ABSTRACT
This chapter presents the reader with the concept of a model for a system and justifies the need to address some variables as random (and not deterministic) variables. The remainder of the chapter is devoted to providing an intuitive understanding of the typical mechanisms that are used to characterize random variables, emphasizing the understanding of how the characterization applies to the digitized values of a signal. The latter portion of the chapter focuses on the Gaussian (Normal) probability distribution, its notation, the effect of processing samples that have a Gaussian distribution through a transformation represented by a straight line, and the characteristics exhibited by a random variable that is the result of multiplying two variables that have Gaussian probability distributions.
