STATISTICS, PROBABILITY,

and NOISE
STATISTICS

-the practice or science of collecting and analyzing

numerical data in large quantities, especially for the
purpose of inferring proportions in a whole from those in a
representative sample.
PROBABILITY
-is a branch of mathematics that deals with calculating the
likehood of a given events occurrence.
 Statistics and Probability are used in Digital
Signal Processing to characterize signals and
the processes that generate them. For example,
a primary use of DSP is to reduce interference,
noise, and other undesirable components in
acquired data. These may be inherent part of
the signal being measured, arise from
imperfections in the data acquisition system, or
be introduced as an unavoidable byproduct of
some DSP operations. Statistics and Probability
allow these disruptive features to be
measured and classified, the first step in
developing strategies to remove the offending
components.
SIGNAL
-is a description of how one parameter is related to
another parameter.
 A signal dependent on a continuum of
values of the independent variable t is called
a CONTINUOUS TIME SIGNAL

ANALOG SIGNAL
 A signal defined at, or of interest at, only
discrete (distinct) instants of the independent
variable t (upon which it depends) is called a
DISCRETE TIME SIGNAL

DIGITAL SIGNAL
amplitude
sample
number
3 most commonly used Domains:
1. Time Domain

2. Frequency Domain

3. Spatial Domain
 The mean, indicated by , is a statisticians
jargon for the average value of a signal.
In electronics, the mean is commonly
called as... DC (Direct Current)

Likewise, how the signal fluctuates around

the mean value is generally called or
commonly referred to AC (Alternating
Current)
The Standard Deviation (F)
 Average Deviation

-it is found by summing the deviations of all

the individual sample and dividing it by the
number of samples.
 Standard Deviation

-is similar to average deviation, except the

averaging is done with power instead of
amplitude.
In some situations, the mean describes what is
being measured, while the standard deviation
represents noise and other interference.

signal-to-noise-
SNR ratio

coefficient of
CV variation
 Irregularities found in actual data

1. Statistical Variations

2. Statistical Fluctuation

3. Statistical Noise
 The Histogram displays the number of
samples there are in the signal that have each
of these possible values.
 -it is the
probability mass corresponding
PMF curve for the
function
underlying
process.
DIGITAL SIGNALS

probability
PDF ANALOG SIGNALS
density function
THE NORMAL
DISTRIBUTION
Carl Friedrich Gauss
- he is the proponent for the Gaussian
Distribution.

- he is the proponent for the Gaussian

Distribution.
 Carolus Fridericus Gauss(Latin)

- he is the proponent for the Gaussian

Distribution.

Born: April 30, 1777 Died: February 23,1855

at Braunschweig at Gottingen
Spouse(s): Friederica Wilhelmine Waldeck,
Johanna Osthoff

Children: (1) Joseph, Wilhelmina and Louis

(2) Eugene, Wilhelm and Therese
 NORMAL DISTRIBUTION

- Signal formed from random process usually

have a bell shaped pdf.

Gauss Distribution

Gaussian
In probability theory,
the normal (or Gaussian) distribution is a
very common continuous probability
distribution. Normal distributions are
important in statistics and are often used in
the natural and social sciences to represent
real-valued random variables whose
distributions are not known.
The normal distribution is useful because of
the central limit theorem. In its most general
form, under some conditions (which include
finite variance), it states that averages of
samples of observations of random variables
independently drawn from independent
distributions converge in distribution to the
normal, that is, become normally distributed
when the number of observations is sufficiently
large.
 The integral of the pdf is used to find the
probability that a signal will be within a
range of values. This makes the integral of the
pdf important enough that it is given its own
name, the cumulative distribution
function(cdf).
 CUMULATIVE DISTRIBUTION FUNCTION

In probability theory and statistics,

the cumulative distribution function (CDF)
of a real-valued random variable X, or
just distribution function of X, evaluated at x,
is the probability that X will take a value less
than or equal to x.
 In the case of a continuous distribution, it
gives the area under the probability density
function from minus infinity to x. Cumulative
distribution functions are also used to specify
the distribution of multivariate random
variables.
DIGITIAL NOISE
GENERATION
-Random noise is an important topic in both electronics and DSP.
-Random Number Generator
-Central Limit Theorem
PRECISION AND
ACCURACY
-used to describe systems and methods that measure, estimate, or predict.
- Called as a true value or truth.
-Methods provide a measured value.
-ways of describing the error that can exist between two values.