**4**

Random variables and signals

**After studying this chapter you will be able to**

• define random variables and signals;

• describe a random variable by the cumulative distribution function and by the probability density function;

• compute the expected value, mean, variance, standard deviation, correlation, and covariance of a random variable;

• define a Gaussian random signal;

• define independent and identically distributed (IID) signals;

• describe the concepts of stationarity, wide-sense stationarity, and ergodicity;

• compute the power spectrum and the cross-spectrum;

• relate the input and output spectra of an LTI system;

• describe ...

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