Title :
Comment: New results for time averages as statistical averages
Author :
Brignell, J.E. ; Hanrahan, H.E.
Author_Institution :
City University, Department of Electrical & Electronic Engineering, London, UK
Abstract :
A new form of the expectation integral proposed recently is based on a new discontinuous form of the distribution function. It is shown that this formula can give rise to errors under certain circumstances. An analogous formula can be obtained by partial Stieltjes integration which is more general and does not require modification of definitions of the axiomatic theory of probability.
Keywords :
information theory; statistics;
Journal_Title :
Electronics Letters
DOI :
10.1049/el:19680089