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Probability, Random Variables, and Random Processes: Theory and Signal Processing Applications
book

Probability, Random Variables, and Random Processes: Theory and Signal Processing Applications

by John J. Shynk
November 2012
Intermediate to advanced
794 pages
22h 9m
English
Wiley-Interscience
Content preview from Probability, Random Variables, and Random Processes: Theory and Signal Processing Applications

3.3 DISTRIBUTION FUNCTION

In order to describe continuous, discrete, and mixed random variables, we first introduce the distribution function, from which it is possible to derive either a pmf, a pdf, or a combination of both. Once specific families of random variables have been defined, there usually is no need to consider the abstract probability space (which, as mentioned before, may not exist). Instead, we can work directly with the distribution function defined for the probability space .

Definition: Distribution Function The distribution function with domain is the following probability:

(3.10) Numbered Display Equation

where is a mapping of in the event space to a real number in [0, 1].

This probability assignment is yet another type of mapping: from a semi-open interval on to a point in the closed interval ...

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Publisher Resources

ISBN: 9781118393956Purchase book