| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 566705 | Signal Processing | 2011 | 4 Pages |
Abstract
We obtain the density of the distribution of the sample correlation from a complex normal using a complex version of Cochran's theorem. We give “small sample” asymptotic expansions for its distribution.
Keywords
Related Topics
Physical Sciences and Engineering
Computer Science
Signal Processing
Authors
Christopher S. Withers, Saralees Nadarajah,