Consider a random process given by x(t) = A cos (2π fC t + θ), where A is a Rayleigh distributed random variable and θ is uniformly distributed in [0, 2π]. A and θ are independent. For any time t, the probability density function (PDF) of x(t) is:

Consider a random process given by x(t) = A cos (2π fC t + θ), where A is a Rayleigh distributed random variable and θ is uniformly distributed in [0, 2π]. A and θ are independent. For any time t, the probability density function (PDF) of x(t) is: Correct Answer Rayleigh

Since θ is uniformly distributed, so the PDF of cos(2πfc t + θ) will also be uniform.

Also, A and θ are independent.  So A and cos(2πfc t + θ) will also be independent.

As such,

PDF of x(t) = (PDF of A) × (PDF of Cos(2πfc t + θ))

But since PDF of cos(2πfc t + θ) is uniform., the PDF of x(t) will be PDF of A which is Rayleigh distributed random variable.

Related Questions

For the transformation T(r) = , r is gray value of input image, pr(r) is PDF of random variable r and w is a dummy variable. If, the PDF are always positive and that the function under integral gives the area under the function, the transformation is said to be __________
The probability density function of a continuous random variable distributed uniformly between x and y (for y > x) is
Find the ∫∫x3 y3 sin⁡(x)sin⁡(y) dxdy. ]) b) (-x3 Cos(x) – 3x2 Sin(x) – 6xCos(x)-6Sin(x))(-y3 Cos(y) + 3]) c) (-x3 Cos(x) + 3x2 Sin(x) + 6xCos(x)-6Sin(x))(-y3 Cos(y) + 3y2 Sin(y) + 6yCos(y) – 6Sin(y)) d) (–x3 Cos(x) + 6xCos(x) – 6Sin(x))(-y3 Cos(y))