Ptspunit2 VRC
Ptspunit2 VRC
Ptspunit2 VRC
STOCHASTIC PROCESSES(PTSP-8C304)
fX(x)= d/dx(FX(x) )
X -3 -2 -1 0 1 2
P(X) 0.2 0.5K K 0.1 0.3K K
Find the value that C must have and evaluate FX(0.5) (eg.2.27)
• n=0,
• n=1,
• n=0,
• n=1,
• n=2,
• μ 0= m0=1=area of pdf
• μ 1=0.i.e the first central moment is always equal to zero.
• μ 2=variance
X 0 1 2 3 4
(ω)= Σ e jωxiP(x )
x i