id > Hd
Sis the staf nt (n} ae mul ease, los fom the
dtcorem of oa probabity tat the mcondvoned probity of 4
costs
v(e}~ Sein trte| ma = "SP réeimo dp arte)
and the unconditioned probability ofthe event eror, denoted fit
Hg = 1 Ie) aur
For he womsag ca in Fig. 235
alee nent
nlm = = 2)=
ant
Reh = Pinte eh do
trim fein ap
ssrcgneryeme
He PED ate fencer of Magen cle ine nator
|
aa
‘The probability of rors tereore
PLC] = Pima ee ae
ee
[Equation 2.184 can be expresed in terms of the fonction OC ) of
Bq, 2.50 by making the change of variable 2 =(p — in the fst
Jnagel and = (p = aie in the sooond: then
19} «rimao(®@=4) +rtmao(?=)
ne pti of ay Ht ess, = =
em +3) and te evr roby jus OU — 592A.
apa probes, Before a tansision occur, hea prot proba
bit Bm] ofeach mesiage mis bow a he cer. When a olage
Fp rzsed thea posta! probaty of each mesage my te
teers Pm, [f= pland the optimum reaver dies infor of ht
rresage for wich the a porartprbabliy is grete..The canna,
egal cmon ean ls coh
Tn the stnenee of 2 chante, the "9
es)
]
[E3x>4]
‘hws we may immediatly invoke Fo, 2165, wih d= 1 — d= be TE
‘oauumeltntp Ol and N= 1, tbe Chern bound yk
noe (ETT
-(GresT
(wt. 105 rwoeaauery maxon
On the other hand, substcating
yields
ap
1p) _ 01009)
pe < PP O19)
0) < ASP = Rw 008.
“The comparison betwoen the strength ofthe two bounds is more dramatic
ite tiple N (039. The Chernoff bound s then cabo to yield 2.2% 10°,
‘whereas the weak law bound is vide by thre to yield 0.014
nthe weak aw bound
Central Liet Theorem,
‘We noted in connesion with Fig. 2.7 that he binomial density function
(hati, th density function ofthe semple mean
re
make
in the particular cate for which the fx; are tatinticlly independent binary
random variables, each with mean 3 and Vviace 2) exhibits an envelope
that becomes simultancously narrower end more bellshaped asf
inerenen The face that the envelope bacomes narrower is atebuue to
the normalization factor 1/M in Fa, 2467: as M increases, the mean
Fema remains constant, whereas the variance og? = o¥/M decreases,
‘Wie are interested here in investigating the tendency ofthe envelope to
become bellshaped. Consequently, insted of m, we consider the reited
random variable + defined by
fees
Waa en® 2.168)
eae,
‘With this normalization = 0 and 0 = 6% so that both the mean and
the variance of = remain constant sx NV ineeats. The Behavior of the
‘envelope ofp, a6 increases i evidenced in Fig 285.
"The bellshaped tndeney stated in Fig. 2.45 for the binomial
istibution is an example of a much more general group of theorens,
Called collectively the contra dol theorem, one statement of which retds
fs follows:
Let (y) denote a set of stray Independent, 20ro-mean random
riches. each with the came deny function py, = Py and fate
arlance 0. Define
Le
jaa (2.1688)
1 The ptr i hore tte ce ical he inde y them, Ts
fester eed tere re ede Refocse 50a)
cereal
|
corns. tar THOR 107
at
1 tt
Lay 4
Genayeoaxe te
Wo pnonenahvers
(epnokentbveo Wr o1e=03.v=40
FRpue245 ‘The Nat bin deny faction semmaad o 260-084 aod mm
[rien [Gc ermtas erm
oth ap e680)
or, when 8 = 420,
) cas
tim [ped da = o|
Since the choiee doesnot ffi the right-hand side, the integration interval”
‘OF Eg. 21700 may be eogen either to include or exclude the points @
dnd
‘Discusion. The ceneal Limit theorem does not imply that, isell
approaches the Gaussian density function; it does imply that the stegral
Epic between fed nits proaches a value given by te inepal of the
Gausitn density function, The distinction is clear if we consider p,
torte binomial; for any 1, 0 mater how large psa su of impulses
td therfore never approximates the encoth) Geusin density funtion.
"The cenel limit theorem is operationally weful in estimating such
ey or
when is finite but very large aad [ao is relatively small constant
CGniependent of N}. Quantitative evustion ofthe words “very lage”
Sid Telatively small” depends on dhe details of the original density.
Function pif py Haef ie Gaus, the central init theorem exact for
fay N aod alo An equally tivialcousteresarple isthe binomial ease:
iPtach y, assumes only the valbes —1 and 1, and if is any mumber
eater than Vi,
{Siar ]-oxe(2)
probabil in whi ae, prows with sue
LSyovie) ery
Incsinet
fi Sn>]="
the ose me of pan
dae ]~of) am
nsminseninascntosnsinenepial
cctnaL Ur Tena 109
{a dubious, regardless of hov lege we tke N, Consder, for example, &
‘Sof inary random variables (2) in which for exh i assumes the
Values 0 and L with equal probability. With 9, 2b of = i and
af, we obtain from Eq. 2.171b
LE aat+ofs)-avm eine
af
We have already sen (of, Bg 2.121) that the Q fonction Behaves ex
Ponenvally #8 Qwerty a0.
ors
igeefeem eam
whereas the exact expression is
Hideo) of
ee enters
ports
eo
yetj=rywecm. a7)
_qrons with Nand becomes enormous when Nisiarge, On the other hand,
i realy veriied thatthe Cheroff bound aprss with Eq. 2.173, which
{sin accord with our carr statement thatthe Chernol! bound is ex
‘oncotillytgit,Thus the Chernofl bound should be wed in lieu of the
‘Sata mi ealelation inate suc, ag in whic the Tit of tte
goon Eg, 2.708 meee i N
“Argument. No appricaton ofthe validity ofthe central limit theorem
cat be gained from he Fllowing arguments
Tet M0) denote the characterise function of any one of the N
fdencaly istibuted zero-mean random yarlsbes (x and tet MA)
fdooue the characteristic faction of het nocmaized sum =. Then M0)
fand Mo) ae selated by
= owls} —liter l
Dba 8
M,(0) 3 Ele" 110 ragakanry mizony
In wich we have wed the fc thatthe mean of a rout of aisaly
independent random vrais i the product of ther means.
‘Now let us acme that py sch Sat every moment (7) n= by
2ycocr is nite Then, in ecordans witk Eq, 214b, M6) may BS
‘apes in the ponerse expansion
monte ont Be Pee. ans
Since ~ 0 aad FF = owe have
Moya 8 S440) eT)
where (8 sotinvous funtion that approaches the constant (—i}6)
Seo approactes zo.
rom Egy 2.174 and 2.1786, we bare
iano= win) =a —
aa)
‘me tpeina may be apne a te oe e
nd+H=w
7 eam
which converges for any complex variable w for which jy] < 1. Since we
{he intrest inthe inias N+ co, we ray take Wsoiaty lege hat,
fans fod
54+ Gall
Applying Eq. 2.17 10 Ba. ra fave
ofits a)
Lita eee
paso ua
o-etinnnentnai
si
inane sin
AEvERSIN:E TRANSFORMATION OF RANDOM YrETORS 111
Sines the exponential faction is continuous i fellows that
jin Moy a7)
‘We recognize thatthe iting form of A) the character fuseion
of a zero-mean Gaussian random variable with variance oy
Tee Iannis tbe Sy ton
In rlernia [miorma arm
{is Gaussian, As we have already sean in connection with the binomial
Aistibution, sucha claim ie fale! ‘The operations of limit aking and
fntepration in Eq, 2179 eanao, in general, be interchanged,
‘Although the density function of » dees tend to Gaussian if py is
sufcendy smoot, the general cental limit theorem statement that the
{itribution function converges to Gaussian form hinges onthe atonal
“mocthing” tht i niodced by integrating the density function, to
tthe distribution function F.
{APPENDIX 24 REVERSIBLE TRANSFORMATION OF
RANDOM VECTORS
“The changeotvariables transformation considered in Eq. 2.78 ie a
special case of a reversible transformation of vectors. A transformation
o> y, with both Xana y k-dimensional vectors, sealed reverie is
‘e-to-onethat i i the iverse transformation y+ also exists fr all
Sand y ofinteres, For example, let
YEU... AED (Ata)
‘where each ofthe [0 is «funtion of k variables that i, each signs
1 (difret) number cay ya), (0 vector x(o)- The transformation is
‘eversible if thee exists anther set of Functions fg) such that
X= GO) 2)--. 0). eat)
1 is convent to express Eqs 2.1 inthe more conse form
yet) pan
9) = at. a2)
We now relate, top fora reversible wansformation in which the
partial derivatives 3f/@% and 2p, exist for all and j, 1-61, ke
First we determine the probably distribution funedon F, and then we 112 pmonamunry THEORY
diferente Fo obtain p,. By defnon,
116)=[esoie ox)
‘where /is the region 7
Ale) < Br fle) < Brees nffe) SB QARB)
“oking the derivative OY(28, 2° 4) ofthe right-hand side of Ea.
2A;3e to obtain p(B) is complicated by the fact that J not simply
“xprese in terms ofthe variables of iteration. This difiuly ean be
voided by making the change of variables
yo Me. aaa)
“Then it follows frm the existence ofthe inverse transform g that
a= a0. Aa)
“The region of integration Fcan be expressed simply in terms of y as
I= (768) (Ade)
Since aC) may be substituted for ain the integrand of Eq, 24.3 the
‘nly problem sn performing the change of variables of Eq. 2Asa i to
{ela thediferental volume clemeats de and dy. The relationship is
de = Us, QAse)
whore Uy is te abgolute value ofthe Jacobian Jy) sssciied with
the transformation g. The Jacobian, by defiition, is the determinant
x Sg o> Su
Yn Jao In|
non| . ease)
a ten --* Ja
‘with lente
Jy = Ps FAD & @ASe),
wr eng vii of 2A BTA
140)= [ patonusole
af Po fowoneéoin one
aes
eveRSIBLE TRANSFORMATION OF RANDOM VECTORS 113
“Taking the partial derivative is now teva, and wo obsin the sited
‘elation betseen p, and p, when random vectors y and x are celated by
‘the 1:1 wansformations = ffx); x = #0)
4B) = pulat®)1 8 ean)
Forther insight into the elation between py end py may be gained
ty sealing te findamental interpretation of the probability density
function: py i the function which, When evaluated at a point a aad
sulipied by the volume AV, of « small pion AV, incuding the point.
{yds the probability that xl ie In the rego. But, 7 Has In the
region Mp then y = fx) must le in & coresponding region Aly of
‘Volume AF", whic contsine the point b= fla). Thus
PAD AY, = psa) AY (2A)
Since a = g(), we ave
PAW) SY, = plat) Ae east)
‘Of course, AV, je notin general equal to AV,; indeed, feom Ea, 24.5
ay,
a =H (Ase)
Substtating Ea, 2A.e in Eg, 2A.Sb yields
Ad) ~ ple) easay
which is consistent with Eq. 287.
"Asn ample ofthe use of F247 condor the polar wansformation
xory given by
(A.0)
As shown in Fig. 24.1, the inverse transformation is
= gO = Hc08
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