Consider a random process given by x(t) = A cos (2π fC t + θ), where A is a Rayleigh distributed random variable and θ is uniformly distributed in [0, 2π]. A and θ are independent. For any time t, the probability density function (PDF) of x(t) is:

Consider a random process given by x(t) = A cos (2π fC t + θ), where

1.	Consider a random process given by x(t) = A cos (2π fC t + θ), where A is a Rayleigh distributed random variable and θ is uniformly distributed in [0, 2π]. A and θ are independent. For any time t, the probability density function (PDF) of x(t) is:
A.	Gaussian
B.	Rayleigh
C.	Rician
D.	Uniform in [-A, A]
Answer» C. Rician

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Consider a random process given by x(t) = A cos (2π fC t + θ), where A is a Rayleigh distributed random variable and θ is uniformly distributed in [0, 2π]. A and θ are independent. For any time t, the probability density function (PDF) of x(t) is:
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Consider a random process given by x(t) = A cos (2π fC t + θ), where A is a Rayleigh distributed random variable and θ is uniformly distributed in [0, 2π]. A and θ are independent. For any time t, the probability density function (PDF) of x(t) is:

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