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

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Ashutosh Sabharwal

Posts: 5
Registered: 12/11/04
Complex Random Variables
Posted: Aug 6, 1996 1:08 PM
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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

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

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