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New results for time averages as statistical averages

New results for time averages as statistical averages

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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.

References

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      • Y.W. Lee . (1960) , Statistical theory of communication.
    2. 2)
      • W.B. Davenport , W.L. Root . (1958) , An introduction to the theory of random signals and noise.
    3. 3)
      • D. Hoffmann , E. Schutzman . A transistorised amplitude distribution analyser. Proc. Nat. Electronics Conf. , 478 - 489
    4. 4)
      • B. Widrow . A study of rough amplitude quantisation by means of Nyquist sampling theory. IRE Trans.
    5. 5)
      • J. Max . Quantising for minimum distortion. IRE Trans.
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