Statistical Distributions in Telecommunications

Mobile Comms. Systems

Basic Notions
BaNo (1/4)

The use of statistical models is essential to describe: non-guided propagation in random environments; users mobility; phone calls and data connections; users influence in network performance.

Mobile Comms. Systems

Basic Notions
BaNo (2/4)

Given the probability density, p(x), and cumulative distribution functions, P(x), i.e., PDF and CDF, one has dP p ( x) = dx or x P( x) = p (t ) dt where

P(x) = Prob(X x) One has

Mobile Comms. Systems

Prob(|X| x) = P(x) - P(-x)

Basic Notions
BaNo (3/4)

The main parameters are: average, x

x = x p ( x) dx

mean square, x
2

x = x 2 p ( x) dx

median, xm
xm
Mobile Comms. Systems

p ( x) dx = p ( x) dx = 1 / 2
xm

Basic Notions
BaNo (4/4)

mode, mx p(mx) = max[p(x)] moments, n

n = (x x ) p ( x) dx
n

Mobile Comms. Systems

variance, x2, and standard deviation, x, x2 = 2 Chebyshevs inequality allows to quantify the dispersion of the random variable: 1 Prob( x x k x ) 2 k

Uniform Distribution
UnDi (1/2)

CDF and PDF: 1 , a xb p ( x ) = b a 0 , o.c. 0 , x<a x a P( x) = ,a xb b a 1 , b<x

Mobile Comms. Systems

Uniform Distribution
UnDi (2/2)

Parameters: a+b x = xm = 2 ba x = 12 a 2 + ab + b 2 2 x = 3 It is used to describe the phase of a signal.

Mobile Comms. Systems

Normal (Gauss) Distribution

NoDi (1/5)

PDF and CDF:

1 p ( x) = e 2 x

( ) , x IR
x x 2 x
2

xx 1 + erf 2 x P( x) = 2 Parameters: x = xm = mx
Mobile Comms. Systems

2 x = x +x 2 2

Normal (Gauss) Distribution

NoDi (2/5)

Approximation for P(x)

e P(u ) 1 2 2 0.661u + 0.339 u + 5.51

u /2

where xx u=

for u > 0. Alternatively,

Mobile Comms. Systems

e erf (v) 1 ( 1)v + v 2 +

, v>0

Normal (Gauss) Distribution

NoDi (3/5)

Occurrence intervals

u
0 1 2 3 4
Mobile Comms. Systems

1 - P(u) 5.00010-1 1.58710-1 2.27510-2 1.35010-3 3.16710-5 2.86710-7

u
1.282 2.326 3.090 3.719 4.265 4.753

1 - P(u) 10-1 10-2 10-3 10-4 10-5 10-6

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Normal (Gauss) Distribution

NoDi (4/5)

Diagrams in Gauss Scale

Mobile Comms. Systems

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[Source: Boithias, 1983]

Normal (Gauss) Distribution

NoDi (5/5)

It is used to describe fluctuations around a mean value. It cannot be used to describe entities that cannot be negative.

Mobile Comms. Systems

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Log-Normal Distribution
LNDi (1/3)

PDF e CDF:
1 1 p ( x) = e 2 l x
ln( x ) xl 2 l
2

, x>0

ln( x) xl 1 + erf 2 l P( x) = 2

Mobile Comms. Systems

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Log-Normal Distribution
LNDi (2/3)

Parameters:
x=e
2
xl + 2 / 2 l

x =e

2 xl + 2 l

xm = e xl mx = e
xl 2 l

x = e
Mobile Comms. Systems

1 e

xl + 2 / 2 l

It is used to describe entities signal power or amplitude, namely slow fading.

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Log-Normal Distribution
LNDi (3/3)

PDF and CDF:

normal log-normal

Mobile Comms. Systems

15

[Source: ITU-R, Vol. V, Rep. 1007]

Rayleigh Distribution
RaDi (1/3)

PDF and CDF: 2 x -x2 / x2 p ( x) = 2 e , x>0 x

P( x) = 1 e
-x2 / x2

Parameters:

x = x2 2 mx = x 2 2
xm = ln(2) x 2
Mobile Comms. Systems

x = (4 ) x 2 2

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Rayleigh Distribution
RaDi (2/3)

PDF and CDF:

Mobile Comms. Systems

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[Source: ITU-R, Vol. V, Rep. 1007]

Rayleigh Distribution
RaDi (3/3)

It is associated to the magnitude of the sum of vectors having amplitudes with a normal distribution and phases with a uniform one. It is used to describe intense fast fading.

Mobile Comms. Systems

18

Suzuki Distribution
SuDi (1/2)

PDF and CDF: x x2 / v2 p R ( x, v ) = 2 e v /2

pLN ( ) =

2 l

ln( ) l 2 l

1 P( x) = 1 e 2

x 2 e 2 l t t 2 / 2 +

dt (vl = 0)

It describes joint slow and fast fading.

Mobile Comms. Systems

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Suzuki Distribution
SuDi (2/2)

CDF:

x / x2

Mobile Comms. Systems

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[Source: ITU-R, Vol. V, Rep. 1007]

Rice Distribution
RiDi (1/3)

PDF:

2 2 x (x 2 + x02 ) xR x x0 p ( x) = 2 e I0 2 x /2 xR R describing the sum of a fixed vector (amplitude x0) 2 with a Rayleigh distributed vector (power xR ).

It is used to describe non-intense fast fading. Usually, the Rice parameter is used
2 2 K[ dB] = 10 log x0 xR

Mobile Comms. Systems

21

Rice Distribution
RiDi (2/3)

PDF:
K0 K1 K>>1

Mobile Comms. Systems

2 xR 2

x0

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[Source: Parsons, 1992]

Rice Distribution
RiDi (3/3)

CDF:
x
2 2 x0 + xR
2 xR R = 2 2 x0 + xR

Mobile Comms. Systems

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[Source: ITU-R, Vol. V, Rep. 1007]

Exponential Distribution
ExDi (1/2)

PDF and CDF: 1 -x / x p ( x) = e , x>0 x

P( x) = 1 e
-x / x

Parameters: xm = x ln(2)
mx = 0

x =2x
2
Mobile Comms. Systems

=x
2 x

24

Exponential Distribution
ExDi (2/2)

It is used to describe the duration of various phenomena, namely associated to signal fading and phone calls.

Mobile Comms. Systems

25

Bernouli Distribution
BeDi (1/1)

Mass probability function s s p ( s ) = q (1 q ) , s = 0, 1 where q is the probability of occurring 1. Parameters are s=q
2 s = q (1 q )

It is used to describe the occupation of a telecommunications channel.

Mobile Comms. Systems

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Binomial Distribution
BiDi (1/2)

Mass probability function:

n k nk p (k ) = q (1 q ) , k = 0, K, n k where q is the occurrence probability for each of the n times.

Parameters k =q
mk = int[(n + 1)] q
Mobile Comms. Systems

2 k = n q (1 q )

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Binomial Distribution
BiDi (2/2)

It is used to describe phone calls, where q = t/n, t being the sampling time interval and the average phone calls generation.

Mobile Comms. Systems

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Poisson Distribution
PoDi (1/1)

Mass probability function: k p(k ) = e k! Parameters: k = k2 =

0 , < 1 mk = , >1 It is used to describe the generation of phone calls ( = t).

Mobile Comms. Systems

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Table of Contents
ToC (1/1)

Mobile Comms. Systems

30

BaNo - Basic Notions UnDi - Uniform Distribution NoDi - Normal Distribution LNDi - Log-Normal Distribution RaDi - Rayleigh Distribution SuDi - Suzuki Distribution RiDi - Rice Distribution ExDi - Exponential Distribution BeDi - Bernouli Distribution BiDi - Binomial Distribution PoDi Poisson distribution