Title :
An equality test for variances of two complex correlated Gaussian processes
Author :
Andrew, Rex K. ; Kirlin, R. Lynn
Author_Institution :
Dept. of Electr. & Comput. Eng., Victoria Univ., BC, Canada
fDate :
8/1/2000 12:00:00 AM
Abstract :
A test is developed for the equality of variances of two complex zero-mean Gaussian processes with unknown, nonzero complex covariance, where both the variance and complex covariance are unknown nuisance parameters. This note provides a test that is independent of these nuisance parameters
Keywords :
Gaussian distribution; Gaussian processes; correlation methods; covariance analysis; covariance matrices; complex correlated Gaussian processes; equality test; nonzero complex covariance; unknown nuisance parameters; variance; zero-mean Gaussian processes; Covariance matrix; Gaussian distribution; Gaussian processes; Statistical analysis; Statistical distributions; Testing;
Journal_Title :
Signal Processing, IEEE Transactions on
