Ninevah University

Collage of Electronics Engineering

By:
Huda Faris
Probability distributions
Stochastic processes are generally described either by a probability density function or by a cumulative
distribution function. The probability density function, here denoted by p(x) for the variable x, is such that the probability
of x taking a value in the infinitesimal interval x to x  dx is p(x) dx. The cumulative distribution function, denoted by
F(x), gives the probability that the variable takes a value less than x, i.e. the functions are related as follows:

p(x)  d F(x)
dx

or:

F(x)  p(t) dt∫c

The following distributions are the most important:

1. Gaussian or normal distribution

p(x)  e–T (x) (1)

T(x) being a non-negative second degree polynomial. If as parameters we use the mean, m, and the standard deviation, ,
then p (x) is written in the usual way:

1 「 1 ⎛ x  m ⎞2
(2)
p(x)   exp | | | |
 2 | 2 ⎝  ⎠|]

hence:

1
x 「 1 ⎛ t  m ⎞2 1「 ⎛ xm⎞
F(x) 
 2
∫exp | |
| 2⎝  ⎠ |
| | dt  2 |1  erf | ||
⎝  2 ⎠]
(3)
]
with: 

z
2 –t2
erf (z) 

∫e dt (4)
0

The cumulative normal distribution F(x) is generally tabulated in a short form, i.e. with m taken to be zero
and  equal to unity. Table 1 gives the correspondence between x and F(x) for a number of round values of x or F(x).
 TABLE 1

x 1 – F(x) x 1 – F(x)

0 5.000 00  10–1 1.281 55 10–1

1 1.586 55  10–1 2.326 35 10–2

2 2.275 01  10–2 3.090 23 10–3

3 1.349 90  10–3 3.719 01 10–4

4 3.167 12  10–5 4.264 89 10–5

5 2.866 52  10–7 4.753 42 10–6

6 9.865 87  10–10 5.199 34 10–7

5.612 00 10–8

For the purpose of practical calculations, F(x) can be represented by approximate functions, for example the
following which is valid for positive x with a relative error less than 2.8  10–3:
2
exp (x / 2)
1  F(x)   (5)
ƒ 2 ⎞
2| 0.661 x  0.339 x 5.51 |
⎝ ⎠

A Gaussian distribution is mainly encountered when values of the quantity considered result from the additive
effect of numerous random causes, each of them of relatively slight importance.

In propagation most of the physical quantities involved (power, voltage, fading time, etc.) are essentially
positive quantities and cannot therefore be represented directly by a Gaussian distribution. On the other hand, this
distribution is used in two important cases:

– to represent the fluctuations of a quantity around its mean value (scintillation);

– to represent the logarithm of a quantity. We then obtain the log-normal distribution which is studied later.

Diagrams in which one of the coordinates is a so-called Gaussian coordinate are available commercially,
i.e. the graduation is such that a Gaussian distribution is represented by a straight line. These diagrams are very
frequently used even for the representation of non-Gaussian distributions.

2. Log-normal distribution
This is the distribution of a positive variable whose logarithm has a Gaussian distribution. It is possible
therefore to write directly the probability density and the cumulative density:

1 1 「 1 ⎛ ln x  m ⎞ 2
p(x)   exp | | | | (6)
 2 x | 2 ⎝  ⎠ |]

1
x
1 「 1 ⎛ ln t  m ⎞ 2 1「 ⎛ ln x  m ⎞
F(x)  ∫ exp | | | | dt 
2|
1  erf | || (7)
 2 t | 2⎝  ⎠ | ⎝  2 ⎠]
0 ]
 However, in these relations m and  are the mean and the standard deviation not of the variable x but of the
logarithm of this variable. The characteristic quantities of the variable x can be derived without difficulty. We find:
– most probable value: exp (m – 2)
– median value: exp (m)
⎛ 2 ⎞
– mean value: exp | m  |
| 2 |
⎝ ⎠
– root mean square value: exp (m  2)
⎛ 2 ⎞
– standard deviation: |
exp m  | exp (2 ) 1
| 2 |
⎝ ⎠

Unlike the Gaussian distribution, a log-normal distribution is extremely asymmetrical. In particular, the mean
value, the median value and the most probable value (often called the mode) are not identical (see Fig. 1).

FIGURE 1
Normal and log-normal distributions

1.0

F(x)
0.8
FLN (x)

0.6
Probability

0.5

0.4

0.2
Median
Mode

Mean

0
–3 –2 –1 0 1 2 3 4 5 6

: normal
: log-normal D01

The log-normal distribution is very often found in connection with propagation, mainly for quantities
associated either with a power or field-strength level or a time. Power or field-strength levels are generally only
expressed in decibels so that it is more usual to refer to a normal distribution of levels. In the case of time (for example
fading durations), the log-normal distribution is used explicitly because the natural variable is the second or the minute
and not their logarithm.
 Since the reciprocal of a variable with a log-normal distribution also has a log-normal distribution, this
distribution is sometimes found in the case of rates (reciprocals of time). For example, it is used to represent rainfall rate
distribution at least for low and medium rainfall rates.

In comparison with a Gaussian distribution, it can be considered that a log-normal distribution means that the
numerical values of the variable are the result of the action of numerous causes of slight individual importance which are
multiplicative.

3. Rayleigh distribution

The Rayleigh distribution applies to a non-limited positive continuous variable. The probability density and the
cumulative distribution are given by:

ƒ
p(x)  x exp |  x ⎞|
2
(8)
q2 |⎝ 2 q2 |⎠

ƒ 2 ⎞
F(x)  1  exp |  x | (9)
⎝| 2 q2 |⎠

Figure 2 represents these functions p(x) and F(x).

FIGURE 2
Rayleigh distribution

1.0

0.8
F( x)

0.6
Probability

0.4

p(x)
0.2
Median
Mode

Mean

0
0 0.5 1 1.5 2 2.5 3 3.5
x D02
 The characteristic values of the variable are as follows:
– most probable value: q

– median value: q 2 ln 2  1.18 q

– mean value: q     1.25 q

– root mean square value: q 2  1.41 q


– standard deviation: q 2 –   0.655 q
2

The Rayleigh distribution is often only used near the origin, i.e. for low values of x. In this case we have:

x2
F(x) 
 (10)
2 q2

This can be interpreted as follows: the probability that the random variable X will have a value of less than x is
proportional to the square of this value. If the variable in question is a voltage, its square represents the power of the
signal. In other words, on a decibel scale the power decreases by 10 dB for each decade of probability. This property is
often used to find out whether a received level has a Rayleigh distribution at least asymptotically. It should be noted
however that other distributions can have the same behavior.

The Rayleigh distribution is linked with the Gaussian distribution as follows. Given a two-dimensional
Gaussian distribution with two independent variables x and y of mean zero and the same standard deviation , the
random variable

r  x2  y2 (11)

has a Rayleigh distribution and the most probable value of r is equal to . As r represents the length of a vector joining a
point in a two-dimensional Gaussian distribution to the centre of this distribution, it may be deduced that the Rayleigh
distribution represents the distribution of the length of a vector which is the sum of a large number of vectors of low
amplitudes whose phases have a uniform distribution.

4. Random distribution:

Definition: This expression is sometimes wrongly used for a probability distribution. It is also
sometimes employed to denote a distribution of probability which is uniform in the range concerned,
i.e. a rectangular distribution. It seems better to avoid the term altogether, or, in such expressions as
“points randomly distributed over an area” to specify clearly the law of distribution involved
5. Uniform Distribution:

In statistics, uniform distribution is a term used to describe a form of probability distribution where
every possible outcome has an equal likelihood of happening. The probability is constant since each
variable has equal chances of being the outcome.Uniform distribution can be grouped into two
categories based on the types of possible outcomes:

1. Discrete uniform distribution 2. Continuous uniform distribution