Probability Review

For your reference

Random-noise source and some sample functions of the

random-noise process.

Probability Review

Probability Review

Probability Review

Probability Review

Probability Review

Distributions -cdf

Distributions cdf properties

Distributions PDF properties

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The Normal or Gaussian Distribution

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The Normal or Gaussian Distribution

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The Normal or Gaussian Distribution

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The Q function

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The Q function

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The erfc Matlab function

erfc(x) is the prob

of these areas, Q(x) is
the prob of one of the areas

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The Q function

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A review of
Statistical Averages

For your reference

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Statistical Averages
The expectation operator is for statistical averages

E [X ]

x f (x )dx
X

often shown as E [x ]

E [x ] is the mean, mx
for a discrete RV : E [X ] = xi P ( X = xi )
i
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Lecture 7- Statistical Averages

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Lecture 7- Statistical Averages

Variance or AC:
Variance is a measure of the width or spread of the pdf
fX(x)

2 = E [x 2 ] E [x ]2 = squared mean mean squared

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Statistical Averages

E[x]=mx is the mean or DC

E[x2] is the total power
x2=E[x2]-mx2 is the AC power
x is the zero mean rms voltage

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Random processes

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Random Processes

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Random Processes

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Random Processes

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Signals through LTI Systems

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Weiner- Khinchin Theorem

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LTI System

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Noise through a limiting system

Just know what happens to the Normal Distribution
Through a limiter:

fy(v)

fX(v)

-Vmax

Vmax

Q(Vmax)

delta functions equal to the tail

probability, Q(Vmax), complete
the distribution at the output
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