Skip to main content
Top

2019 | OriginalPaper | Chapter

5. Mathematical Statistics

Author : Douglas A. Abraham

Published in: Underwater Acoustic Signal Processing

Publisher: Springer International Publishing

Activate our intelligent search to find suitable subject content or patents.

search-config
loading …

Abstract

Many of the underwater acoustic signal processing applications discussed in this text have their roots in detection and estimation, both of which require a statistical characterization of the data prior to development. This section covers some basic statistical concepts enabling the derivation of algorithms in statistical signal processing. The topics covered include probability, random variables, and random processes. The construction, definitions, and use of complex random variables and complex random processes, which arise when bandpass signals are basebanded, are described. Finally, the properties and characteristics of numerous discrete- and continuous-valued random variables are presented.

Dont have a licence yet? Then find out more about our products and how to get one now:

Springer Professional "Wirtschaft+Technik"

Online-Abonnement

Mit Springer Professional "Wirtschaft+Technik" erhalten Sie Zugriff auf:

  • über 102.000 Bücher
  • über 537 Zeitschriften

aus folgenden Fachgebieten:

  • Automobil + Motoren
  • Bauwesen + Immobilien
  • Business IT + Informatik
  • Elektrotechnik + Elektronik
  • Energie + Nachhaltigkeit
  • Finance + Banking
  • Management + Führung
  • Marketing + Vertrieb
  • Maschinenbau + Werkstoffe
  • Versicherung + Risiko

Jetzt Wissensvorsprung sichern!

Springer Professional "Technik"

Online-Abonnement

Mit Springer Professional "Technik" erhalten Sie Zugriff auf:

  • über 67.000 Bücher
  • über 390 Zeitschriften

aus folgenden Fachgebieten:

  • Automobil + Motoren
  • Bauwesen + Immobilien
  • Business IT + Informatik
  • Elektrotechnik + Elektronik
  • Energie + Nachhaltigkeit
  • Maschinenbau + Werkstoffe




 

Jetzt Wissensvorsprung sichern!

Footnotes
1
Describing probability as belief in the potential occurrence of an event comes from the classical interpretation rather than the relative-frequency interpretation. The classical interpretation enumerates all the elements of the probability space before the experiment occurs and counts those in \(\mathcal {A}\) to assign a belief (the proportion of elements in \(\mathcal {A}\) to the total number) that \({\mathcal {A}}\) will occur.
 
2
The β quantile of the random variable Z is the value z β such that the CDF https://static-content.springer.com/image/chp%3A10.1007%2F978-3-319-92983-5_5/334738_1_En_5_IEq70_HTML.gif .
 
Literature
1.
go back to reference A. Papoulis, Probability, Random Variables, and Stochastic Processes, 3rd edn. (McGraw-Hill Inc., Boston, 1991)MATH A. Papoulis, Probability, Random Variables, and Stochastic Processes, 3rd edn. (McGraw-Hill Inc., Boston, 1991)MATH
2.
go back to reference R.D. Yates, D.J. Goodman, Probability and Stochastic Processes (Wiley, New York, 1999)MATH R.D. Yates, D.J. Goodman, Probability and Stochastic Processes (Wiley, New York, 1999)MATH
3.
go back to reference R.V. Hogg, A.T. Craig, Introduction to Mathematical Statistics, 4th edn. (Macmillan Publishers Co., New York, 1978)MATH R.V. Hogg, A.T. Craig, Introduction to Mathematical Statistics, 4th edn. (Macmillan Publishers Co., New York, 1978)MATH
4.
go back to reference B.W. Lindgren, Statistical Theory, 3rd edn. (Macmillan Publishers Co., New York, 1976)MATH B.W. Lindgren, Statistical Theory, 3rd edn. (Macmillan Publishers Co., New York, 1976)MATH
5.
go back to reference N. Mukhopadhyay, Probability and Statistical Inference (Marcel Dekker, Inc., New York, NY, 2000)MATH N. Mukhopadhyay, Probability and Statistical Inference (Marcel Dekker, Inc., New York, NY, 2000)MATH
6.
go back to reference C. Forbes, M. Evans, N. Hastings, B. Peacock, Statistical Distributions, 4th edn. (Wiley, Hoboken, NJ, 2011)MATH C. Forbes, M. Evans, N. Hastings, B. Peacock, Statistical Distributions, 4th edn. (Wiley, Hoboken, NJ, 2011)MATH
7.
go back to reference C.L. Nikias, M. Shao, Signal Processing with Alpha-Stable Distributions and Applications (Wiley-Interscience, New York, 1995) C.L. Nikias, M. Shao, Signal Processing with Alpha-Stable Distributions and Applications (Wiley-Interscience, New York, 1995)
8.
go back to reference L. DeVroye, Non-Uniform Random Variate Generation (Springer, New York, 1986)CrossRef L. DeVroye, Non-Uniform Random Variate Generation (Springer, New York, 1986)CrossRef
9.
10.
go back to reference E.B. Manoukian, Modern Concepts and Theorems of Mathematical Statistics (Springer, New York, 1985)MATH E.B. Manoukian, Modern Concepts and Theorems of Mathematical Statistics (Springer, New York, 1985)MATH
12.
go back to reference B.P. Lathi, Linear Systems and Signals (Berkeley-Cambridge Press, Carmichael, CA, 1992)MATH B.P. Lathi, Linear Systems and Signals (Berkeley-Cambridge Press, Carmichael, CA, 1992)MATH
13.
go back to reference A.H. Nuttall, Accurate efficient evaluation of cumulative or exceedance probability distributions directly from characteristic functions. Technica Report 7023, Naval Underwater Systems Center, New London, CT, October (1983) A.H. Nuttall, Accurate efficient evaluation of cumulative or exceedance probability distributions directly from characteristic functions. Technica Report 7023, Naval Underwater Systems Center, New London, CT, October (1983)
14.
go back to reference N.L. Johnson, S. Kotz (eds.), Encyclopedia of Statistical Sciences, vol. 2 (Wiley, New York, 1982) N.L. Johnson, S. Kotz (eds.), Encyclopedia of Statistical Sciences, vol. 2 (Wiley, New York, 1982)
15.
go back to reference R.G. Gallager, Stochastic Processes: Theory for Applications (Cambridge University Press, Cambridge, 2013)CrossRef R.G. Gallager, Stochastic Processes: Theory for Applications (Cambridge University Press, Cambridge, 2013)CrossRef
16.
go back to reference S.M. Kay, Modern Spectral Estimation Theory and Application (Prentice Hall, Englewood Cliffs, NJ, 1988)MATH S.M. Kay, Modern Spectral Estimation Theory and Application (Prentice Hall, Englewood Cliffs, NJ, 1988)MATH
17.
go back to reference S.L. Marple, Digital Spectral Analysis with Applications (Prentice Hall Inc., Englewood Cliffs, 1987) S.L. Marple, Digital Spectral Analysis with Applications (Prentice Hall Inc., Englewood Cliffs, 1987)
18.
go back to reference N.R. Goodman, Statistical analysis based on a certain multivariate complex Gaussian distribution (an introduction). Ann. Math. Stat. 34, 152–177 (1963)MathSciNetCrossRef N.R. Goodman, Statistical analysis based on a certain multivariate complex Gaussian distribution (an introduction). Ann. Math. Stat. 34, 152–177 (1963)MathSciNetCrossRef
19.
go back to reference F.D. Neeser, J.L. Massey, Proper complex random processes with applications to information theory. IEEE Trans. Inf. Theory 39(4), 1293–1302 (1993)MathSciNetCrossRef F.D. Neeser, J.L. Massey, Proper complex random processes with applications to information theory. IEEE Trans. Inf. Theory 39(4), 1293–1302 (1993)MathSciNetCrossRef
20.
go back to reference D.R. Fuhrmann, Complex random variables and stochastic processes, in Digital Signal Processing Handbook, ed. by V.K. Madisetti, D.B. Williams (CRC Press, Boca Raton, 1999) D.R. Fuhrmann, Complex random variables and stochastic processes, in Digital Signal Processing Handbook, ed. by V.K. Madisetti, D.B. Williams (CRC Press, Boca Raton, 1999)
21.
go back to reference P.J. Schreier, L.L. Scharf, Statistical Signal Processing of Complex-Valued Data (Cambridge University Press, Cambridge, 2010)CrossRef P.J. Schreier, L.L. Scharf, Statistical Signal Processing of Complex-Valued Data (Cambridge University Press, Cambridge, 2010)CrossRef
23.
go back to reference N.L. Johnson, S. Kotz, A.W. Kemp, Univariate Discrete Distributions, 2nd edn. (Wiley, New York, 1992)MATH N.L. Johnson, S. Kotz, A.W. Kemp, Univariate Discrete Distributions, 2nd edn. (Wiley, New York, 1992)MATH
24.
go back to reference N.L. Johnson, S. Kotz, N. Balakrishnan, Continuous Univariate Distributions, 2nd edn., vol. 1 (Wiley, New York, 1994)MATH N.L. Johnson, S. Kotz, N. Balakrishnan, Continuous Univariate Distributions, 2nd edn., vol. 1 (Wiley, New York, 1994)MATH
25.
go back to reference N.L. Johnson, S. Kotz, N. Balakrishnan, Continuous Univariate Distributions, 2nd edn., vol. 2 (Wiley, New York, 1995)MATH N.L. Johnson, S. Kotz, N. Balakrishnan, Continuous Univariate Distributions, 2nd edn., vol. 2 (Wiley, New York, 1995)MATH
26.
go back to reference S. Kotz, N. Balakrishnan, N.L. Johnson, Continuous Multivariate Distributions, Models and Applications, 2nd edn., vol. 1 (Wiley, New York, 2000)CrossRef S. Kotz, N. Balakrishnan, N.L. Johnson, Continuous Multivariate Distributions, Models and Applications, 2nd edn., vol. 1 (Wiley, New York, 2000)CrossRef
27.
go back to reference K. Oldham, J. Myland, J. Spanier, An Atlas of Functions, 2nd edn. (Springer Science, New York, 2009)CrossRef K. Oldham, J. Myland, J. Spanier, An Atlas of Functions, 2nd edn. (Springer Science, New York, 2009)CrossRef
28.
go back to reference S.M. Kay, Fundamentals of Statistical Signal Processing: Estimation Theory (Prentice Hall PTR, Englewood Cliffs, 1993)MATH S.M. Kay, Fundamentals of Statistical Signal Processing: Estimation Theory (Prentice Hall PTR, Englewood Cliffs, 1993)MATH
29.
go back to reference F.W.J. Olver, D.W. Lozier, R.F. Boisvert, C.W. Clark (eds.), NIST Handbook of Mathematical Functions (Cambridge University Press, Cambridge, 2010)MATH F.W.J. Olver, D.W. Lozier, R.F. Boisvert, C.W. Clark (eds.), NIST Handbook of Mathematical Functions (Cambridge University Press, Cambridge, 2010)MATH
30.
go back to reference W.H. Press et al., Numerical Recipes in Fortran 77, The Art of Scientific Computing, 2nd edn. (Cambridge University Press, Cambridge, 1992)MATH W.H. Press et al., Numerical Recipes in Fortran 77, The Art of Scientific Computing, 2nd edn. (Cambridge University Press, Cambridge, 1992)MATH
31.
go back to reference S.O. Rice, Mathematical analysis of random noise: Part III. Bell Syst. Tech. J. 24(1), 46–156 (1945)CrossRef S.O. Rice, Mathematical analysis of random noise: Part III. Bell Syst. Tech. J. 24(1), 46–156 (1945)CrossRef
32.
go back to reference S.M. Kay, Fundamentals of Statistical Signal Processing: Detection Theory (Prentice Hall PTR, Englewood Cliffs, 1998) S.M. Kay, Fundamentals of Statistical Signal Processing: Detection Theory (Prentice Hall PTR, Englewood Cliffs, 1998)
33.
go back to reference R.N. McDonough, A.D. Whalen, Detection of Signals in Noise, 2nd edn. (Academic, San Diego, 1995) R.N. McDonough, A.D. Whalen, Detection of Signals in Noise, 2nd edn. (Academic, San Diego, 1995)
34.
go back to reference C.W. Helstrom, Elements of Signal Detection and Estimation (Prentice Hall Inc., Englewood Cliffs, NJ, 1995)MATH C.W. Helstrom, Elements of Signal Detection and Estimation (Prentice Hall Inc., Englewood Cliffs, NJ, 1995)MATH
35.
go back to reference J.I. Marcum, A statistical theory of target detection by pulsed radar. ASTIA Document AD101287, The RAND Corporation (1947) J.I. Marcum, A statistical theory of target detection by pulsed radar. ASTIA Document AD101287, The RAND Corporation (1947)
36.
go back to reference E. Jakeman, P.N. Pusey, A model for non-Rayleigh sea echo. IEEE Trans. Antennas Propag. 24(6), 806–814 (1976)CrossRef E. Jakeman, P.N. Pusey, A model for non-Rayleigh sea echo. IEEE Trans. Antennas Propag. 24(6), 806–814 (1976)CrossRef
37.
go back to reference B.R. La Cour, Statistical characterization of active sonar reverberation using extreme value theory. IEEE J. Ocean. Eng. 29(2), 310–316 (2004)CrossRef B.R. La Cour, Statistical characterization of active sonar reverberation using extreme value theory. IEEE J. Ocean. Eng. 29(2), 310–316 (2004)CrossRef
Metadata
Title
Mathematical Statistics
Author
Douglas A. Abraham
Copyright Year
2019
DOI
https://doi.org/10.1007/978-3-319-92983-5_5