Professional Documents
Culture Documents
=
=
=
s =
m n
n
X
X
n p
m n p m F
stem DiscreteSy
1
) (
) ) ( ( ) (
) (n p
X
Probability Density Function (pdf)
Continuous Random Variables
pdf is derivative of cumulative density function
1 ) ( 0
) ( ) (
/ ) ( ) (
s s
=
=
}
x F
dx x p x F
dx x dF x p
X
X X
X X
1. cdf is integral of pdf
2. cdf must be between 0 and 1
3. p
x
(x) > 0
p[x
1
X x
2
] = F(x
2
) - F(x
1
) =
}
2
1
) (
x
x
X
dx x p
Zeroth Order Statistics
Not concerned with relationship between events
along a random process
Just looks at one point in time or space
Mean of X,
X
, or Expected Value of X, E[X]
Measures first moment of p
X
(x)
Variance of X, o
2
X
, or E[(X-)
2
]
Measure second moment of p
X
(x)
dx x xp
X X
) (
}
=
std
dx x p x
X
X X
=
=
}
o
o ) ( ) (
2 2
Standard deviation
Zeroth Order Statistics
Recall E[X]
Variance of X or E[(X-)
2
]
dx x xp
X
) (
}
=
2 2 2 2 2
2 2 2
2 2 2
2 2
] [ ] [ ] [
] [ 2 ] [
) ( ) ( 2 ) (
) ( ) (
o
o
o
o
= =
+ =
+ =
=
} } }
}
X E X E X E
X E X E
dx x p dx x p x dx x p x
dx x p x
X
X
X X X X
X X
p(n) for throwing 2 die
2 3 4 5 6
7
8 9 10 11
12
6/36
1/36
2/36
3/36
4/36
5/36
Fair die
Each die is independent
Let die 1 experiment result be x and called Random Variable X
Let die 2 experiment result be y and called Random Variable Y
With independence,
p
XY
(x,y) = p
X
(x) p
Y
(y)
and E [xy] = xy p
XY
(x,y) dx dy
= x p
X
(x) dx y p
Y
(y) dy
= E[X] E[Y] if x,y independent
1. E [X+Y] = E[X] + E[Y] Always
2. E[aX] = aE[X] Always
3. o
2
x
= E[X
2
] E
2
[X] Always
4. o
2
(aX) = a
2
o
2
x
Always
5. E[X + c] = E[X] + c
6. Var(X + Y) = Var(X) + Var(Y) only if the X and Y
are statistically independent.
_
If experiment has only 2 possible outcomes for each trial,
we call it a Bernouli random variable.
Success: Probability of one is p
Failure: Probability of the other is 1 - p
For n trials,
P[X = i] is the probability of i successes in the n trials
X is said to be a binomial variable with parameters (n,p)
i n i
p p
i i n
n
i X p
= = ) 1 (
! )! (
!
] [
Roll a die 10 times.
In this game, you win if you roll a 6.
Anything else - you lose
What is P[X = 2], the probability you win twice?
Roll a die 10 times.
6 you win
Anything else - you lose
P[X = 2] i.e. you win twice
= (10! / 8! 2!) (1/6)
2
(5/6)
8
= (90 / 2) (1/36) (5/6)
8
= 0.2907
If p is small and n large so that np is moderate, then an approximate
(very good) probability is:
P[X=i] = e
-
i
/ i! Where np =
With Poisson random variables, their mean is equal to their
variance!
E[X] = o
x
2
=
p[X=i] is the probability exactly i events happen
Let the probability that a letter on a page is misprinted
is 1/1600. Lets assume 800 characters per page. Find
the probability of 1 error on the page.
Binomial Random Variable Calculation.
P [ X = 1] = (800! / 799!) (1/1600) (1599/1600)
799
Very difficult to calculate some of the above terms.
Let the probability that a letter on a page is misprinted
is 1/1600. Lets assume 800 characters per page. Find
the probability of 1 error on the page.
P [ X = i] = e
-
i
/ i!
Here i = 1, p = 1/1600 and n =800, so =np =
So P[X=1] = 1/2 e
0.5
= .30
What is the probability there is
more than one error per page? Hint:
Can you determine the probability
that no errors exist on the page?
+ o - o
(
=
2
2
2
) (
exp
2
1
) (
o
o t
x
x p
X
1) Number of Supreme Court vacancies in a year
2) Number of dog biscuits sold in a store each day
3) Number of x-rays discharged off an anode
Signal Power
Noise Power
If X represents power,
SNR = E[X]/ o
x
2
If X represents an amplitude or a voltage, then X
2
represents power.
SNR = E[X]/ o
x
X-ray photon
d
x
Light photons
Scintillating
material
High density material
stop photons through
photoelectric absorption
Screen creates light fluorescent photons. These get captured or
trapped by silver bromide particles on film.
Film
u
x
r
h (r) = h(0) cos
3
u
= h(0) x
3
/ (x
2
+ r
2
)
3/2
Since
h(0) = K/x
2
K constant
x
2
inverse falloff
h (r) = Kx / (x
2
+ r
2
)
3/2
) (
) cos(
2 2
r x
x
+
= u
Analysis: First calculate spray of light photons
from an event at depth x.
H
1
() = F{h(r)}
= 2 h(r) J
0
(2tr) r dr where h(r) given on previous page
0
H
1
() = 2Ke
-
2x
(from a table Hankel transforms)
H() = H
1
() = e
-
2x
( Normalize to DC Value)
H
1
(0)
H() = H
1
() = e
-
2x
( Normalize to DC Value)
H
1
(0)
Notice this depends on x, depth of event into screen.
Lets come up with based on the likelihood of
where events will occur in the scintillating material.
F(x) = 1 - e
- x
for an infinite screen
Probability an x-ray photon will interact in distance x
x
F(x)
) ( H
p(x) = dF(x) / dx = e
-x
For a screen of thickness d
F(x) = 1 - e
-x
/ 1 - e
-d
, then
since we are only concerned
with captured photons
H(p) = H(,x) p(x) dx
d
= (1/ 1 - e
-d
) e
-2 x
e
-x
dx
] 1 [
) 1 )( 2 (
) (
) 2 ( t
+
=
d
d
e
e
H
Typical d = .25 mm, =15/cm for calcium tungstate screen
d
x
e
e
x p
=
1
) (
] 1 [
) 1 )( 2 (
) (
) 2 ( t
+
=
d
d
e
e
H
We would like to describe a figure of merit that would describe
a cutoff spatial frequency, akin to the bandwidth of a lowpass filter.
For a typical screen with d approximately .25 mm
and =15/cm for a calcium tungstate screen, the bracketed term above
can be approximated as 1 for spatial frequencies near the cutoff.
For moderate k, (i.e. a cutoff frequency)
Let (1 - e
-d
)
= q the capture efficiency of the screen
Then k / (2p
k
+ )q
2k q p
k
= (1 - qk)
For qk << 1
q: As the efficiency increases,
k
decreases.
This is because q increases as d increases.
) 1 )( 2 (
) (
ud
k
e
k H
+
~ =
t
k
Cycles/mm
k
Figure of Merit
q t
k
p
k
2
=
1.0 0.1 10
d
1
d
2
phosphor
phosphor
Double
Emulsion
film
Intuitively, we would believe this system would work better . Lets
analyze its performance. Let d
1
+d
2
= d so we can compare
performance.
x
H(,x) = e
-2 (d
1
-x)
for 0 < x < d
1
H(,x) = e
-2 (x d
1
)
for d
1
< x < d
1
+ d
2
d, d
2
H() = (/ 1- e
-d
) { e
-2 (d
1
- x)
e
- x
dx + e
-2 (x d
1
)
e
- x
dx}
0 d
1
= ( / 1- e
-d
) [ ((e
-d
1
- e
-2
d
1
) / (2 - ))
+ ((e
-d
1
- e
-(2
d
2
+ d)
/ (2 + u)
)]
Again lets determine a cutoff frequency of
k
for a low pass filter that
has a response of H(
k
) = k,
If we assume d
1
d
2
= d/2, than we can neglect
e
-2d
, e
-2d
1
, e
-2d
2
because they will be small even for relatively
small spatial frequencies. e
ud
is also small compared to
e
ud
1
Since (2)
2
>> u
2
is
true for all but lowest frequency, then
1
2
2
d
k
e
k
q t
=
k
d
k
e k p H
t q
t t t
2
2
) (
2
2
2
1
2
1
1
= =
~
+
+
q
q
q
q
= =
=
=
1 2
1 2 2 2
1
1
1
2 /
2 /
d d
d
d
e e So
e
e
Improvement is
Assuming a circularly symmetric source,
I
d
(x
d
, y
d
) = Kt (x
d
/M, y
d
/M) ** (1/m
2
) s (r
d
/m) ** h (r
d
)
Detector response is also circularly symmetric.
I
d
(u,v) = KM
2
T (Mu,Mv) S(mp) H(p)
H
0
(p)
Spatial frequencies at detector
Object is of interest though
I
d
(u/M,v/M) = KM
2
T (u,v) S((m/M)p) H(p/M)
Product of 2 Low Pass Filters.
H
0
(p) = S [(1-z/d) p ] H ((z/d)p)
As z d
H(p)
S(0)
As z 0
S(p)
H(0)