3 ed ot a a) Covl(wyy> PIT z = 0.9 D pre [e. wast |} yel) ae " = z © 0,486 SEE PC. Wh Fee HATERE CODE. THEORETICAL ' PPF Lon Tours wd 7 OVT cones + oF (way afoot ASST we Figure 12.21; 500 outcomes of bivariate Gaussian random vector with mean {1 1] ‘and covariance matrix given by (12.40). STIMATING MPRVS AWD CoV rRIANCES ASSVUNE gvuT Cones Cm, Bead mer tam , AVAL Kee ee (VANS AL BSFORE a Ly CCORMPLE ER) ey. [P8) = [PEP] an L3 [ee RTL = za O mmf (sc) “FRIOWDLY!702 ° Slum fowe) VAR(W/ = ky mo eS hn my veces hE (3B Exe) “ -oa ¢ 2. Oviwz > 2 Cums Ewe ad 23) A = tev few T° SVAPLLEY NOTATION RNP SOoeIPVTAT Yon CANAD VSEFUL FoR THECRETICAL WoRK) WOTE a) Lb be) = [Orbe ee) 4s brb, Arbo pee ax} BLL CRLLED Ay ovTeR FRODUCT PR PYAP CUTER FRODUET LET 4, > W-ewlw} = 4, Q@ye> Z2-Ez lz) +40 [z) [Ay ha) Piety WD)” (Wn by We Ex ty (2-BxlDYWw-Ey lw) (2-822) )~ a Gr) — [Ela e\tp DEFive E fa,, <7) ~ [ee bie) a} (& 4) VAR lu) Cov(wz) } > e((&) / © [erree. ya a ari238 GIVES PL ANeNFER DEFINITION DHS [IN ecTeR) ATR), WeTATRA DD OF Swe Gy} = Pwrewl ) pH) ft eyles a< (2) ~ [rreti5) [2) L283 " [t)-2[ {2s 2 £ye [(C8-e[09) I Leg ())7) = See SPRETIHES WRITTEN WITH X = (2) cx 2 Eg (4 -e La eee La) 7) TO ESTSMATE cw vse Fava ery #2 Cie) -4 en e-S. (ce A Cw2 = SEC HIATLAB CopE OW FE YF CHAPTER }4- CONT, V- DIMENSIONAL RYE NOW VECTOA/MATUX NOTAT /Ov 15 EStENTIALL Abs X (5) = KL Nx} Xn lo BEFORE Wo 2 Ad X= X XazyIe TAKES ow Va LvES I wee fe ~ Be Toinr PRF Wow Py, Me, why (Me Ba, Fr) oR SEO: AS vsvnm [Jv Sf PR ng (Eis Rn, Bad Mire big ~ be 728 =f >e AAD Pdi ka Xa (ee bu ta) 2 PIa) s S/S. Pelt) CE MosT fAPORTAVT N-OIPENT/owAL oR MULT} VAR, ATE PRP IS GAUSS fl, DEPIWED AS t at (Bas Kea) = —_ oO _ ——-_/ Ps > (279 pet (oy @vaAPRATIC Fer CS CALARS wreee w= Ex[AI = [ee | Wt} Ky ben) VRRK,S COV (R, Xa) 0. Cov Ky Xa) ce [Obeexs VAR Co)... cor en mw) ~ 7 Lov beyx 3 Covly kas. — VAR BL) NLA SHORTHAND Xan(H oyJos CAW ALSe BE WRITTEN AS tA = Ex [a 4il$-u)7) vee Exetyece (#1 FOR TYPICAL Cone TATION VSING Fs OK). Te Fine mARoINAL PPF px, (%,) oo os Po CBD > SI> f Pelt) dks Ae..dy, reo mee ee IN TECLRTE CUT OTHER VARLABLES OR PR e ta) =S/: ‘ST ps (2) hts hop... dy ere. Xr xo, sy XW ARE LAP. IF pold oper IF Phy Hoot Be Bd * Phy ed pres te Prwl Ka) EXRMPLE © /VDEPENDENCE OF Mle ed Rvs IE £ 15 DIAGONAL (Aer Kor (KE x, PEP For C#z) Are xc Aee swD.“eT sg = ar 2 = DIAC GO 1 Ted 2 “a Ae 1. > per (e)> Te ct [Wy 2 er 2 You" D or Fx CeD oe fer) FRR A GURBRATY( FORM W/TH DIRE, MATRIX Du my |e ¢ le) = [4 uJ a) ok Ae ba = aur tb uy + S pela) Bae gry” © a e degre (teen we) ~ 0 me Nowe CoD 2 pelea ortTRAV SPORMAATI ONL STRAIGHT FeRWARD EXTEN IW OF (KY) RESULTS Yo fs Oh xa Aw) Yo > Jn Ol Xi y Ro? One -Te - owe . CCAw Senve Yu > Ga Odi Xs, a FOR % He hy CEM DY Deo Gu UNL BvELY Piya te Ye ny WD = Prebook (GUID, ICL, facts) . aad (4 OY Ya, Bu) ) 2h Pe oe WHE 0 Cy en new vy 9. R VR 7 2G ty te Re OB Vie Phe ra V7 FM BRy EX HP Kewl Yrex Bp xr E'y DOK Be PL G7! few re OW, Yun ee Ia?Pyly 2 = px C6714? | per fend] , ELEM) CEG pay per(e7 € - bperle)] bur per(D += berlée”) ~ verlssoer(CU eT . =4 A Pe BTl EY = perce : Caml per e(sHOET IE) | 4 Coreg en)” oo! (6-1 y- 64) € v PETG) +f PETCE) per (67) pice (EN yb JI" = [y- emt Er” Prftd ’ aie lbETl Ee) ' = _—___-—— PVD) * paay"® per he e9 fwes PETCRE) = FU EO EME Cyr b a) DETR DETAS e t: (ese Ane Sivce dET (E667) = ber (ecaty109 3 = SB yrnleu, E69 CAV Aiso g& SHowd Te HoLD /F GS Gus Mun with Men. EXPECTED VALVES Ex LOD> Bates [ [3)) - an Ex yha te D9 liye had) = oe, LL, IK Fe, Bod Prk ora re Pay, Ratt . Ahh ben bal we ExARoPhe s Gl Ny hn tw > SF Xe a aes Ch 1 mw Exytzupww | E BX) = Ebbw. xy (he aoe “ry J cm Why? a C pre 4 EXE LAS cB y Ely) ts" can Eaexj) PRE ke) (2 aererg, OF HS ) a 2 El g far ey. ev] * veel Zacxe) Ly S Te FinD THIS WE USE SOME RTRs x ALGERRA (pecah VAR ML, +42) > vanls) + VAR (AL) + 2 Cov [ey 2d) 4wel eG S$ acke= QT or Ww Ex, xu & eexe) =D aE xe [Xej ra oss WYER PRipver Lue < RECALL = eT Exls) (bef rrpw) 3 vre( Fer) = 5 lo-es To qr - y = 6 (are cecal} uyy? = BC Gare lu are 22, ter) ") = El av (x-€x by) (a e-ee19))") = Bel ar Cx -Ee LOK Ex 18d) ox ~ QT Cat [il we we ae Ut Nee VAR Xx pkS F a) VARSLR;) Cov Ot kay (13 kovlwt,) VARI) |!ivf VAR(L) + Cov Xe) 2 co VAax) + VAR Oa? = FARR) + cov lt, xed # LoV hak, Ie VARY AGREE with EARLIER RESULTS e (tras = Sammars we) FO KEE by Caray». RR LD C xls YN EeRLAPTED), var 3 aero) = z ac vaelhe) vey Fy! oy ox EXAMPLE ' SANPLE HEA oF TLD ave TLD = INDEPENDENT A/D | DENTICALLY PISTRILUTD Ss HERSS THAT ALL RV A Ave SAME MAREiWAL PPF op Lh nr te Px) HPe to HP ky = Pah t ok EXAMPLE wc IE SA CE An ES TiaRTE oF Ex, rel=u PF Fre IS SRA PLE Gee Exe Cm2 ZS THIS A 600d Estirtnre © war HAPS AS wae? RecAL, DETECT IOW ERrIPLE ON PAGE 6 OF WoTES THERE Ma 0 WHEY We SICWAL PeESENT os wien SI6vRL PRESENT Since XoF OS + Wee VOsfe SAN PLE WITH Ewe} =? VAR(W) = oO We Now Cons) DER ECR) Ann Var [RI - ELX/= ey lw xe] 4 Bey Ixy way ® ce = tf yout DpenT/caeLy 47 E Exciting = wk x Darr. way? = At _ OK SAIS Yorw oF PIF CF X JS xx J\ uk To Fivd VARIANCE USE [ow a a var ( 24cXe) = 2 ac VARA XS 2 oy “~s UAE LEE ATED Ww Zz oR ACs Iw ar(FI= S Za VAR A av oy Ve L g o~ = Bf o> = O% >.o Ar rer Px w err 4 PR Nn, ML >> a% : : rt TRY SIN AA row Beppe bem Bag bo use i “ilk. . A sd A A Ke 2#randn lw, ow ee ee : bare mean fry) . Ren THIS 1000 iva (0) M100 Tunes ALD Figure 142; Batineted PDP for sumplo mean random valable, —__—— use hist COMPUTER SiIULAT Jo oF X wwe, & ) 1 Per Forni CfoleskKy PECon posvTion 6F < > ¢7 ¢E" 2. Gen eparTeé Res zaTow & (WN x1) wre U~w(e x) C «= randa (dd a) Fern wa Guru SEE PIATLAR cope FS £76 Foe N=z CHAPTER IS ~ LytsT THERENS Yo LAW OF LARGE WOMRERS- SUSTHFES RELATIVE FREQUENLY JY TERFRETAT OW oF PROBAB ITY EXAMPLE» TeSS FRip CN ZL O00 ooo THIES RWwD COUNT NUIBER OF eas1p THIS 1S Fino NVMBER OF HEADS _ 0. L949 ReLanye Zee bos FREQUENCY prrien Pl ReAdS|® Fon PlHers) = Retarive FRE eveNCY RELATIVE FREQUENCY AS NVIIGR of Toes > 0 » CENTRRL Ln THEOREM - JUS 7Fies ASIUMPT ON OF CRU TRI POF oR ” gece SARPED” pis tRiburtin oF OUT cones EXAMPLE $ PERIN CHOSEN AT LAWDON MEASURE WEIGHT Woe Geveric JAS + Ton STRESS + DjET + EDVCATIow + .- LAR CE Nv BER 6F FACTORS ALL PIoeELED ALS RANDOM VARIABLES SN CE A PRIinRL Poa’ T KMOW WHE OF CHOSEN CENTRAL 2trnyr There Sars Xp tXet . 0 thy w~ GRUSTIAN Ar We For Xo7s roeye PRACTICE — CRS Aw WEIGAT xo se 20v BD) Lfw OF LARGE Nurs beKs Com DER REPEATED TostiwE oF FAIR Se, OurTtopfEer ARE Ky Re oy ba, WHERE koe JF Peas ° IF OT ALLS AsSSeme Xért RRE TED ~ ACTA SAYS OUTCe”E CK ANY TOSS WoT Peoos. ene On AMY OTHER Terr ZuP. Add SANE Coin VIED AWD TFOSSER THE SAME WRY SS /DEWTICRLAY BIT. SETUP § OVERALL ExrerineEnr Vrewos R RANDOM CVT COME Me DELED By Xe [HX KY) (wren LET NP Oy - +R PR IZTep Pee lk) > px thy > RE® | Poe a exe oe th LET k=ue NOTE THAT FeR ANY WX iF A DISCRETE RY , Fea EXAMPLE, NEz R= RAG) >= eo es Ther we Haye R PHE Fee F. Compr ize STL MEPS Pld RR ANCE é , - 7 F424 ce - a4 L a var (RI = VARCH Xe) = yr T VAR tv > ere czy CNC RR. var ee = Ey Lx) = Exo le) j = = = err “AD = 62. se 4e-bLok ae r a var x we ow Hence PAF “Cotcaprer” ABOUT Fx, (%e) = 2, SOmET ye 6 CRLLEP THe CERN OVAL} LAW SF LARGE NUNARST sence Ke ~ GERMOULL:uvT Figure 15.3; Realizations of sample mean random variable of N IID Bernoulli ran- dom variables with p = 1/2 as N increases. a = - at . Ler ky Fw BXe , ra kw > LP Ey i) As n>? JN GEwERRL, HE LAW oF LARGE Z NerBERO ASSERTS FoR TEP xs a Wy ExkKeo> EL KI ar nee oF TUSTIFIES CvR USE OF SRHPALE NHEAW AS Av ESTIAAT OR oF Exlx) CPG. ©§ oF pores) OR rv GENERAL £ighas > 7 Za ACTVPL TREoREN IS:ue iF x Hany Xv PRE ZED with Moen Ex ly) AV? YRRIANCE OC a) THEN Ling Xu = Ex Ux), NN? Be MORE SPER CALLY WE NERN tum P [ku ex Gal €) =? wom DEVIAT IN on EPReR Fen awry €>° (Mhywry € Ceose To TERD/ THIS TYPE OF CONVERGENSE CALLED CONVERSCENCE WW PRoPABUIT. PRooF 2 PL Mey Ex tl? e)= P lik ~£4 5%) >€) tr y Ain RECALL CHEGYSHEV’ S JWEGUAL/TY Plly-ety]>es 4 YAR et bere van (y) = VAR(%y) > O70 - o Pl iv-exlalres ¢ (2 = ee tin Plimmreelel>e) 4 ot = Ww os wae MM. SB Lyn pl urextop>e) =? NDEXAM PLE ~ RECALL DETECTION EXAMPLE WHEN S/6EWRL SA 3S FRESONT Ke = ot = AW esa, For Weir ZEdR wih E,lw]> eo AW> VARGO) = T™ zoo Xd > Lx lx) 2A AS Vr WHEN Wo sr/ewRi yr PRESENT Xe We Pwo Ry > Ex les = Eylw) =e CENTRAL LittsT THEOREM See eee eee LAW OF LRREE NUMBERS TELS US ABOUT W/?TH AWD LocAT/en OF PPF/ FF oF XW WIDTH > © LocRrlon > Ex lx). How ARour PDF Ar wae ® EXAMPLE 5 Lest Xe'l BE cee HWA ee Kev vf % w CONS / DER Sy = 2 Ke Wow, RECRLL THRE PoF OF X,¢%ka ys OLTRINER BY CoNvOLVY Tien oF PDFSie Pm (4) > PelOIK px lo = L. Px 002 px l9r ie) bie Here Pele (2) Cross-hatched region con (b) Result of convotution tributes to integral Figure 15.4: Determining the PDF for the sum of two independent uniform random. variables using a convolution integral evaluation, TO Fwd P2XF oF Lg wore THAT So > FA Px Pie ~ Tx* te Pry bo > paler SP lus pa lamey de = 0 Lone FROM ABOVE RESULTH = /. Pe ly px (unm) ht way® @-ansesap O-cesia wuncssan Figure 15.5: Determination of limits for convolution iategre!,