Page 312 - Probability, Random Variables and Random Processes

304 Index
Chebyshev inequality, 66
Chi-square (c2) r.v., 146
Complement of set, 2
Complex random process, 161-162, 218
Composite hypothesis, 264
Conditional
distribution, 48, 71, 83, 104
expectation, 85, 126
mean, 85, 110
probability, 7, 24
probability density function (pdf), 83
probability mass function (pmf), 83
variance, 85, 110
Confidence
coefficient, 258
interval, 258
Consistent estimator, 248
Continuity theorem of probability, 19
Convolution, 137, 214
integral, 214
sum, 214
Correlation, 85
coefficient, 84-85, 107
Counting process, 170
Covariance, 84-85, 107
matrix, 89
Craps, 34
Critical region, 264
Cross-correlation, 211
Cross power spectral density (or spectrum), 212
Cumulative distribution function (cdf), 37
D
Decision test, 265, 271
Bayes', 267, 274
likelihood ratio, 266
MAP (maximum a posteriori), 266
maximum-likelihood, 265
minimax (min-max), 267
minimum probablity of error, 267
Neyman-Pearson, 266, 272
Decision theory, 264
De Morgan's laws, 5
Dirac d function, 213
Disjoint sets, 3
Distribution
Bernoulli,, 43
binomial, 44
conditional, 48, 71, 83, 104
exponential, 46
first-order, 162
limiting, 169
normal (or gaussian), 47
nth-order, 162
Poisson, 44, 68