Title :
Central limit theorem: Use with caution
Author_Institution :
MITRE Corp., Bedford, MA, USA
fDate :
4/1/2001 12:00:00 AM
Abstract :
The validity of the Central Limit Theorem for the sum of N, K distributed random phasors is investigated. It is demonstrated that the number of phasors that must be summed to obtain an amplitude distribution that can be approximated by a Rayleigh depends strongly on the underlying K-distribution, and is of order 200 for Weibull statistics
Keywords :
Weibull distribution; clutter; random processes; target tracking; Central Limit Theorem; K-distribution; N-distribution; Rayleigh; Weibull statistics; amplitude distribution; random phasors; Density measurement; Probability density function; Probability distribution; Random variables; Sea measurements; Shape; Statistical distributions; Statistics; Weibull distribution;
Journal_Title :
Aerospace and Electronic Systems, IEEE Transactions on
