Re: What is the Distribution of this?
- From: "Stephen J. Herschkorn" <sjherschko@xxxxxxxxxxxx>
- Date: Tue, 09 Aug 2005 14:00:50 -0400
malghara wrote:
Thanks for the reply
By G bieng a complex Gaussian R.V i mean that G = x+i.y where i=sqrt(-1) and x and y are both independent Gaussian R.V's each with a zero mean and each have a variance equale to 0.5 the variance of G. I hope this clarify my question cuase i didnt realy understand your answer.
It is a standard result that the sum of the squares of two i.i.d zero-mean normal random variables has an exponential distribution.
-- Stephen J. Herschkorn sjherschko@xxxxxxxxxxxx Math Tutor in Central New Jersey and Manhattan
.
- References:
- What is the Distribution of this?
- From: malghara
- Re: What is the Distribution of this?
- From: Stephen J. Herschkorn
- Re: What is the Distribution of this?
- From: malghara
- What is the Distribution of this?
- Prev by Date: Re: What is the Distribution of this?
- Next by Date: Re: infinity
- Previous by thread: Re: What is the Distribution of this?
- Next by thread: Re: What is the Distribution of this?
- Index(es):