)dF(a), where F(a) = P(A≤a), the distribution function for A.
     
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