Title :
The effects of a finite time-bandwidth product on the variance of the sample mean of a low-pass stationary random process (Corresp.)
fDate :
1/1/1973 12:00:00 AM
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;
Journal_Title :
Information Theory, IEEE Transactions on
DOI :
10.1109/TIT.1973.1054944