SOME USEFUL PROBABILITY DISTRIBUTIONS

Abstract

A compilation is presented of probability density functions, distribution functions, and characteristic functions for several arithmetic combinations of Gaussian random variables. These functions, the distribution functions in particular, need to be known for the evaluation of the error probabilities of many communication systems. These functions are expressed in closed form in terms of well known (and tabulated) transcendental functions. The purpose is to have a convenient list of canonical forms which will be useful when working with arithmetic combinations of Gaussian random variables.

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Document Details

Document Type
Technical Report
Publication Date
Sep 01, 1965
Accession Number
AD0474128

Entities

People

  • J. Omura
  • Thomas Kailath

Organizations

  • Stanford University

Tags

Communities of Interest

  • Advanced Electronics
  • Weapons Technologies

DTIC Thesaurus Topics

  • Air Force
  • Birds
  • Communication Systems
  • Distribution Functions
  • Electrical Engineering
  • Electronics
  • Electronics Laboratories
  • Engineering
  • Hypergeometric Functions
  • Military Research
  • National Security
  • New York
  • Probability
  • Probability Distributions
  • Random Variables
  • Systems Engineering
  • Transcendental Functions

Fields of Study

  • Mathematics

Readers

  • Approximation Theory.
  • Business Analytics
  • Regression Analysis.