Hi,
Well as you see I’m a newbie..
This was one of the problems on my telecommunications exam but it’s pure math:
Assuming that X is a random Gaussian variable and ,find
any help appreciated
One rather clunky way of doing it is this:
if
.....
.....
(this last since the pdf of X is symmetric)
.....
.....
.....
.....
So we have:
So the density of is:
,
where is the density of .
(I'm pretty sure that this has gone wrong somewhere, but you should get the idea)
RonL