Sign in

username:

password:



Not a member?

Search Online Books



Search tips

Free Online Books

Sponsor

NEW! TMS320C6474: 3x the performance. 1/3 the cost. Three 1 GHz cores on 1 chip.

Chapters

Spectral Audio Signal Processing
    Beginning Statistical Signal Processing
       Random Variables & Stochastic Processes
          Sample Mean

Chapter Contents:

Search Spectral Audio Signal Processing

  

Book Index | Global Index

Would you like to be notified by email when Julius Orion Smith III publishes a new entry into his blog?

  

Sample Mean



Definition: The sample mean of a set of $ N$ samples from a particular realization of a stationary stochastic process $ v$ is defined as the average of those samples:

$\displaystyle \hat{\mu}_{v} \isdef {\cal E}_N\{v(0:N-1)\} \isdef \frac{1}{N}\sum_{n=0}^{N-1} v(n) $

For a stationary stochastic process $ v$, the sample mean is an unbiased estimator of the mean, i.e.,

$\displaystyle E\{\hat{\mu}_{v}\} = \mu_v. $

Order a Hardcopy of Spectral Audio Signal Processing

Previous: Mean
Next: Variance
written by Julius Orion Smith III
Julius Smith's background is in electrical engineering (BS Rice 1975, PhD Stanford 1983). He is presently Professor of Music and Associate Professor (by courtesy) of Electrical Engineering at Stanford's Center for Computer Research in Music and Acoustics (CCRMA), teaching courses and pursuing research related to signal processing applied to music and audio systems. See http://ccrma.stanford.edu/~jos/ for details.


Comments

No comments yet for this page


Add a Comment
You need to login before you can post a comment (best way to prevent spam). ( Not a member? )