Calculation of Cumulative Distributions and Detection Probabilities in Communications and Optics.
Annual rept. 10 Jan 82-30 Sep 83,
CALIFORNIA UNIV SAN DIEGO LA JOLLA DEPT OF ELECTRICAL ENGINEERING AND COMPUTER SCIENCES
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Methods were investigated for evaluating cumulative distributions of continuous random variables of known moment-generating function by numerical quadrature of a contour integral in the complex plane whose integrand involves that function. Applications so far treated were to the detection of radar signals, both fading and unfading, in receivers with constant threshold or with a variable threshold determined by a measurement of the ambient noise constant-false-alarm-rate receivers, and to the distribution of the average power of a Gaussian random process. Similar methods were studied for finding the cumulative distributions of positive-integral valued random variables by a numerical contour integration involving their probability generating functions, with application to evaluating the distribution of the number of electrons at the output of a photomultiplier. Author
- Statistics and Probability
- Non-Radio Communications