Some Complex Statistical Distributions in Multichannel Complex-Valued Signal Detection Theory
2013
The probability density functions(PDF's)and cumulative distribution functions(CDF's) of complex random variables RVA's)are basis for calculating the probabilities of false alarm(PFA's)and probabilities of detection(PD's)in complex-valued signal detection theory.In this paper,some relationship between the complex statistical distributions and the real ones is investigated. The PDF's and CDF's of the complex F and complex Beta distributions,both central and noncentral,and the PDF of the central complex t distribution are derived.
Keywords:
- Probability distribution
- Complex normal distribution
- Joint probability distribution
- Marginal distribution
- Heavy-tailed distribution
- Inverse distribution
- Statistics
- Moment-generating function
- Characteristic function (probability theory)
- Mathematics
- Statistical physics
- Cumulative distribution function
- Artificial intelligence
- Pattern recognition
- Correction
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