What is the PDF (probability density function) of an impulse function? Thanks in advance for your help. Regards, Theo (ntvdmlREMOVE@iafrica.com)
PDF of an impulse function?
Started by ●August 14, 2003
Reply by ●August 14, 20032003-08-14
On 14 Aug 2003, Theo van der Merwe wrote:> What is the PDF (probability density function) of an impulse function? > > Thanks in advance for your help. > Regards, > Theo (ntvdmlREMOVE@iafrica.com) >theo, i think you're looking for the definition of the PDP -- Power Delay Profile. the cumulative function gives you Pr( |h(t)| <= X ), where t is the parameter. note the absolute value sign. do a google search on it, i'm sure you'll find plenty of examples. julius -- The most rigorous proofs will be shown by vigorous handwaving. http://www.mit.edu/~kusuma opinion of author is not necessarily of the institute
Reply by ●August 14, 20032003-08-14
ntvdml@iafrica.com (Theo van der Merwe) wrote in message news:<25af4009.0308132304.4b651162@posting.google.com>...> What is the PDF (probability density function) of an impulse function? > > Thanks in advance for your help. > Regards, > Theo (ntvdmlREMOVE@iafrica.com)Assuming that the magnitude of all impulses are same. And that the data set only includes impulses and zeros, then calculate the no of impulses and divide with total number of samples and same goes for zeros. Take zero and magnitude as x-axis and there is your pdf of an impulse train. Vimal
Reply by ●August 14, 20032003-08-14
"Theo van der Merwe" <ntvdml@iafrica.com> wrote in message news:25af4009.0308132304.4b651162@posting.google.com...> What is the PDF (probability density function) of an impulse function? > > Thanks in advance for your help. > Regards, > Theo (ntvdmlREMOVE@iafrica.com)Theo, Interesting question. It makes one wonder "why"? you'd be asking it. The impulse response is generally deterministic - unless it's measured rather than calculated. Even then, it may be rather deterministic. So, what is the significance of its statistics if it is well defined? I'm not suggesting anything - just curious. Fred
Reply by ●August 14, 20032003-08-14
ntvdml@iafrica.com (Theo van der Merwe) wrote in message news:<25af4009.0308132304.4b651162@posting.google.com>...> What is the PDF (probability density function) of an impulse function? > > Thanks in advance for your help. > Regards, > Theo (ntvdmlREMOVE@iafrica.com)I don't understand the question. This is the same as asking for the probability density function of the function y = x^2.
Reply by ●August 14, 20032003-08-14
mgodavarti@ditechcom.com (Mahesh Godavarti) wrote in message news:<d4cb12a3.0308140926.416a2616@posting.google.com>...> ntvdml@iafrica.com (Theo van der Merwe) wrote in message news:<25af4009.0308132304.4b651162@posting.google.com>... > > What is the PDF (probability density function) of an impulse function? > > > > Thanks in advance for your help. > > Regards, > > Theo (ntvdmlREMOVE@iafrica.com) > > I don't understand the question. > > This is the same as asking for the probability density function of the > function y = x^2.Mahesh, I don't see any problem of asking the above question. Let me explain a bit. Fred has rightly commented that for deteministics/defined/known variable/signal it is not required to search for a PDF or bang on its statistics. For example, if x=constant, for any number of observations it is always fixed at that point i.e the frequency of accumulating x at points other than that constant is zero so the PDF is a vertical straight line and its height is proportional to the number of observations. We are rather interested to observe a random variable in a defined interval. If the cumulative distibution function of a random variable is F(x) then PDF is defined as f(x)=F(x)/dx. (F(x) has to be differetiable). Probability of observing x in the interval x to x+dx is f(x)dx, Graphically it covers the area bounded by dx. Now, if there is another variable such that, y=y(x) i.e your example, then PDF of y is written as, g(y)=f(x)/abs(dy/dx), where abs is absolute value. similarly, it is possible to define mutidimensional PDF using Jacobi's matrix.
Reply by ●August 15, 20032003-08-15
santosh.nath@ntlworld.com (santosh nath) wrote in message news:<6afd943a.0308141423.42f948b9@posting.google.com>... Santosh, there's a huge difference between "what is the PDF of y if y = x^2" and "what is the PDF of the function y = x^2". If he was asking the first question. That is, what is the pdf of y if y = delta(x - xo) then the answer is f(y) = delta(y) as long as Prob(x = x0) = 0. If Prob(x = x0) > 0 then pdf of y is undefined.
Reply by ●August 15, 20032003-08-15
mgodavarti@ditechcom.com (Mahesh Godavarti) wrote in message news:<d4cb12a3.0308142106.302f442@posting.google.com>...> santosh.nath@ntlworld.com (santosh nath) wrote in message news:<6afd943a.0308141423.42f948b9@posting.google.com>... > > Santosh, there's a huge difference between "what is the PDF of y if y > = x^2" and "what is the PDF of the function y = x^2". > > If he was asking the first question. That is, what is the pdf of y if > y = delta(x - xo) then the answer is f(y) = delta(y) as long > as Prob(x = x0) = 0. > > If Prob(x = x0) > 0 then pdf of y is undefined.I think you are putting me in confusion or I need to re-learn mathematics. I guess any function can be related with a variable i.e if f(x) is a function, where x is another variable(could be dependent or independent)-let us take for simplicity x is an independent varibale, and y=f(x). then I do not see any difference of PDF between y and f(x) and surely, f(x) is a function. If you meant the above difference then I like to know or ask for a proof from you - otherwise I beg your pardon to understand you wrongly. Regards, Santosh
Reply by ●August 15, 20032003-08-15
santosh.nath@ntlworld.com (santosh nath) wrote in message news:<6afd943a.0308150143.aea647@posting.google.com>... Suppose your "job" is to count the number of balls in basket A and place the square of the number of balls in basket B. Then the difference I was talking about is similar to the difference between the following two statements. 1) What is the pdf of the number of balls in basket B given the pdf of number of balls in basket A? 2) What is the pdf of the "job"?
Reply by ●August 15, 20032003-08-15
mgodavarti@ditechcom.com (Mahesh Godavarti) wrote in message news:<d4cb12a3.0308150836.2cf45812@posting.google.com>...> santosh.nath@ntlworld.com (santosh nath) wrote in message news:<6afd943a.0308150143.aea647@posting.google.com>... > > Suppose your "job" is to count the number of balls in basket A and > place the square of the number of balls in basket B. > > Then the difference I was talking about is similar to the difference > between the following two statements. > > 1) What is the pdf of the number of balls in basket B given the pdf of > number of balls in basket A? > > 2) What is the pdf of the "job"?I am sorry to reject the second job-meaning the second statement carries little meaning in our statistics. It looks like "job" is well defined and "and" specifies no toss to be done in the consequitive tasks i.e PDF is not needed for the "job". If instead of "and" you put "or" then obviously it has to specify a separate PDF for "job". I guess I meant for the first one and it is already discussed how to get the PDF. Could the original poster clarify what he acually meant -the first one or second one?






