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
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