• Title of article

    The distribution of the amplitude and phase of the mean of a sample of complex random variables

  • Author/Authors

    Withers، نويسنده , , Christopher S. and Nadarajah، نويسنده , , Saralees، نويسنده ,

  • Issue Information
    دوفصلنامه با شماره پیاپی سال 2013
  • Pages
    25
  • From page
    128
  • To page
    152
  • Abstract
    Edgeworth-type expansions are given for the distribution of (normalized versions of) the amplitude and phase of the mean of a sample of complex random variables. These expansions are transformed to polar forms with applications to modeling signals from a cell-phone. Limiting distributions of (normalized versions of) the amplitude and phase of the mean are given for the cases: (1) population mean is zero, and (2) population mean is non-zero. The results apply for distributions with finite cumulants.
  • Keywords
    Complex normal random variables , Sums of products of random variables , Edgeworth expansions
  • Journal title
    Journal of Multivariate Analysis
  • Serial Year
    2013
  • Journal title
    Journal of Multivariate Analysis
  • Record number

    1566010