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Complex normal random variables 1 Edgeworth expansions 1 Sums of products of random variables 1
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Nadarajah, Saralees 1 Withers, Christopher S. 1
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Journal of Multivariate Analysis 1
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The distribution of the amplitude and phase of the mean of a sample of complex random variables
Withers, Christopher S.; Nadarajah, Saralees - In: Journal of Multivariate Analysis 113 (2013) C, pp. 128-152
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...
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