Page 314 - Probability, Random Variables and Random Processes

306 Index
Fourier series (continued)
Perseval's theorem for, 237
Fourier transform, 218, 240, 299
Functions of r.v.'s, 122-124, 129, 136, 144

G
Gambler's ruin, 190
Gamma, function, 59
r.v., 59, 145
Gaussian distribution (see Normal distribution)
Geometric r.v., 55, 62

H
Hypergeometric r.v., 76
Hypothesis
alternative, 264
composite, 264
null, 264
simple, 264
Hypothesis testing, 264-275, 268
level of significance, 265
power of, 265

I
Impulse response, 214
Independent (statistically)
events, 8
increments, 163
process, 163
r.v.'s, 80-81, 83
Interarrival process, 170
Intersection of sets, 2
Interval estimate, 247

J
Jacobian, 125
Joint
characteristic function, 127
distribution function, 80, 89
moment-generating function, 126
probability density function (pdf), 82
probability mass function (pmf), 82
K
Karhunen-Loeve expansion, 217, 231

L
Lagrange multiplier, 266
Laplace r.v., 77
Law of large numbers, 128, 155
Level of significance, 265
Likelihood
function, 248
ratio, 265
test, 260