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Lecture 8
Continuous Random Variables
Last Time
Continuous Random Variables (CRVs) CDF Probability Density Functions (PDF) Expected Values Families of CRVs
Reading Assignment: Sections 3.1-3.4Probability & Stochastic ProcessesYates & Goodman (2nd Edition) NTUEE SCC_04_20088 - 1
Lecture 8: Continuous Random Variables
Today Families of CRVs (Cont.) Gaussian R.Vs Delta Function, Mixed Random Variables Probability Models of Derived R.Vs
Tomorrow Conditioning a C. R.V.
Reading Assignment: Sections 3.5-3.8
Probability & Stochastic ProcessesYates & Goodman (2nd Edition) NTUEE SCC_04_20088 - 2
Lecture 8: Continuous R.V.
Next Week 4/17 midterm exam Joint C. D. F.
Reading Assignment: 1.1 - 4.1
Probability & Stochastic ProcessesYates & Goodman (2nd Edition) NTUEE SCC_04_20088 - 3
What have you learned about C.R.V.?
8 - 4
Example: An electric power generator may be ON with probability 0.6 OFF with probability 0.4When it is ON, the power it generates is equally likely to be in [10kW, 20kW]Q1: Let P be the power that is being generated. Derive CDF and PDF of P.
What have you learned about C.R.V.?
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Example(Cont.)There is no generation cost when the generator is OFF. When it is ON, the cost rate ($/sec) is Q2: Derive the expected cost rate of this generator.
What have you learned about C.R.V.?
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Lecture 8_supplement.doc
Random Number Generation
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One of the most common PRNG is the linear congruential generatorhttp://en.wikipedia.org/wiki/Random_number_generator
RANDOM.ORG - True Random Number Servicewww.random.org
NIST: Random Number Generation and Testinghttp://csrc.nist.gov/groups/ST/toolkit/rng/index.html
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