ABSTRACT
A random process is a family of n-dependent random variables related to a similar phenomenon that may be functions of one or more independent variables. For a discrete random variable X, let x1, x2,…, xi be the values it can take, then the probability of X xi= called the probability distribution of X has the following form:
p x P X x ii i i = = =( ) ( ) ( 1,2, ) (4.1)
For a continuous random variable, dene the probability density function p(x) as
p x P x X x x xx
=
≤ < + ∆ ∆∆ →
( ) lim ( ) 0
(4.2)
4.5 Summary ............................................................................................161 References ......................................................................................................161