Calculation of Cumulative Distributions and Detection Probabilities in Communications and Optics.
Abstract
Methods were investigated for evaluating cumulative distributions of random variables by numerical quadrature of contour integrals in the complex plane involving their moment- or probability-generating functions. These methods have been applied to the sum of M outputs of a linear rectifier whose input is Gaussian noise plus a narrowband signal, to the average power of Gaussian random process, to the number of photoelectrons counted from a photoelectric detector onto which both a coherent light signal and incoherent background are incident, to the output of an avalanche photodiode, and to the statistics figuring in Wilcoxon rank tests. Radar detectors estimating the ambient noise level from censored samples have also been analyzed. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Oct 01, 1984
- Accession Number
- ADA147781
Entities
People
- C. W. Helstrom
Organizations
- University of California, San Diego