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Complex Random Variables
Posted:
Aug 6, 1996 1:08 PM


Hi,
A fairly elementary question.
I have a nonlinear regression problem, and the noise is assumed iid gaussian. The nonlinear function is complexvalued.
From the book "Linear and Graphical Models for the multivariate complex normal distribution", Anderson et. al, Lecture notes in Statistics #101 page 26, a pdimensional complex normal distribution can be written as a 2pdimensional real normal distribution.
Then why study complex normal separately ? Does at any place in statistics or probability, complexvaluedness makes a difference (for normal distribution per se) ?
thanks a lot  Ashu



