In this paper, analytical methods for calculating the average probability of bit error of direct sequence pulse amplitude modulation ultra wideband (DS-PAM UWB) system and time hopping pulse position modulation ultra wideband (TH-PPM UWB) system are given. For the multi-user DS-PAM UWB system, the bipolar pulse amplitude modulation is used in order to achieve better performance. As we know, more attention is paid to the TH-PPM UWB systems recently. In this paper. we first introduce the accurate BER calculation methods of the multi-user DS-PAM UWB and TH-PPM UWB systems and then give the performance analysis over the ideal AWGN channel and a correlation receiver. Furthermore, we also introduce their applications in image transmission and data transmission and give the simulation results. The analytical method yields simple and exact formulas relating the performance to the system parameters.