Sum of two random variables

  • Thread starter jmckennon
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  • #1
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Hi,

I've been working on this problem but I feel like I'm over complicating it. If you have a random variable X= a*e(j*phi), where phi is uniform on the interval [0,2pi) and a is some constant, and another random variable Y= b where b is a constant. I'm looking to find the probability density function of the random variable Z=X+Y.

This is probably really simple but from what Ive been trying to do, I can just take the fourier transform of X, fourier transform of Y multiply them, and then take the inverse fourier of that, but it doesn't seem to work. How can I do this?
 

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  • #2
mathman
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You haven't defined j. If I can assume you mean i (sqrt(-1)), then X (complex variable) is uniformly distributed on a circle of radius a, centered at 0. Z is then uniformly distributed on a circle of radius a centered at b.
 
  • #3
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yes, i apologize, j is sqrt(-1). After defining in matlab phi=rand(1,M).*2*pi where M=1000, i plotted Z= b+a.*exp(j.*phi) for various values of a and b and it looked kinda like an upside gaussian distribution centered about pi. Is this right?
 
  • #4
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*upside down gaussian distribution
 
  • #5
mathman
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I'm confused about what you did, since Z is complex, not real.
 

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