Assignment:
Viterbi [8] determined that the probability density function of the output phase of a first-order phase-locked loop disturbed by white Gaussian noise is given by
![](https://files.transtutors.com/book/qimg/cbcdb14b-efe6-45dc-8df1-43b0f0683696.png)
Demonstrate that p(φ) given above is in fact a probability density function, and com-pute the mean and variance of φ.
Provide complete and step by step solution for the question and show calculations and use formulas.