Theoretical derivation of MLE for Gaussian Distribution:

As a pre-requisite, check out the previous article on the logic behind deriving the maximum likelihood estimator for a given PDF. Let X=(x1,x2,…, xN) are the samples taken from Gaussian distribution given by Calculating the Likelihood The log likelihood is given by, Differentiating and equating to zero to find the maxim (otherwise equating the score … Read more

Theoretical derivation of MLE for Exponential Distribution:

As a pre-requisite, check out the previous article on the logic behind deriving the maximum likelihood estimator for a given PDF. Let X=(x1,x2,…, xN) are the samples taken from Exponential distribution given by Calculating the Likelihood The log likelihood is given by, Differentiating and equating to zero to find the maxim (otherwise equating the score … Read more

Theoretical derivation of Maximum Likelihood Estimator for Poisson PDF:

Suppose X=(x1,x2,…, xN) are the samples taken from a random distribution whose PDF is parameterized by the parameter . If the PDF of the underlying parameter satisfies some regularity condition (if the log of the PDF is differentiable) then the likelihood function is given by Here is the PDF of the underlying distribution. Hereafter we … Read more

Maximum Likelihood Estimation (MLE) : Understand with example

Key focus: Understand maximum likelihood estimation (MLE) using hands-on example. Know the importance of log likelihood function and its use in estimation problems. Likelihood Function: Suppose X=(x1,x2,…, xN) are the samples taken from a random distribution whose PDF is parameterized by the parameter θ. The likelihood function is given by Here fN(xN;θ) is the PDF … Read more

Estimator Bias

Estimator bias: Systematic deviation from the true value, either consistently overestimating or underestimating the parameter of interest. Estimator Bias: Biased or Unbiased Consider a simple communication system model where a transmitter transmits continuous stream of data samples representing a constant value – ‘A’. The data samples sent via a communication channel gets added with White … Read more

QAM modulation: simulate in Matlab & Python

A generic complex baseband simulation technique, to simulate all M-ary QAM modulation techniques is given here. The given simulation code is very generic, and it plots both simulated and theoretical symbol error rates for all M-QAM modulation techniques. Rectangular QAM from PAM constellation There exist other constellation shapes (like circular, triangular constellations) that are more … Read more

Natural Binary Codes and Gray Codes

In a given communication system, we always want to send data that represent real world data representing some physical quantity (be it speech, temperature, etc..,) .The real world physical quantity exist in analog domain and it becomes imperative to convert it to digital domain if we want to send it via a digital communication system. … Read more

Non-central Chi square distribution

If squares of k independent standard normal random variables are added, it gives rise to central Chi-squared distribution with ‘k’ degrees of freedom. Instead, if squares of k independent normal random variables with non-zero means are added, it gives rise to non-central Chi-squared distribution. Non-central Chi-square distribution is related to Ricean distribution, whereas the central … Read more

Chi square distribution – demystified

A random variable is always associated with a probability distribution. When the random variable undergoes mathematical transformation the underlying probability distribution no longer remains the same. Consider a random variable whose probability distribution function (PDF) is a standard normal distribution ( and ). Now, if the random variable is squared (a mathematical transformation), then the … Read more

Uniform random variable

Uniform random variables are used to model scenarios where the expected outcomes are equi-probable. For example, in a communication system design, the set of all possible source symbols are considered equally probable and therefore modeled as a uniform random variable. The uniform distribution is the underlying distribution for an uniform random variable. A continuous uniform … Read more