Signal Processing Stack Exchange
Signal Processing Stack Exchange

Questions tagged [statistics]

Statistics is the study of the collection, organization, analysis, and interpretation of data.

Statistics deals with all aspects of collection, organization, analysis, and interpretation of data, including the planning of data collection in terms of the design of surveys and experiments.

Source: Wikipedia – Statistics

221 questions
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Scatter plot: calculate box where 80 % of the points are

I've a scatter plot with x- and y-axis. Now I want to calculate a rectangle which displays where 80% of the points in this plot are. I'm not very familiar with statistics, so I don't know the method I have to use. Read something about percentiles.…
Jim Panse
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How to transform data to uniform distribution (uniform percentiles)?

Given the list of data points (normalized in [0,1] range), I plot the histogram of values and compute percentiles (shown as x ticks). How to find a transformation of data values so the histogram is approximately uniform. Which would, in turn, make…
dsalaj
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Sum of correlated exponential random variables

How do we find PDF of sum of correlated exponential random variables. I know for independent random variables. But how to find it for correlated exponential random variables.
charu
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How do I show that two sets of spectra are different?

I essentially have 6 spectral curves, 3 repeats for two samples. I want to be able to show that two samples are distinct (if they are). I have tried spearman's correlation already, which does produce p values however I feel like I've very much…
Craggles
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Maximum likelihood estimator for multiplicative Gaussian noise

So I'm trying to derive an analytical solution for a MLE that should estimate a static value polluted by multiplicative Gaussian noise. The vector of measurements $\tilde{\boldsymbol{d}}$ is given as $a[n]x_u$ where $a[n]$ is the $n$-th realization…
sobek
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DSP, Related Math, Statistics, and Jitter Primers

I'm a CS who took an internship at an EE shop, and I'm trying to do some work developing in house and client applications for a chip designer, and I'm having some fundamental communication problems. Mainly I shore up any applications they need…
Justin Reeves
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How can a signal have no DC component

I am reading a nice book on DSP The Scientist and Engineer's Guide to Digital Signal Processing It mentions In electronics, the mean is commonly called the DC (direct current) value. How can a signal have no DC component if the mean is the DC…
some_id
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Expected value of a Delta function times a function

I have a output signal $Y(t)= \sum_{n=-\infty}^{\infty} Z_n \delta (t-n\tau) h(t)$ and $Z_n$ is a random variable with equal probability to be $+-1$ and h(t) is $sinc(\frac t {\tau})$ and the Expected value of $Y(t)$ is $E(Y(t)) =…
Samuel
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Is sum of squares of normally distributed Random variables follow Chi square distribution?

Actually standardized variable z of x(which has a normal distrbution) is (x - E(x))/squareroot(E(x-E(x)) ^ 2) In chi-square distribution we have that sum of squares of unit normal distribution variables follows a chi-square distribution. z1^2 + z2^2…
John Siddarth
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How to test if error has zero mean?

I know how to calculate the mean of a data set. In DSP, I think zero-mean should means that the error fluctuates around zero, and the mean of errors at any interval is zero. So what about the error in the picture that I show below? The noise in the…
opmfan
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What is the mean power of a complex random variable?

Say $\alpha$ is a complex random variable, then which one of the following expressions is correct? $\mathbb{E}[\alpha^2]$ or $\mathbb{E}[\alpha \alpha^*]$?
Mithun
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Lower Bound of Divergence

I want to prove that a lower bound of the Divergence between two probability distributions $p$ and $q$ defined on the set $\mathcal{U}$ can be expressed by defining a subset $\mathcal{S}\subset\mathcal{U}$ with the following…
Oriol B
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