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Resultant distribution

Forums: Probability
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Srilatha
 
Reply Wed 9 Oct, 2013 12:18 am
HI,

H is a random variable with distribution of CN(0,1) [complex Gaussian noise], and X is (+or-) 'a' with probability of 0.5 each.

I need the distribution of HX, product of two random variables.

Could some one let me what could be the resultant distribution with derivation

Regards
Srik
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