Page 311 - Probability, Random Variables and Random Processes

Index

A
a priori probability, 266
a posteriori probability, 266
Absorbing states, 168
Absorption, 168
probability, 168
Acceptance region, 264
Accessible states, 167
Algebra of sets, 2-5, 12
Alternative hypothesis, 264
Aperiodic states, 168
Arrival parameter, 282
Arrival process, 170, 201
Autocorrelation, 162, 210
Autocovariance, 162
Axioms of probability, 5-6

B
Bayes'
estimator, 249
estimation, 248, 255
rule, 8
test, 267
theorem, 8
Bernoulli
distribution, 43
experiment, 33
process, 172
r.v., 43
trials, 33
Best estimator, 249
Biased estimator, 251
Binomial
distribution, 44
coefficient, 44
r.v., 44
Birth-death process, 282
Bivariate
normal distribution, 88
r.v., 79, 89
Bonferroni's inequality, 17
Boole's inequality, 18
Brownian motion process (see Wiener process)
Buffon's needle, 103
C
Cauchy
criterion, 221
r.v., 77-78, 135
Cauchy-Schwarz inequality, 108
Central limit theorem, 47, 128-129, 155-156
Chapman-Kolomogorov equation, 166
Characteristic function, 127-128, 154

303