Digital Signal Processing Reference
In-Depth Information
do not ensure, for example, that events { A 1 A 2 } and { A 3 } are independent.
The former is ensured by adding
PfA 1 A 2 A 3 g¼PfA 1 gPfA 2 gPfA 3 g¼PfA 1 ; A 2 gPfA 3 g
¼ P ðA 1 ; A 2 Þ; A 3
f
g:
(1.135)
A.1.13. It can, if the events are equivalent, A ¼ B . Then,
ðA þ BÞ¼ðA [ BÞ¼A ¼ B;
ðABÞ¼ðA \ BÞ¼A ¼ B:
(1.136)
For example, [WEN86, p. 33], if, in a communication system, a message
can only be distorted by a noise, occupying the same time interval, then,
A ¼f ''the message is distorted'' g:
(1.137)
B ¼f ''there is a noise occupying the same time interval as the message'' g;
(1.138)
are equivalent and ( 1.136 ) holds.
A.1.14. Bayes's rule is useful for calculating conditional probabilities P { A | B },
since in many problems it may be difficult to directly calculate P { A | B }.
However, calculating P { B | A } may be straightforward [MIL04, p. 23].
Additionally, in some cases P { B | A } may be known as a characteristic of
the system.
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