This video introduces a number of common probability density functions
that are used in signal processing algorithms. Examples are given over
finite-intervals, the entire real axis, and semi-infinite intervals.
More significantly, this video shows how to use Wikipedia to discover
other important densities as and when they arise in your work. Signal
processing applications of the von-Mises and Voigt densities are
mentioned.
PGEE11164 Probability, Estimation Theory, and Random Signals Lectures -- School of Engineering, University of Edinburgh. Copyright James R. Hopgood and University of Edinburgh, Scotland, United Kingdom (UK). 2020.
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