An Introduction to Statistical Signal Processing

Binary pmf. ? = {0, 1}; p(0) = 1 ? p, p(1) = p, where p is a parameter in (0, 1).
mean: p
variance: p(1 ? p)
Uniform pmf. ? =
n = {0, 1, , n ? 1} and p( k) = 1/ n; k ?
n .
mean: ( n + 1)/2
variance: (2 n + 1)( n + 1) n/6 ? (( n + 1)/2) 2.
Binomial pmf. ? =
n +1 = {0, 1, , n} and
where
is the binomial coefficient.
mean: np
variance: np(1 ? p)
Geometric pmf. ? = {1, 2, 3, } and p( k) = (1 ? p) k ? 1 p; k = 1, 2, , where p ? (0, 1) is a parameter.
mean: 1/ p
variance: 2 /p 2
Poisson pmf. ? =
+ = {0, 1, 2, } and p( k) = ( ? k e ? ?)/ k!, where ? is a parameter in (0, ?). (Keep in mind that 0!
1.)
mean: ?
variance: ?
Uniform pdf. Given b > a, f( r) = 1/( b ? a) for r ? [ a, b].
mean:...