Modern Digital Communication: Statistical Averages
Modern Digital Communication: Statistical Averages
Statistical Averages
- Dr. P. Susheelkumar S,
- Faculty – Dept. of Electronics Engineering
- Datta Meghe College of Engineering
- Airoli, Navi Mumbai
Statistical Averages of Random Variables:
We know:
Statistical Averages of Random Variables:
Statistical Averages of Random Variables:
2
x2 x m p( x)dx
x
x
2 xmx mx p( x)dx
2 2
x 2 p( x)dx 2mx xp( x)dx mx 1 p( x)dx
2
E ( X 2 ) 2mx mx mx E (1)
2
E ( X 2 ) 2mx mx
2 2
E ( X ) mx E ( X 2 ) [ E ( X )]2
2 2
Statistical Averages of Random Variables:
Statistical Averages of Random Variables:
And the Joint Moment and Central Joint Moment
corresponding to (k,n )= (1,1) are given as:
1) Correlation between var iables X i , X j is exp ressed as :
E( X i X j ) x x p( x x )dx dx
i j i j i j
( x x ) p( x x )dx dx (m x ) p( x x )dx dx
i j i j i j
i j i j i j
(m x ) p( x x )dx dx (m m ) p( x x )dx dx
j i i j i j
i j i j i j
E ( X i , X j ) (mi x j ) p ( xi x j )dxi dx j
(m
j xi ) p ( xi )dxi (mi m j )[1]
E ( X i , X j ) mi x
j p ( x j )dx j
mj x p( x )dx
i i i ( mi m j )
E ( X i , X j ) mi m j m j mi mi m j
E ( X i , X j ) mi m j mi m j mi m j
E ( X i , X j ) mi m j
Statistical Averages of Random Variables:
Co var iance
i. j E[( X i mi )( X j m j )]
( x m )(x
i i j m j ) p( xi x j )dxi dx j
E( X i , X j ) mi m j
The n*n matrix with elements i. j is called the co-
variance matrix of the random variables Xi , i=1,2,3,….,n.
d ( jv)
j xe p( x)dx
jvx
dv
d ( jv)
v j x p( x)dx jE ( X )
dv
d ( jv)
E( X ) j v
dv
Statistical Averages of Random Variables:
d ( jv)
n
n
j E ( X ) |v0.
n n
dv
The Characteristic function expanded using Taylor’s series
about the point v=0 is expressed as:
Statistical Averages of Random Variables:
n
v
( jv) n
j E( X ) n
n 0 n!
n n n
j v n ( jv)
( jv) E( X )n
E( X )
n 0 n! n 0 n!
The Characteristic function can be used for determining the
pdf of a sum of statistically independent random variables:
n
Let:
Y Xi
i 1
Statistical Averages of Random Variables:
n
Y ( jv) Xi ( jv)
i 1
Stochastic Processes:
Stochasic Processesses are any random process, that may be
viewed as any random variable with parameter t and can be
represented by X(t).
The Set of all possible sample functions i.e. the set of all noise
voltage waveforms generated by resistors constitute an
ensemble (average) of sample functions also called
equivalently as a Stochastic Process X(t).
Now these pdfs i.e. p(xt1, xt2,….., xtn) and p(xt1+t, xt2+t,….., xtn+t)
may or may not be equal
But, when they are identical, i.e. when p(xt1, xt2,….., xtn) =
p(xt1+t, xt2+t,….., xtn+t) for all t and n, the stochastic process is
said to be Stationary in Strict Sense
Statistical Averages for Stochastic Process:
(t1 , t2 ) E ( X t X t )
1 2 x t1
xt p( xt xt )dxt dxt
2 1 2 1 2
E ( X t X t ) (t1 , t2 ) (t1 t2 ) ( )
1 2
Where m(t1) and m(t2) are the means of Xt1 and Xt2
respectively
for all choices of ti and t’i and for all positive integers n and m.