lnLroducLlon lnLo ÞrobablllLyţ

8andom varlables and 8andom
Slgnal Þrlnclples
lnLroducLlon
A random slgnal ls a Llme waveform LhaL can be characLerlzed ln
some probablllsLlc mannerŦ
ueslrable random slgnals
undeslrable random waveform (nolse)
nolse lnLerferes wlLh
W Cur ablllLy Lo hear radlo
programţ
W 1he slgnal from ouLer space
deLecLed by asLronomer's
recelverŦ
1he number of deslrable random slgnals ls almosL llmlLlessŦ
lnLroducLlon
8andom slgnal characLerlzaLlonť
Pow Lo descrlbe any one of a varleLy of random
phenomenaŤ
W 8andom varlablesţ probablllLy dlsLrlbuLlon funcLlonsţ
momenLsţ eLcŦ
Pow Lo brlng Llme lnLo Lhe problem so as Lo creaLe Lhe
random slgnal of lnLeresLŤ
W 8andom processesţ Lemporal and frequency characLerlsLlcsŦ
8ased on probablllLy Lheory
W 1he relaLlve frequency deflnlLlon of probablllLy
W 1he axlomaLlc deflnlLlonť based on seL Lheory
SeL deflnlLlons
SeL deflnlLlons
SeL deflnlLlonsť Lxamples
SeL operaLlons
SeL operaLlons
SeL operaLlonsť Lxamples
Algebra of SeLs
Algebra of SeLsť Lxamples
ueflnlLlon of ÞrobablllLy
W 1he relaLlve frequency deflnlLlon of probablllLy
W 1he axlomaLlc deflnlLlon of probablllLyť
Sample space
LvenLs
ÞrobablllLy
W A physlcal ½¯° ls Lhe baslc ldea for our sLudy of probablllLyŦ
W 1here exlsL a preclse maLhemaLlcal procedure for deflnlng an
experlmenLŦ
W Cne experlmenL mlghL conslsL of rolllng a slngle dle and observlng
Lhe number LhaL shows upŦ
Sample seL
conLalns all posslble
ouLcomes
Llkellhoods
of ouLcomes
ls unlversal seL for a glven experlmenL
ueflnlLlon of ÞrobablllLyť
Sample Spaces and LvenLs
ulscreLe and flnlLe
SelecL an odd
lnLeger ls flnlLe
ueflnlLlon of ÞrobablllLyť
ÞrobablllLy ueflnlLlon and Axloms
1he probablllLy of Lhe evenL equal Lo Lhe unlon of any number of muLually
excluslve evenLs ls equal Lo Lhe sum of Lhe lndlvldual evenL probablllLlesŦ
ueflnlLlon of ÞrobablllLyť Lxample
0
23
30
73
,aLhemaLlcal model of LxperlmenL
A real experlmenL ls deflned maLhemaLlcally by Lhree Lhlngsť
1Ŧ AsslgnmenL of a sample spaceŤ
2Ŧ ueflnlLlon of evenLs of lnLeresLŤ
3Ŧ ,aklng probablllLy asslgnmenLs Lo Lhe evenLs such LhaL axloms are saLlsfledŦ
f¯½ťCbserve Lhe sum of Lhe numbers showlng up when Lwo dlce are
LhrownŦ

° n° f° ¯¾–°f¾f¯ f €¯fnf° nffn  ° ¾¯ ½ f ¾n¯f°°  D° ¾f  f° ¯f €¯%°¾ % -¾ ° €  ¾ W f  ff  ½–f¯ W @ ¾–°f€¯ ¾½fn   n  f¾°¯ #¾  n    ¾f  f° ¯¾–°f¾ @ °¯ € ¾f  f° ¯¾–°f¾¾f¯¾¯ ¾¾ .

° n° f° ¯¾–°fnffn f°  ¾n f°° €ff €f° ¯ ½ °¯ °f W f° ¯ff  ¾ ½ f  ¾ °€°n°¾  ¯¯ °¾  n  °–¯ ° ½  ¯¾f¾n f   f° ¯¾–°f€°  ¾ W f° ¯½n ¾¾ ¾  ¯½ff° €  °nnffn ¾n¾ f¾ °½ f   W @  f €  °n €°°€½ f  W @ f¯fn €°° f¾ °¾   .

  €°°¾ .

  €°°¾ .

  €°°¾ f¯½ ¾ .

 ½ f°¾ .

 ½ f°¾ .

 ½ f°¾ f¯½ ¾ .

– f€ ¾ .

– f€ ¾ f¯½ ¾ .

 €°°€9 f  W @  f €  °n €°°€½ f  W @ f¯fn €°°€½ f   f¯½ ¾½fn  °¾ 9 f  W ½¾nf ½ ¯ ° ¾  f¾n f€¾ €½ f  W @   ¾f½ n¾ ¯f ¯fnf½n  € €°°–f° ½ ¯ ° W °  ½ ¯ °¯–n°¾¾€°–f¾°–   f°  ¾ °–  °¯ f¾¾½ f¯½ ¾  n°f°¾f½¾¾   n¯ ¾ ¾° ¾f¾ €f– ° ½ ¯ °   ¾ €n¯ ¾ .

 €°°€9 f  f¯½ ½fn ¾f°  °¾   nf°  ° – ¾€° ¾n  f° €° .

 €°°€9 f  9 f  €°°f° ¯¾ @ ½ f €   ° f °°€f°°¯ €¯f n¾   °¾¾ f ¾¯€ °  f  °½ f  ¾ .

 €°°€9 f  f¯½     .

f°–½ f f¾¾–°¯ °¾   °¾¾nff¯¾f ¾f¾€ f¯½  ¾   ¾¯€ °¯ ¾¾°–½ ° n f  ° ..f ¯fnf¯ €½ ¯ °  f ½ ¯ °¾ €° ¯f ¯fnf  °–¾     ¾¾–°¯ °€f¾f¯½ ¾½fn  €°°€  °¾€°  ¾ .

Sign up to vote on this title
UsefulNot useful