Fundamentals of

Communications

A1: Simple Statistics

EE3158
Professor Ian Groves
ian.groves@kcl.ac.uk
www.ctr.kcl.ac.uk/members
Simple Statistics
 Averages
 Spreads
 Z scores
 Normal Distribution
 Finding probabilities
 Application to Telecommunications

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Averages
 Mean, median and mode
Weekly rent paid by 15 students sharing accommodation, 1998 (£)
45 35 51 45 49
51 40 42 46 36
37 42 47 49 42

 Mean (or average)

 add observations and divide by number of
observations 657/15 = 43.8

∑ x
x=
n
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Averages… 2
 Median – the middle observation.
 rank the observations and find the middle one
(n+1)/2th observation
 35 36 37 40 42 42 42 45 45 46 47 49 49 51 51
 the 8th observation (15+1)/2 is 45

 Mode – the most frequent observation

 in this case 42

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Spreads
 Standard Deviation (SD) calculated as
below
 calculate residuals – individual observation minus
mean
 square and sum these
 divide by number 2  of observations minus 1 [gives
∑(
Variance]
SD = 
)
Yi − Y 

 n
 take square − 1
root

for Standard Deviation


 example peoples heights (cm)

 190 185 182 208 186 187 189 179 183 191 179
 mean 187.18
 SD 8.02
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Z Scores
 used to ‘normalise’ data

X −X
Zi = i
SD

observation − mean
Z=
standard deviation

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Normal Distribution
 A general statistical theorem, the Central Limit
Theorem, states that the probability
distribution of any quantity which arises as the
sum of the effects of a large number of
separate contributions is the Gaussian (or
normal) distribution, which for unit variance
and zero mean is given by:

1 −x 2 2
Z(x ) = e
2π

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Normal Distribution…2
 the probability that x is greater than some
value xo is found by integrating this equation
over the range xo to infinity:
∞
P(x > xo ) = ∫ Z (t)dt
xo
 also known as the Gaussian Q–function.
 we cannot solve this in closed form, rather
numerically integrate and tabulate.
 total area under curve (integral over +/-
infinity) =1
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Areas Under the Normal Curve

 ‘bell’ shaped curve – symmetrical

 most common observations fall within +/- one
SD
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Tabulated Results
 Values of Q(x) for various x
x Q(x)
0.0 0.50000  Some ‘rules of thumb’
0.5 0.30854  68% of a population fall within =/- 1
1.0 0.15866
1.5 0.06681 SD
2.0 0.02275  95% fall within +/- 2 SD
2.5 0.00621
3.0 0.00135  99% fall within +/- 3 SD
3.5 0.00023
4.0 3.17 x 10-5  SD is Standard Deviation

 For large values of x we can approximate Q(x)

as Z(x)/x with less than 10% error for x>3

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Gaussian Probabilities
level Xo 20log Xo (dB) + 6dB Error Rate
1.28 2.1 8.1 10-1
2.33 7.3 13.3 10-2
3.09 9.8 15.8 10-3
3.73 11.4 17.4 10-4
4.28 12.6 18.6 10-5
4.76 13.6 19.6 10-6
5.21 14.3 20.3 10-7
5.62 15.0 21.0 10-8

 values for Xo taken from published tables for Xo < 3

 else computed from approximation (Excel solver
function)
 expressed as signal–to–noise ratio (power which is
voltage squared so use 20log(Xo)
 +6dB column for pulse detection in presence of
noise… A1 - Simple Statistics 11
Error Rates
 For digital telecommunication systems we are
interested in low error rates when detecting
pulses in the presence of noise.
 An error occurs if the instantaneous noise
voltage exceeds half the pulse amplitude E
volts.
 If error rate is 10-3, say, Xo is 3.09 from
previous table.
 0.5E/SD = 3.09, so E/SD = 6.18
 20log(6.18) = 15.8 dB i.e. 6dB greater than first
column
 we can now plot an error rate curve for a rectangular
pulse detected in the presence of noise as a function
of signal to noise
A1ratio.
- Simple Statistics 12
Error Rate Curve
Error Probability

-1

-2

-3
Error Rate (10^y)

-4

-5

-6

-7

-8

-9
8 10 12 14 16 18 20 22 24
Signal to Noise Ratio (dB)

 Calculated curve for a rectangular pulse from Slide

11

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