Page 315 - Probability, Random Variables and Random Processes

Index 307
Limiting distribution, 169
Linear mean-square estimation, 249
Linear system, 213, 231
impulse response of, 214
response to random inputs, 213-215, 231
Little's formula, 282
Log-normal r.v., 134

M
MAP (maximum a posteriori) test, 266
Marginal
distribution function, 81
cumulative distribution function (cdf), 81
probability density function (pdf), 82
probability mass function (pmf), 81
Markov
chains, 164
discrete-parameter, 165-169, 185
homogeneous, 165
irreducible, 167
nonhomogeneous, 165
regular, 169
inequality, 66
matrix, 166
process, 164, 183
property, 74, 164
Maximum likelihood estimator, 248
Mean, 42
Mean square
continuity, 209
derivative, 209
error, 249
minimum, 250
estimation, 249
linear, 249
integral, 210
periodicity, 216
Median, 76
Memoryless property (see Markov property)
Mercer's theorem, 217
Minimax (min-max) test, 267
Minimum probability of error test, 267
Minimum variance estimator, 248
Mixed r.v., 41
Mode, 76
Moment, 42, 84
Moment generating function, 126
Most efficient estimator, 248
Multinomial
coefficient, 114
distribution, 88
theorem, 114
trial, 88
Multiple r.v., 79