DocumentCode :
918859
Title :
The effects of a finite time-bandwidth product on the variance of the sample mean of a low-pass stationary random process (Corresp.)
Author :
Johnson, W.A.
Volume :
19
Issue :
1
fYear :
1973
fDate :
1/1/1973 12:00:00 AM
Firstpage :
115
Lastpage :
117
Abstract :
Expressions are derived for the variance of the sample mean and the variance of the differences of sample means for an ideal Iow-pass Gaussian stationary random process. The effects of a finite data time-bandwidth product are discussed.
Keywords :
Bandlimited stochastic processes; Gaussian processes; Autocorrelation; Bandwidth; Fourier transforms; Frequency; Gaussian noise; Military computing; Power engineering and energy; Power engineering computing; Random processes; Statistics;
fLanguage :
English
Journal_Title :
Information Theory, IEEE Transactions on
Publisher :
ieee
ISSN :
0018-9448
Type :
jour
DOI :
10.1109/TIT.1973.1054944
Filename :
1054944
Link To Document :
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