The distribution of the amplitude and phase of the mean of a sample of complex random variables

Christopher S. Withers and Saralees Nadarajah

Journal of Multivariate Analysis, 2013, vol. 113, issue C, 128-152

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; Edgeworth expansions; Sums of products of random variables (search for similar items in EconPapers)
Date: 2013
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DOI: 10.1016/j.jmva.2012.05.017

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