在线计算离散随机变量数学期望的实时算法

Real-time Algorithm of Calculating the Mathematical Expectation of Discrete Random Variables

在现代仪器仪表的信号处理中广泛应用到离散随机变量的统计特性 ,为准确、快速的得到其数学期望和方差值 ,本文基于数据结构提出了顺序表查找法和哈希表函数构造法两种实时算法 ,对二者进行了比较并给出了应用实例。

Statistical characteristics of discrete random variables are widely used in signal processing of modern instruments. The expectation and variance are the integrated depiction of probability distribution property for stochastic variables. In order to get the expectation and variance fast and accurately, on the basis of the data structure theory two real-time algorithms, that is, sequence searching method and hash table function building method, are presented respectively in this paper. Analyses on the time complexity and space complexity of the two given methods shows that hash table function building method requires less time and space than the former one, which increased the computation speed and saved memory space. An application example is given to testify the computation property of two methods, comparison result proves hash table function building method to be faster due to much more real-time property.