Title :
New results for time averages as statistical averages
Author_Institution :
University of the Witwatersrand, Electrical Engineering Dept., Johannesburg, South Africa
Abstract :
New results are presented for time averages as statistical averages. Expressions contain cumulative distribution functions rather than probability-density functions. Cases considered are f{x(t)} and g{x(t), y(t)}, where x(t) and y(t) are time sequences. Results are given for mean value, meansquare value and correlation coefficient. Sources of error are discussed.
Keywords :
filtering and prediction theory; information theory; statistics;
Journal_Title :
Electronics Letters
DOI :
10.1049/el:19680027
