• DocumentCode
    1358075
  • Title

    An equality test for variances of two complex correlated Gaussian processes

  • Author

    Andrew, Rex K. ; Kirlin, R. Lynn

  • Author_Institution
    Dept. of Electr. & Comput. Eng., Victoria Univ., BC, Canada
  • Volume
    48
  • Issue
    8
  • fYear
    2000
  • fDate
    8/1/2000 12:00:00 AM
  • Firstpage
    2452
  • Lastpage
    2454
  • Abstract
    A test is developed for the equality of variances of two complex zero-mean Gaussian processes with unknown, nonzero complex covariance, where both the variance and complex covariance are unknown nuisance parameters. This note provides a test that is independent of these nuisance parameters
  • Keywords
    Gaussian distribution; Gaussian processes; correlation methods; covariance analysis; covariance matrices; complex correlated Gaussian processes; equality test; nonzero complex covariance; unknown nuisance parameters; variance; zero-mean Gaussian processes; Covariance matrix; Gaussian distribution; Gaussian processes; Statistical analysis; Statistical distributions; Testing;
  • fLanguage
    English
  • Journal_Title
    Signal Processing, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    1053-587X
  • Type

    jour

  • DOI
    10.1109/78.852024
  • Filename
    852024
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=1358075