\documentstyle[11pt]{article} \pagestyle{empty} \textwidth6in \advance\topmargin-0.5in \advance \oddsidemargin-0.5in \parskip6pt \textheight8.2in \parindent0pt \newcommand{\exc}{{\bf E}} \begin{document} \begin{center} {\LARGE\bf EE342 Spring 1998} \\ \bigskip {\Large\bf Problem Set 4} \\ \bigskip \bf due 2/27\\ \end{center} \bigskip {\bf 1)} Leon-Garcia Chapter 3 \#20, \#44, \#57a,b, \#70, \#80, \#81. \bigskip {\bf 2)} Use matlab to make plots of the pdf and CDF of an exponential random variable with $\lambda =1$. Use matlab to compute the mean and variance of the random variable. Repeat for an exponential RV with $\lambda = 2$. {\bf 3)} Use matlab to make plots of the pdf and CDF of a Gaussian random variable with zero mean and unit variance. Use matlab to compute the mean and variance of the random variable. Repeat for a Gaussian RV with mean one and variance four. {\bf 4)} Use matlab to generate 10000 uniform random numbers. Let $X$ denote the uniform random variable. In the following we generate 10000 RVs drawn from $Y$ and $Z$. \begin{description} \item[a)] Let $Y=- {\rm ln} (X)$. \item[b)] Let $Z= \sin (\pi X/2)$. \end{description} For $Y$ and $Z$ find the sample mean and variance and plot the sample pdf and CDF. Compare with the actual means, variance, pdfs, and CDFs. \end{document}