CHAPTER 7 © Ergodiciy, Statistics, Estimation, and Simulation The radar example in Chapter 6 (Example 6.20) will typically use correlations est An int mated by time averaging, as will direction finding applications (Example 6.22). points that Anes : which wei 74 STATISTICAL INFERENCE Sri largest prob ‘ve would fi This implies One objective of statistics is to make inferences, such as decision making and prediction about a population of data, including random processes and using information gathered from a sample of data taken from the population. As we have seen, the population, or random process, is represented by parameters, Consequently, statistical inference is idee mea concerned with making inferences about the parameters of the random process, such as One des the mean, the variance, and the autocorrelation function. Definiti Statistical inference can be considered as consisting of two pars: estimation and itissal tests of significance, such as hypothesis testing. A test of significance attempts to deter- ‘mine if the data are consistent with a specified hypothesis. Estimation uses the data to csstimate parameters of a population, often to determine the accuracy of a specific esti- ‘mate. We will deal only with estimation here. Probability theory attempts to predict apriori the probability of an outcome of an An unbi experiment, Statistical inference can be considered the converse; that is, it examines ‘mator would how to use the data after the experiment has been performed to make inferences about the properties ofthe random process, such as to estimate parameters, Defin 74.1 Types oF ESTIMATION Be sale variables, eac ‘There are basically two types of estimates: point and interval. A point estimate isa sin- ‘le number, such as the mean value. An interval estimate defines an interval with two end points, typically on the real line. Thus, we might estimate that the mean of a randoms process would fall in an interval [x,, x2]. A good interval estimator would enclose the true value of the parameter being estimated a large fraction of the time, that is, with = high probability. The interval estimator is often called the confidence interval. We shall deal with interval estimators shortly. Definition 7.6. An estimator is typically a function or rule that calculates the es ‘mate of a parameter based on data measured from the population or random process. We shall denote an estimator as ©, since itis a random variable, while the estimate of the parameter will be denoted as 6. The true value of the parameter ‘will be denoted as 8, For convenience, the subscript X for this general class of e= timators will not be used Example 7.121 the sample mean ji ofa disorete sequence Xia) isa point estimator @ ofthe true mean px Wh in = EDXO