贝叶斯统计
优秀的贝叶斯统计学入门教材，简单明了，包含贝叶斯统计学的思想精华，值得一看高等院校统叶学写业规划教材贝叶斯统计峁诗松編著中团先计齿坂社京)新登字041号图书在版编目(CP数据贝叶斯统计/茆诗松编著一北京:中国统计出版衬,1999.9高等院校统计学规划教材ISN75037-29309.茆QI.贝叶斯统计-高等学校-教材IV.0212中国版本图惊CIP数据核字(1999第10216号作者虾诗松贲狂编辑/军责任校对:刘开颜封面设计:张建民出版发行中国统计版社通信地址/北京市二里河月坛街7号邮政编码09826办公地址/北点市丰台区哐三坏南路甲6号电话09)63459084、6326660(发行部印刷科伦克三莱印务(北京)有限公司经钠/新华书店斤本850×116mm132子数6千子印张{8.6印数/1-5)(册版别/上9910月第1版版次19作10月第1次印刷节号/SRN7-5037-2939.34定价15.6元中国统汁版图书,版权所有,侵权必究中国统计版图书,如有印装错误,本社发行部负责调换出版诜明“九五”期闾是我国社会主义市场经濟体制逐步完著和发展重要时期,一方面,随着髙等教育体制改革和统计改革的深入发展,对统计教育模式和统计人才培养目标都提出新的要求,另一方面科学技术的飞速发展也促使统计技术发生了重大交革,新理论、新方法畑新技穴不断涌现并被应用于统计实践活应这新形勢的需要,全国统计教树编审委员会制定了《1996-200年国统计教树建设规划》,根据《规划》的要求,编委会采取招标的方式组织全国有关院校的专家、学者编写了这批统计学专业“规教材”。这批教材力求以邓小理论为指早,在总结“八五”蝴间规捌统计教材建设经验的基础上,认真贯彻以下原则:①理论紧密联系实际的原则;巴解放思想、转变观念、大脰探索、努亦创新的原则;正确处理继承与发展关系的原则。通过不懈努力,把这批教材建设成为质量高,迺应性預、面向21世纪的新教材扫信通过这批教材的出版、发行;对推动我国统计教育改革和加快更新、改造我国统计教材体系、教村内容的岁伐将起到积极的促进作用,同时对我国统计教材建设也将起到較好的示范、导向作用。限于水平和经验这批教材的编宇、出版工作还会有缺点和不足处,诚恳欢迎教杖的使用单位、广大教师和同学们提出批评和建议全国統计教材編审委员会999年3月本书是按照全囯统计斆材编审委员会指定的《頃叶斯统计》編与大纲鳊写的,是供全倒商等学校玩计专业大学生知研究生学的教科与。贝叶斯统计在近50年中发展很快,内睿愈来食丰窨。这盟只选用其中最基不鄙分构成本书,相当一学期的肉容,本节力图疴学汀过传统的概率统计(颎率学派)课程的学生展示贝汁斯汽计的基本面貌,也使他们能了解员叶斯统计的基本思想,掌握叶疬统计的基本方法,为在实际中使用和研究贝叶斯统计打下了苠好的基础木书共六章,可分二部分。前三章国绕先验分布介绍贝叶所推断方法。后三章绕损失函数介绍贝叶斯决策方法。阅读这些内容仅需要攪率统计基本知识就部了。本书力剂利生劢衣趣的例于来说明贝"斯统计的基本想想和基本方法,尽量使读老对贝叶药统计产生兴趣,引发读者使用以叶斯方法去认识和解洪实际问题的望。进而云丰瘩和发展队叶蜥统计。假如学生的兴趣被钧出来,愿望被引出来,那么讲授这一门课的目的也基本达到贝叶斯统计是在与经典统计的争论中逐渐发展起来的。争论的闩题有:末知參数是酉可以看作随机变量?事件的慨率是否一定要有频率解释?概率是否可用经验兴确定?在这些河题的争论中贝叶斯学派建立起自已的理论与,在全球传播三有百年史的经與统计对统讦学的发展稗应屎起了巨大佐用,钽时乜暴露了一些问题。在小祥本问研究二、在区估计的解释}、在似然原理釣认识上等问题经典统计也受到只圬斯学派的评,在这出批评中贝叶斯学派也在不断完善叶斯计计决策论斯分析》一书在1980年和1985年熠继二畈问世把贝叶斯统计作了较完塾的叙述。在近20中只吐浙统计在实际中叉获得广泛的应用,I991年和I995年在美国连续岀版了二本《 Case studies in Bayesian Statistics》。使贝叶斯纨十在理论上刘实际上以及它们的结合上都得到了长足的发展。惧怕使用贝叶斯统计思想得到克服。如今贝汁斯统计也定进教室,打破经典统计独占教室的一统天下的局面,这不能不说是贝吽斯统计发展中的一些重要标志。贝叶斯统计已成为统计学中一个不可缺少的部分,相陀之下,贝叶斯统计在我国射应用与发展岢属起步阶長,但我厨有很好的发展叶斯统计的氛围。只要大家努力,如汁斯统计在我国一定能迅速发展,跟上世界主流。本书编写卣始至终得到国冢统计局教育中心的关心和帮助,有他们的督促,本书还会延期出版。上海财经大学张尧庭教授和中国人民大学的吴喜之教授耐心细致地审阅了全书,提出许多贵意见,笔者都认真考虑,并作修改.这使仝书增色不少。另外,何基报、硬娟、孙汊杰等阅读书稿,提出宇贵意见,还帮助打印会书,在此一并表丞感谢由于繃者水平有限,淮确表达只叶斯学派的各种观点并非易辜、错谬之处在所难凭,恳请国内同行和广大读若批评指正茆许松1999年1月30日2第·章先验分布与后验分布种信息总体信息样本信贝叶斯公式信息贝叶斯公式的密度函数形式共细女辱粉分在是三种信息的综合、共轭先验分布、后验分布的计算、共轭先验分布的优缺点四、常用的共轭先验分布超参数及其确定一、利用先验矩、利用完验分位数、利用验矩和先验分位数四、其它方法多参数模型充分统计量习题第二章贝叶斯推断条件方法佔计贝叶斯估计、贝叶斯估计的误差区间估计可信区间最大后验密度可信区间假设检验假设检验、贝叶斯因子三、简单假设对简单假设Q⊙四、复杂假设e对复杂假设回五、简单原假设对复杂的备择假设预测似然原理第三章先验分布的确定主观概率主观概率确定主观概率的方法利用先验信息确定先验分布、直方图法二、选定先验密度函数形式再估计其超参教三、定分度法与变分度法利用边缘分布确定先验密度、边缘分布二、混合分布、先验选择的四、先验选择的矩方法无信息先验分布贝叶斯假设一、位置参数的无信息先验尺度参数的无信息先验信息阵确定无信息先验多层先验多层先验、多层模型习题第四章泆策中的收益、损失与效用决策问趣的三妻素决策问题决策问题的三素决策准贝行动的容许性决策准则先验期望准则先验期望准则、两个性质损失函数从收益到损失、损大凶数损大凶数下的悲观准则四、损失凶数下的先验期望准则常用损失函数效用函数效用和效用函数效用的测定效用尺度四、常见的效用曲线五、用效用函数作决策的例子六、从效用到损失第五章贝叶斯决策贝叶斯决策问题后验风险准则验风殓决策函数后验风险准则常用损失数下的贝叶斯估计方损失函数下的贝叶斯估计二、线性损失函数下的贝叶斯估计限个行动问趣的假设检验抽样信息期望值完全信息期望值抽样信息期望值最佳样本量的确定抽样净益最佳样本量及其上界最佳样本量的求二行动线性决簧问题的正态分布下二行动线性决策问题的先验仄塔分布下二行动线性决策问题的先验、伽冯分布下二行动线性决策问题的先验习题第六章统计决策理论风险函数风险函数决策函数的最优性、统计决策中的点估计问题四、统计决策中的区间估计问题五、统计决策中的假没检验问题容许性、决策函数的容许性最小最大准则、最小最大准则最小最大估计的容许性贝叶斯风险贝叶斯风险贝叶期风险准则与后验风险准则的等价性贝叶期估计的性质俯录常用概率分布表附录标准正态分布函数Φ7表参考文献附录页录第一章先验分布与后验分布(1§1.]二种片息总体信息样本信2)、无验信息……公】.2贝叶斯公式………、贝叶斯公式的密度燃数形式(6)厅验分布是三种倍息的综合(8〕共轭先验分布…………〔13轭先验介布13、后验分布的计算甲血1■■日血血■D■三、共轭先验分布的优缺点、常用的共轲先验分布由■冒血…(19超郄数及其确定……利用光验矩、利用先验分位数三、利用先验矩和先验分位数…………阿、其它方法多参数模型1.6充分统计t……甲看省看甲『看■p甲P看■2031第二章贝叶斯推断2.1条件方法§2.2秸计36贝时斯估计
- 2021-05-07下载
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Principles of Mobile Communication Third Edition
Gordon L. Stüber著，为英文原文第三版。其第二版已经翻译成中文，即为移动通信原理（第二版），由电子工业出版社出版，但翻译水平很差。Gordon L. StuberPrinciples of mobileCommunicationThird edition② SpringerGordon L. StuberGeorgia Institute of TechnologyAtlanta gaUSAstuber @ece gatech. eduISBN978-1-4614-0363-0e-ISBN978-1-46140364-7DOI10.1007/978-1-46140364-7Springer New York Dordrecht Heidelberg londonLibrary of Congress Control Number: 2011934683C Springer Science+Business Media, LLC 2002, 2011All rights reserved. This work may not be translated or copied in whole or in part without the writtenpermission of the publisher(Springer Science+ Business Media, LLC, 233 Spring Street, New York,NY 10013, USA), except for brief excerpts in connection with reviews or scholarly analysis. Use inconnection with any form of information storage and retrieval, electronic adaptation, computer softwareor by similar or dissimilar methodology now known or hereafter developed is forbiddenThe use in this publication of trade names, trademarks, service marks, and similar terms, even if they arenot identified as such, is not to be taken as an expression of opinion as to whether or not they are subjectto proprietary rightsPrinted on acid-free paperSpringerispartofSpringerScience+businessMedia(www.springer.com)To Alana, our son nickolasmy father lothar Stuiberand my late mother Beatrice stiiberPrefacePrinciples of Mobile Communication, third edition, is a major revision of thesecond edition. Like its earlier editions, this book provides a mathematicallyrigorous overview of physical layer wireless communications. The basic pedagogicmethodology is to include fully detailed derivations from first principles. The text isintended to provide enough principle material to guide the novice student, whilit the same time having plenty of detailed material to satisfy graduate studentsinclined to pursue research in the area. The book is intended to stress the principlesof wireless communications that are applicable to a wide array of wireless standardsIt is intended to serve as a textbook and reference for graduate students, and a usefulreference for practicing engineersOrganization of the bookChapter 1 begins with an overview that is intended to introduce a broad array ofissues relating to wireless communications. Included is a brief description of theevolution of various wireless standards, the basic concepts of cellular frequencyreuse, the land mobile radio propagation environment, link budgets, and coverageand capacity of cellular radio systemsChapter 2 provides an extensive treatment of radio propagation, since goodunderstanding of the physical wireless channel is essential for the developmentand deployment of wireless systems. The chapter begins with a treatment ofthe narrow-band faded envelope for conventional fixed-to-mobile channels foundin cellular radio systems, mobile-to-mobile channels found in mobile ad henetworks, and multiple-input multiple-output (MIMO) channels where multipleantennas are used at both the transmitter and receiver to achieve high capacity afterconsidering the narrow-band channel, we consider the statistical treatment of wide-band channels. The emulation of wireless channels is essential for the developmentand testing of wireless systems, and the chapter provides a detailed discussion ofchannel simulation techniques. Finally, the chapter concludes with a discussion ofshadowing and path loss models for land mobile radio environmentsPreraceChapter 3 provides a detailed treatment of co-channel interference which is therimary impairment in spectrally efficient cellular frequency reuse systems. Veryoften the receivers in such systems are affected by multiple co-channel interferersand the probability distribution of the total interfering power is considered. Thchapter also considers the link outage performance due to co-channel interferencein a variety of wireless environmentsChapter 4 covers the various types of modulation schemes that are used in mobilecommunication systems along with their spectral characteristics. The chapter beginswith the mathematical representation of bandpass modulated signals, along withNyquist pulse shaping. Later, a large variety of modulation schemes used in wirelesssystems are considered, including both single-carrier and multi-carrier modulation,and both linear and nonlinear modulation techniques This is followed by a treatmentof the power density spectrum of modulated signals. Although quite mathematicalin nature, power spectrum is an important topic, since wireless systems are requiredto operate within a specified out-of-band emission maskChapter 5 discusses the error probability performance of various digital modulation schemes on narrow-band fat fading channels. The performance is evaluatedwith a variety of receiver structures, including coherent detectors, differentialcoherent detectors and noncoherent detectorsChapter 6 includes a treatment of multi-antenna techniques for combatingenvelope fading. The chapter includes a discussion of various diversity combiningtechniques for coherent, differentially coherent, and noncoherent receiver detectionof signals on fading channels with additive white gaussian noise. also consideredis optimal combining which is effective when the primary additive impairment isco-channel interference rather than noise. Finally, the chapter considers the use ofmultiple antennas at the transmitter in the context of classical beam-forming andtransmit diversityChapter 7 provides an extensive treatment of digital signaling on intersymbolinterference(ISI) channels that are typical of broadband land mobile radio systemsThe chapter begins with the characterization of Isi channels and goes on todiscuss techniques for combating ISI based on symbol-by-symbol equalization andsequence estimation. Later, error probability for maximum likelihood sequenceestimation is considered. The chapter concludes with a discussion of co-channeldemodulation for the purpose of mitigating co-channel interference on Isi channelsChapter 8 covers error control coding techniques for wireless systems. Thechapter begins with a discussion of basic block coding including space-time blockcodes Convolutional coding is considered next along with the Viterbi and BCJRalgorithms for decoding convolutional codes, followed by trellis coded modulationThe chapter then provides a detailed discussion on the design and performanceanalysis of convolutional and trellis codes for awgn channels, and interleaved fatfading channels, and fading isi channels. Later, space-time trellis codes are treatedand the chapter concludes with Turbo codinChapter 9 is devoted to spread spectrum techniques The chapter begins with anintroduction to direct sequence and frequency hop spread spectrum. This is followedy a detailed treatment of spreading sequences. Also included is a discussionPrefaceof the effects of tone interference on direct sequence spread spectrum, and theRAKE receiver performance on wide-band channels. The chapter wraps up witha discussion of cdma multiuser detectionChapter 10 is devoted to multi-carrier techniques. It considers the performanceof ofdm on frequency-selective channels and considers the effect of residualISI and problem of residual ISI cancellation. Later, the chapter examines singlecarrier frequency-domain equalization(SC-FDE)techniques. This is followed by atreatment of orthogonal frequency division multiple access (OFDMA)on both theforward and reverse links. The chapter concludes with a discussion of single-carrierfrequency division multiple acceSs (SC-FDMA)Chapter 11 considers frequency planning techniques for cellular systems. Thechapter begins with a discussion of cell sectoring, cell splitting, and reuse partition-ing. Later, the chapter considers radio planning for OFDMa cellular systems. Thisis followed by hierarchical overlay/underlay architectures based on cluster planningFinally, the chapter wraps up with macrodiversity TDMA cellular architecturesChapter 12 considers CDMa considers CDMA cellular systems, consideringtopics such as capacity and power control This is followed by a discussion ofhierarchical macrodiversity CDMa architectures and their performanceChapter 13 is devoted to cellular radio resource management. The chapter beginswith an introduction to basic hard and soft handoff. Later, the chapter considers theimportant problem of link quality evaluation, including signal strength averaging,velocity estimation, and velocity adaptive hard handoff algorithms later, a detailedanalysis of hard and soft handoff is provided. Finally, the chapter wraps up withmethods for estimating received carrier-to-interference plus noise ratio(CINR)The Appendix includes a brief and focused tutorial discussion of probabilityand random processes. A good understanding of the material in the Appendix isessential, since the concepts are widely used throughout the textUSing This Book for InstructionThe book has been developed from a graduate-level course on physical wirelesscommunications that I have taught at Georgia Tech since 1993. Normally, I prefera graduate-level course in digital communications as a prerequisite for this courseHowever, such a prerequisite may be waived to the extent that there is extensivebackground material in each chapter. A course may cover the introductory materialin each chapter and skip the more specialized material. In my own classes, I alwaystry to judge the mathematical level of the students early and adapt accordinglyThe book obviously contains far too much material to be taught in a onesemester course. However, i believe that it can serve as a suitable text in mostsituations through the appropriate instructor selection of background sections. Myown preference for a one semester course is to include the following material inorder: Chap. 1, Chap 2(skipping the more advanced material), and the first twosections of Chap 3. In moving to modulation waveforms in Chap. 4, an instructormay have to treat/assume basic signal-space representation. However, most students
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