i need a solution of fir low pass filter designing in matlab but without using any inbuilt function,, i have to solve in this week only... so plese provide me solution as early as possible ,,please,,,

in DWT,wavelet use a QMF filter i want to know the characteristic of this filter
when we use this command in matlab:
[Lo_d,Hi_D,Lo_R,Hi_R]=wfilters('db4');
then for filter will generate two of the for decomposition
and two other one for reconstruction
how can I find for example bandwitdh and cuttoff frquency of this filter?
thanks.

to all dear ols:

I am keen to know everything about how to make electronic books, about possible technologies, where to find free example e-books, how to protect them from copying.

Please send your comments to
ye_gayev@mail.ru

Thank you in advance,
Yevgeny Gayev
(Prof. of Institute of Hydromechanics and National aviation university, Kiev,Ukraine)

I am in high school and I have been assigned to write the rhythms in for this jazz music I have, I can't I was wondering if someone can please please help me

Hello everybody, i would like to ask any of you for some infos concerning the NCBI database which involves biological issues! Thank you!

Hi,

can anyone please explain the theoritical concept of time invariant channel models.

just wondering if anyone would know how the hell you find the real and imaginary parts of an equation such as f(z)=z^2-z+2, that is f(z)=u(x,y)+iv(x,y)
and show the equation that f(z) is analytic.
really stuck if you know anything that you think would be useful that would be great.

I am currently studying a topic called nyquist under contol-engineering, but the materials i have seems not to be self explanatory.
I need someone who could explain the concept behind it and if you could assist with practical questions and solutions, as well as any recommended text that i could make use of.

thank you,

KAYODE-IKUGBAYIGBE

to all dear ols
i m keen to know everything about the information theory which basically related to the content of information in a message i have gone through a number of books for the calculation of entropy channel capacity of different channels but till now not satisfied .can u help me by giving appropriate explation regarding above or any reference book which i can use for this

To All on Open Learning Support,

I was perusing the Internet and found you have
a high acumen and insight for math; especially
in the area of probability.

I can see from examples of your math work(s)
on your web page you have an elevated skill
of logic and reasoning.

In a nutshell I think I've found a methodology
that I guess can be classified as a probability
tree with certain parameters and criteria met
consistently showing what would be actually
implemented sports books being beaten over the
long term. I've termed my methodology "Fav
Tree".

I staunchly contend my "Fav Tree" simulations
are programmed correctly and in the correct
context making for what I believe is a robust "
solution" to a certain range of Money Line
wagers. The "Money Line" is the wagering
format of choice especially for low scoring
sports such as baseball and basketball.

The bottom line (no pun intended) is with a
optimum combination of "viable" Sports wagering
Money Line (i.e. a range of Favorite Money
Lines where Fav Tree "works"), Fav Tree
iterations and winning percentage at the given
"viable" Money Line for all intents and purposes
profit ios assured ... is a slam dunk over the
long term (again no pun intended).

Perhaps if you're interested you can tell me
if you see any flaws in my logic/methodology.
I have some received some skepticism and
simple "You're wrong" from some detractors but
without much substance.

I have tried my best to describe everything
succinctly in this document. If you need any
additional information or clarification just
apprise me. In the document I reference the
Fav Tree money line simulator which you can
download to you local local system at your
convenience and discretion. By Monday
03/28/05 I will be posting three very small
output files from the simulator that really
captures the essence of Fav Tree in mere
minute or so negating the need to extract and
run my Fav tree simulator and get the same
results.

If not interested, of course, just delete.

However, I do welcome and look forward to your
correspondence. Thank you in advance for your
interest and consideration.

Regards,

Joel Shapiro.
Rochester, New York
(585) 473-7013
-or-
(585) 255-0997
jrs_14618@yahoo.com

http://home.rochester.rr.com/grassroots1

==============================================

Here is my Fav Tree system succinctly described
posted on a sports handicapping forum.

During last 2004/5 NFL football season I posted
my Underdog Martingale system and was severely
taken to task here in this forum for it. In
retrospect I see where it simply doesn't work.
It's not realistic to implement because for a
wide range of reasons several here in this forum
eloquently and (often) ineloquently brought
out. Above all the staggering money involved
should one Martingale progression go over limit.

I've come up with an entirely different animal
(methodology) I call Fav Tree that in a nutshell
all the results I see, again unless there's a
flaw or kibosh in my logic that within certain
Favorite Money Line ranges, parameters and criteria
profit can be essentially assured well below the
"break-even" point for standard wagering of these
particular Favorite Money Lines ... even though
convention says this isn't possible.

What I mean by standard wagering is taking a fixed
unit/amount and continually wager that same amount
at the given Favorite Money Line.

I have made a simulation which that invokes
the "Fav Tree" logic I describe in this document.
Basically what Fav Tree does is you parlay two
consecutive Favorite wins making for a result
where you're able to make two more wagers
with some money left over.

The idea is, and results of my simulations in
short show, if you do enough Fav Tree iterations
even though the probability of two Fav wins a row
being .36 representative for Favorite Money Line
-200 (.6 probability for the first win x .6
probability for the second win) the cumulative
effect of the splits or branches and the "excess
money" more than offsets any losses over the
long term.

Notice that a .6 or 60% Favorite winning percentage
at -200 is less than 66.67% -break even- for
standard wagering a -200 Money Line Favorite.

However, there's a (1 - (.64 x .64)) or .5904
probability two instances of .36 probability
of two Favorite wins in a row at .6 will occur.

That not too bad of of a ratio that when a
split does occur one of the branches will be a
split as well.

What Fav Tree seems to do is "lower the threshold"
of Favorite winning percentage needed to be
profitable below that "standard break-even". This
is accomplished by increasing the number of
Fav Tree iterations (which I explain more
extensively later in this document).

So the lower the winning percentage the more Fav
Tree iterations are required. However, there
comes a point where no amount of Fav Tree
iterations will compensate for the Favorite
winning percentage set as low as it is.

Conversely, if the Fav Tree iterations are set
to too small a number losses will occur at
Favorite winning percentages well above standard
wagering break-even that in that context should
readily show a profit.

The idea is to realize the lower threshold
Favorite percentage threshold so "naturally
occurring" Favorite winning percentages under
standard wagering break-even will be viable.

I believe the logic of my Fav Tree simulator
accurately represents/reflects Fav Tree
functionality but again would really appreciate
critique of my Fav Tree concept.

You can download the simulator for yourself on my
Grassroots Handicapping web page:

http://home.rochester.rr.com/grassroots1

The standardfavtreesimulator1.exe file (click
the link to download) is a self extracting .zip
file that extracts the Fav Tree Excel Simulator
file. The simulation is a Visual Basic (VB)
macro inherent in the spreadsheet activated by a
[Ctrl][l] (that's a lower case L) hotkey
combination.

Hopefully from the context of this document
you'll be able to deduce what is going on in
the Fav Tree simulator.

Through lots of my simulation runs the only
down side seems to be involve keeping tabs of
the trees on a large scale. I'm well along
in the programming to realize this.

I really welcome and appreciate any of you
who would consider looking and evaluating
Fav Tree for its integrity. Hopefully, again
there's not a "kibosh" or a fatal flaw with my
reasoning. If there is, it will be found in
this forum.

Again, I really believe my Fav Tree simulator
is an accurate representation of the Fav Tree
system/concept. Barring any great logic flaws
or premises that would undo it, I think you'll
like the results
of the simulator.

Following is what I've posted on another forum
handicapping forum so far:

In Las Vegas a "Money Line" Favorite wager
(especially applicable to baseball and hockey)
that is designated by -200 indicates if
wager $20 will win $10. A -110 Favorite
wager of $11 will win $10. -120 wins $10. etc.
You get the picture.

Staying with -200 Money Line for the entirety
of this question if you put up $20 for every
wager you need 66.67% of your Favorites to win
to break even.

10X = (1 - X)20
10X = 20 - 20X
30X = 20
X = 20 / 30 = .6666 (practical purposes .67)

Historically in 2001 the ratio of -200 winners was
.625 (60%) ... Below break even of .6666.

OK, How do we realize profit from below
break even "standard wager-wise" like gleaning
gold from lead? It's what I called Fav Tree
and the results look too good to be true but
for the life of me I can't see the "kibosh"
or flaw in my logic.

If the total winning percentage of the "field"
of -200 is .6 then for two wins in a row I
think we can agree the probability is: .36
(.6 x .6) thus 36% of the time two -200 plays
will win in a row.

Conversely, on the average, 64% of of the time
two plays of -200 will not win in a row.

In a 2 win a row situation if the first wager
and win is consolidated into the second wager
then the wagerer realizes $45 "in-hand" from
the "original" $20 wager at -200 and in
another respect a profit of $25.

$20 + $10 = $30
$30 + $15 = $45

Instead of considering the the $25 profit,
let's focus on the "in-hand" $45.

From a double win we can now make two more
-200 wagers of $20 plus an "extra" $5 dollars
which is placed in what I call the "Profit
Pool". Now we have two branches of a "Fav
Tree".

Game 1 of both branches is figuratively
already "bought and paid" for from the inital
$20 "out-of-pocket". Each of the branches
likewise has a 36% (.36) chance of two
wins in a row.

If both lose the bettor is out $15.
$20 original wager minus $5 from the
"Profit Pool".

In a nutshell the object is to "split
and skim". Every time there is a split
(36% of the time) $5 goes into the
Profit Pool and a Split Counter is
incremented by 2. The Split Counter
indicates how many $20 wagers there are
outstanding already figuratively "bought
and paid for'. Every split produces
two "new" wagers "already bought and
paid for".

I made a spreadsheet macro that simulates
this process. Say I start out no splits
(i.e. No Fav Trees). I (correctly - see
random number generation errors I made
in this Fezzik's Place forum) generate a
random number 0 to 1. If the random number
is > .36 I put -$20 (out-of-pocket or loss) into
the Profit Pool.

If the random number is <= .36 I put
-$20 into the profit Pool and $5 making
for a net -$15. I increment the Split
Counter by 2.

In the next Fav Tree iteration I generate
another random number. However, now the
Split Counter is greater than zero.
If the Split Counter is > 0 -AND- the
random number is > .36 the Split Counter
is decremented by 1 -AND- no negative
entry is made in the "Profit Pool".

I contend this is an accurate representation
of the Game 1 on a split already in the
sense "all bought and paid" for.

In my spreadsheet at -200 .6 first I get
"clumps" of -$20 entries in the Profit
Pool, but then more and more splits occur
and the combination of cumulative $5
"assaults" on the losses and Split
Counter incremented by 2 ... more than
offsets the losses.

However, I have some math opinions so far
my simulation which I believe I've
succinctly described is not valid.

My questions.

* Can you formulate an equation of my
Fav Tree System I've described.

* Where, if any, are the flaws in my
logic?

Thanks,

Joel Shapiro
Rochester, New York
(585) 473-7013
(585) 255-0997 (Cell)

Postscript: Another important aspect
with Fav Tree is to have a Favorite
Money Line where on a split you'll
have money left over for the Profit
Pool and have two more instances
of the first wager. There's a trade
off - when you go "lower" Fav Money
Lines the money for the Profit Pool
becomes larger but the chance of two
Fav Wins a row become less. Conversely,
at "high" Favorite Money Line (e.g.
-350) there's not enough for two "original
wagers" on a split let alone money for the
profit pool.

From my historic analyses and studies
any given Money Line will have a range
of "naturally occurring" winning
percentages usually a percentage point
or two above or below break-even.
points favorite winning percentages

The Fav Tree simulator seems to work
very well almost - if not - all the
time in these "naturally occurring"
winning percentages at different
Favorite Money Lines.

-JRS.

===============================================

With respect to the Fav Tree system I've
described in this forum I've found some
very significant aspects or phenomena with
respect to it. I've found the the number of Fav
Tree wagering iterations has a profound effect
on the results/profitability.

For instance lets take -200 Fav Money Line and .6
winning percentage. In my Fav Tree simulator I
can now make repeated passes of Fav Tree simulation
in groups of say 100 iterations (or any number up
to currently 5000).

Guess what? at 100 iterations ... one big
"loss-fest". This represents taking one Fav tree
"system" and stop at the 100th "play" wherever
you are and start again.

There are now three variables to tweak:

1.) The Favorite Money Line
2.) The winning percentage
3.) The number of Fav Tree iterations.

You can increase the number of iterations/"plays"
keeping the given Money Line/Winning Pct.
combination intact ...

-or-

keep the iteration number intact, decrease the
Money Line and/or increase the winning Favorite
percentage.

Interestingly in my simulation runs especially
with the updated spreadsheet there seems to be
"points of no return" where no iteration increase
will compensate the lowered winning percentage.

The baseball season is only 116 games or
so for 30 teams. Increased iterations can
logically be realized by multiple starting with
multiple instances (e.g. 5, 6, 7 maybe more) of
the first -200 (or for that matter any Money Line
in the Fav Tree applicable range) and build "tree
systems" where you get the logical equivalent of
several hundred iterations to get to the
point where the Fav Tree studies show have a good
probability of being profitable over the long
term at the given combination.

All you need do is tweak the variables to be
"realistic/reasonable" for number of iterations and
winning percentage in "real life".

You can easily see this phenomena for yourself with
the latest updated spreadsheet you can download
from my web page.

http://home.rochester.rr.com/grassroots1

[simulator link]

All you need do is run the file. It is
a self-extracting .zip file to extract the
updated spreadsheet. The updated program
on launch automatically goes to the relevant
part of the spreadsheet and the user defined
variables are in blue bolded cells

It's very easy. Just set the combination of the
3 variables and do a [Ctrl][l] (Lower case) hotkey
combination and away you go. The macro by
default stops at every cycle of iteration you
designate or you can do a U[Enter] for non-stop
cycling

I believe the upgraded spreadsheet and the
"scaled" and proportional results running different
combinations of Money Lines, iterations, Fav
winning percentages indicate the Fav Tree
simulations are valid and a true representation
over the long term.

Thanks,

Joel S.
Rochester, New York
(585) 473-7013
jrs_14618@yahoo.com