Abstract: Probability density functions (pdf's) are derived for the phase and amplitude (envelope) of the complex gain X +jY (j = radic-1), where X and Y are two correlated non zero-mean Gaussian ...
Abstract: Consider the conditional mean estimator of the random variable X from the noisy observation Y = X + N where N is zero mean Gaussian with variance σ 2 (i.e., E[X|Y]). This work characterizes ...
Basics of probability. Counting principle, binomial expansion. Conditional probability and Bayes' Theorem. Random variables, mean and variance. Bernoulli, binomial, geometric, hypergeometric and ...
An important part of the identification and diagnostic checking of space-time ARMA models is the evaluation of the significance of the autocorrelations of the observations and residuals, respectively.