3. Write Matlab codes to generate two Gaussian random variables (X, X2) with the following moments:...
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3. Write Matlab codes to generate two Gaussian random variables (X, X2) with the following moments: E[X]-0, E[X]-0, E[X]=a, E[X]=b, and E[XX]=c. 1) Generate N=10, 100, 1000, 10000, and 100000 pairs of random variables with a=0.4, b-0.8, c-0.5. 2) Evaluate their first and second order sample moments as well as the empirical correlation coefficient between the two variables. 3) Compare the sample statistics with the theoretical statistics for different values of N. 3. Write Matlab codes to generate two Gaussian random variables (X, X2) with the following moments: E[X]-0, E[X]-0, E[X]=a, E[X]=b, and E[XX]=c. 1) Generate N=10, 100, 1000, 10000, and 100000 pairs of random variables with a=0.4, b-0.8, c-0.5. 2) Evaluate their first and second order sample moments as well as the empirical correlation coefficient between the two variables. 3) Compare the sample statistics with the theoretical statistics for different values of N.
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Related Book For
Principles of Communications Systems, Modulation and Noise
ISBN: 978-8126556793
7th edition
Authors: Rodger E. Ziemer, William H. Tranter
Posted Date:
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