Digital Signal Processing Reference
In-Depth Information
σ
1 =0.2
σ
2=0.1<
σ
1
a
5
4
3.5
4
3
3
2.5
2
2
1
1.5
0
200
400
600
0
200
400
600
n
n
σ
3=0.08<
σ
2
σ
4=0.05<
σ
3
3.5
3.2
3
3
2.8
2.6
2.5
2.4
2
2.2
0
200
400
600
0
200
400
600
n
n
b
σ
1=0.2
σ
2=0.1<
σ
1
0.8
1.5
0.6
1
0.4
0.5
0.2
0
0
0
2
4
6
2
2.5
3
3.5
4
Range
Range
σ
3=0.08<
σ
2
σ
4=0.05<
σ
3
2
3
1.5
2
1
1
0.5
0
0
2
2.5
3
3.5
2
2.5
3
3.5
Range
Range
Fig. 5.25
Illustration of the second case. (
a
) Lognormal variables. (
b
) Densities
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