The Math Forum



Search All of the Math Forum:

Views expressed in these public forums are not endorsed by NCTM or The Math Forum.


Math Forum » Discussions » sci.math.* » sci.stat.math

Topic: Complex Random Variables
Replies: 2   Last Post: Aug 10, 1996 1:49 PM

Advanced Search

Back to Topic List Back to Topic List Jump to Tree View Jump to Tree View   Messages: [ Previous | Next ]
Ashutosh Sabharwal

Posts: 5
Registered: 12/11/04
Complex Random Variables
Posted: Aug 6, 1996 1:08 PM
  Click to see the message monospaced in plain text Plain Text   Click to reply to this topic Reply

Hi,

A fairly elementary question.

I have a nonlinear regression problem,
and the noise is assumed iid gaussian.
The nonlinear function is complex-valued.

From the book "Linear and Graphical Models
for the multivariate complex normal distribution",
Anderson et. al, Lecture notes in Statistics #101
page 26, a p-dimensional complex normal distribution
can be written as a 2p-dimensional real normal
distribution.

Then why study complex normal separately ?
Does at any place in statistics or probability,
complex-valuedness makes a difference (for normal
distribution per se) ?

thanks a lot
--
Ashu





Point your RSS reader here for a feed of the latest messages in this topic.

[Privacy Policy] [Terms of Use]

© The Math Forum at NCTM 1994-2017. All Rights Reserved.