Index

a priori probability, 15

acceptance set, 367

alternative hypothesis, 369

arrival, 74, 440

asymptotically unbiased

estimator, 347

autocorrelation function, 429, 449

random sequence, 449

wide sense stationary process, 456

autocorrelation

Brownian motion, 450

autocovariance function, 429

random sequence, 449

stochastic process, 449

autocovariance

Brownian motion, 450

average power, 457

axioms of probability, 11, 196

conditional probability, 16

consequences of, 13

a priori probability, 370

Bayes’ theorem, 22

bell curve, 321

Bernoulli decomposition, 444

Bernoulli process, 438

Bernoulli random variable

expected value, 83

bernoullicdf.m, 103

bernoullipmf.m, 103

bernoullirv.m, 103

bias

in estimators, 346

bigpoissonpmf.m, 117

binary hypothesis test, 369

maximum a posteriori probability, 374

minimum cost, 377

binary

hypothesis test, 370

binomial coefficient, 42

binomial random variable, 113, 326327

expected value, 84

binomialcdf.m, 103

binomialpmf.m, 103, 336

binomialrv.m, 103

blind estimation, 401

Brown. Robert, 447

Brownian motion, 446447

joint PDF, 447

with a barrier, 476

brownian.m, 466

central limit theorem, 322, 360

approximation, 322

confidence interval estimation, 356

significance tests, 368

Chebyshev inequality, 339, 341

Chernoff bound, 339, 341

chiptest.m, 56

circuits.m, 217

clipper, 237

clipping circuit, 226

collectively exhaustive, 6

combinations, 42

communications system

binary, 392

BPSK, 392, 469

CDMA, 395397, 428

MPSK, 395, 398

QAM, 394395

QPSK, 385386, 394395 ...

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