2.3Statistical regularity of averages is an experimentally verifiablephenomenon in many cases involving random quantities. Hence, we are temptedto develop mathematical tools for the analysis and quantitative characterizationof random signals. To be able to analyze random signals, we need to understand
The resulting mathematical topics are: probability theory,random variables and random (stochastic) processes. In this chapter, we shalldevelop the probabilistic characterization of random variables. In chapter 3, weshall extend these concepts to the characterization of random processes.
2.2 Basics of Probability
We shall introduce some of the basic concepts of probability theory bydefining some terminology relating to
(i.e., experimentswhose outcomes are not predictable).
The end result of an experiment. For example, if the experiment consistsof throwing a die, the outcome would be anyone of the six faces,
Def. 2.2: Random experiment
An experiment whose outcomes are not known in advance. (e.g. tossing acoin, throwing a die, measuring the noise voltage at the terminals of a resistoretc.)
Def. 2.3: Random event
A random event is an outcome or set of outcomes of a random experimentthat share a common attribute. For example, considering the experiment ofthrowing a die, an event could be the 'face
' or 'even indexed faces'(
F F F
). We denote the events by upper case letters such as