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StanfordUniversity-AnIntroductiontoStatiscalSignalProcessingAnIntroductiontoStatisticalSignalProcessingf1(F)fFPr(f∈F)=P({ω:ω∈F})=P(f1(F))May5,2000iiAnIntroductiontoStatisticalSignalProcessingRobertM.GrayandLeeD.DavissonInformationSystemsLaboratoryDepartmentofElectricalEngineeringStanfordUniversityandDepartmentofElectricalEngineeringandComputerScienceUniversityofMarylandivc1999bytheauthors.vtoourFamiliesviContentsPrefaceGlossary1Introduction2Probability2.1Introduction...............2.2SpinningPointersandFlippingCoins2.3ProbabilitySpaces...........2.3.1SampleSpaces.........2.3.2EventSpaces..........2.3.3ProbabilityMeasures......2.4DiscreteProbabilitySpaces......2.5C……