GAME THEORY SOLUTION FOR NON-REGULAR RANDOM EVENT PROBLEMS: SMALL SAMPLE SIGNALS IN NOISY CHANNELS.

Abstract

The laws of probability do not apply for low numbers of trials because of the lack of regularity for the random events. In communications work it is assumed that the probability density function of the sum of a number of independent random variables having arbitrary (within the validity of the Central Limit Theorem) probability densities approaches a Gaussian density as the number of added random variables becomes large. An assumed Gaussian density for the sum of a finite number of random variables will have an error that increases (assuming the same probability density for each added random variable) as the number of added variables decreases.

Document Details

Document Type
Technical Report
Publication Date
Feb 21, 1967
Accession Number
AD0651575

Entities

People

  • Irving Dlugatch

Organizations

  • System Development Corporation

Tags

DTIC Thesaurus Topics

  • Game Theory
  • Mathematical Analysis
  • Mathematics
  • Probability
  • Probability Density Functions
  • Random Variables
  • Theorems

Fields of Study

  • Mathematics

Readers

  • Adaptive Control and Estimation with Uncertainty in Dynamic Systems.
  • Approximation Theory.
  • Computational Modeling and Simulation