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Introduction To Random Processes Project 2: Problem 1

The document introduces random processes and distributions. It provides the mean and variance of normal, Bernoulli, binomial, Erlang, exponential, and Poisson distributions. Code is included to plot the probability density functions of each distribution. Histograms are also plotted from random samples of each distribution. The mean and variance of the samples matches the theoretical values. A second problem analyzes a random process, plotting a histogram of the random variables and the autocorrelation, which remains similar for the window size, showing the process is wide-sense stationary.

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Sandeep Angara
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60 views15 pages

Introduction To Random Processes Project 2: Problem 1

The document introduces random processes and distributions. It provides the mean and variance of normal, Bernoulli, binomial, Erlang, exponential, and Poisson distributions. Code is included to plot the probability density functions of each distribution. Histograms are also plotted from random samples of each distribution. The mean and variance of the samples matches the theoretical values. A second problem analyzes a random process, plotting a histogram of the random variables and the autocorrelation, which remains similar for the window size, showing the process is wide-sense stationary.

Uploaded by

Sandeep Angara
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as DOCX, PDF, TXT or read online on Scribd
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Introduction to Random Processes

Project 2
Problem 1:
Mean and variances of various distributions:
1) Normal
Mean: 0.0015
Variance: 16.0306
2) Bernoulli:
Mean: 0.5007
Variance: 0.2500
3) Binomial:
Mean: 0.9008
Variance: 0.9025
4) Erlang:
Mean: 2.9917
Variance: 2.9744
5) Exponential:
Mean: 0.9954
Variance: 0.9958
6) Poission:
Mean: 2.0035
Variance: 2.0187

Histograms of theoretical pdf for each random variable:

Source code for each pdf:


% code plots different random variables
% initialization of variables
clear all
clc
x=-14:0.1:14;
n=60;
lambda=2;
k1=0:n;
k=0:15;
a=1;
n=3;
q=factorial(n);
p=0.5;
pdf1=normpdf(x,0,4);
pdf2=binopdf(k,10,0.9);
t1=0:0.1:5;
pdf3=exppdf(t1,1);
pdf4=poisspdf(k1,lambda);
t5=[0:10];
t=(t5./a).^(n-1);
pdf5=(t).*(exp(-(t5./a))).*(1./(a.*q));
t6=[0:1];
pdf6=bernpdf(p);
figure
plot(x,pdf1);

xlabel('x' );ylabel('pdf');title('Normal distribution')


figure
plot(k,pdf2);
xlabel( 'x');ylabel( 'pdf' );title('binomial distribution')
figure
plot(t5,pdf5);
xlabel('x' );ylabel( 'pdf' );title('Erlang distribution')
figure
plot(t1,pdf3);
xlabel(' x ');ylabel( 'pdf' );title('Exponential distribution')
figure
plot(t6,pdf6);
xlabel( 'x' );ylabel(' pdf ');title('Bernoulli distribution')
figure
plot(k1,pdf4);
xlabel( 'x' );ylabel(' pdf ');title('poisson distribution')

Histograms for each random variable


Outputs:
Normal distribution

0.1

0.09

0.08

0.07

pdf

0.06

0.05

0.04

0.03

0.02

0.01

0
-15

-10

-5

0
x

10

15

binomial distribution

0.4

0.35

0.3

pdf

0.25

0.2

0.15

0.1

0.05

10

15

Erlang distribution

0.1

0.09

0.08

0.07

pdf

0.06

0.05

0.04

0.03

0.02

0.01

5
x

10

Exponential distribution

0.9

0.8

0.7

pdf

0.6

0.5

0.4

0.3

0.2

0.1

0.5

1.5

2.5
x

3.5

4.5

0.6

0.7

0.8

0.9

Bernoulli distribution

1.5

pdf

0.5

-0.5

0.1

0.2

0.3

0.4

0.5
x

poisson distribution

0.35

0.3

0.25

pdf

0.2

0.15

0.1

0.05

10

20

Histograms for each random variable:


Code2: plotting histograms
clc
clear all
y1 = randraw('norm', [0, 4], 1, 1e5);
y2 = randraw('erlang', [1, 3], [1 1e5]);
y3 = randraw('binom', [10 0.9], [1 1e5]);
y4 = randraw('exp', 1, [1 1e5]);
y5 = randraw('bern', 0.5, [1 1e5]);
y6 = randraw('po', [2], [1 1e5]);
disp('Value of Normal mean=');
disp(mean(y1));
disp('Value of Normal variance=');
disp(var(y1));
disp('Value of Erlang mean=');
disp(mean(y2));
disp('Value of Erlang variance=');
disp(var(y2));
disp('Value of Binomial mean=');
disp(mean(y3));
disp('Value of Binomial variance=');
disp(var(y3));
disp('Value of Exponential mean=');
disp(mean(y4));
disp('Value of Exponential variance=');
disp(var(y4));

30
x

40

50

60

disp('Value of Bernoulli mean=');


disp(mean(y5));
disp('Value of Bernoulli variance=');
disp(var(y5));
disp('Value of poisson mean=');
disp(mean(y6));
disp('Value of poisson variance=');
disp(var(y6));
figure
histfit(y1);
xlabel('x' );
ylabel('pdf');
title('Normal')
figure
histfit(y2);
xlabel( 'x');
ylabel( 'pdf' );
title('erlang')
figure
histfit(y3);
xlabel('x' );
ylabel( 'pdf' );
title('binomial')
figure
histfit(y4);
xlabel(' x ');
ylabel( 'pdf' );
title('Exponential')
figure
histfit(y5);
xlabel( 'x' );
ylabel(' pdf ');
title('Bernoulli')
figure
histfit(y6);
xlabel( 'x' );
ylabel(' pdf ');
title('poisson')

Outputs:
Normal

1200

1000

pdf

800

600

400

200

0
-20

-15

-10

-5

0
x

10

15

20

erlang

1600
1400
1200

pdf

1000
800
600
400
200
0
-5

10

15

20

binomial

x 10

3.5
3

pdf

2.5
2
1.5
1
0.5
0

10

11

12

Exponential

4000
3500
3000

2000
1500
1000
500
0
-4

-2

10

12

14

Bernoulli

x 10

pdf

pdf

2500

0
-1

-0.5

0.5

1.5

2.5

poisson

x 10

2.5

pdf

1.5

0.5

0
-4

-2

Output Values:
Value of Normal mean=
-0.0056

Value of Normal variance=


16.1526

Value of Erlang mean=


2.9923

Value of Erlang variance=


2.9612

4
x

10

12

Value of Binomial mean=


8.9998

Value of Binomial variance=


0.8984

Value of Exponential mean=


1.0036

Value of Exponential variance=


1.0006

Value of Bernoulli mean=


0.4955

Value of Bernoulli variance=


0.2500

Value of poisson mean=


1.9915

Value of poisson variance=


1.9920

>>

Problem 2:
Source code:
fy=(2*pi)-(2*pi)*rand(1,1000);
for t=0:10;
x=cos((2.*pi.*t)+fy);
m=mean(x);
valueofm(t+1)=m;
end
valueofm
hist(fy,10);
xlim([-10 10])
title('Histogram of Random variable');
%correlation plot
st=1/1000;
t=[0:999]*st;
s1=cos(2*pi*t+fy);
t1=t-(3*st);
s2=cos(2*pi*t1+fy);
[c,lags]=xcorr(s1,s2);
figure
plot(lags,c/max(c))

Outputs:

Histogram of Random variable

120

100

80

60

40

20

0
-10

-8

-6

-4

-2

10

1.2

0.8

autocorelation

0.6

0.4

0.2

-0.2
-1000

-800

-600

-400

-200

0
x values

200

400

600

800

1000

Output:

valueofm =

-0.0180 -0.0180 -0.0180 -0.0180


-0.0180 -0.0180 -0.0180 -0.0180

-0.0180

-0.0180

-0.0180

It is WSS because the mean is -0.0180 which is constant.


The Correlation remains similar for the window size, as can be seen in the
figure.

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