Timeline for Correlation between r.v.'s following a distribution that is the ration between complex Gaussian and Chi-square r.v.'s
Current License: CC BY-SA 4.0
14 events
| when toggle format | what | by | license | comment | |
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| Feb 6, 2019 at 14:01 | comment | added | Carlo Beenakker | now asked separately at mathoverflow.net/q/322555/11260 | |
| Feb 6, 2019 at 0:56 | comment | added | Iosif Pinelis | I don't think they are. This question, as any other further questions you may have should be asked separately, I think. | |
| Feb 5, 2019 at 20:59 | comment | added | Felipe Augusto de Figueiredo | Based on this result and on the knowledge that for $M > 5$ the real and imaginary parts of $z_i \forall i$ are normally distributed with mean equal to 0, can we say that $z_1$ and $z_2$ are independent? | |
| Feb 3, 2019 at 17:23 | comment | added | Felipe Augusto de Figueiredo | Thanks, it is clear now. | |
| Feb 3, 2019 at 16:29 | history | edited | Iosif Pinelis | CC BY-SA 4.0 |
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| Feb 3, 2019 at 15:34 | comment | added | Iosif Pinelis | @FelipeAugustodeFigueiredo : I have added the detail you requested. | |
| Feb 3, 2019 at 15:32 | history | edited | Iosif Pinelis | CC BY-SA 4.0 |
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| Feb 3, 2019 at 11:17 | comment | added | Felipe Augusto de Figueiredo | I've accepted your answer as the correct one as I have simulated the correlation and it is zero as you pointed out, however, I fail to see how you conclude that the joint distribution of the pair (โ๐ง1,๐งโ2) is the same as that of (๐ง1,๐งโ2) once the joint pdf is unknown. Is it possible to conclude that without knowing the joint pdf of (๐ง1,๐งโ2)? Thanks! | |
| Feb 3, 2019 at 9:10 | vote | accept | Felipe Augusto de Figueiredo | ||
| Feb 3, 2019 at 1:49 | comment | added | Iosif Pinelis | The only inequality in the above answer is an instance of the Cauchy--Schwarz inequality, which is now made explicit in the answer. | |
| Feb 3, 2019 at 1:48 | history | edited | Iosif Pinelis | CC BY-SA 4.0 |
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| Feb 2, 2019 at 9:44 | comment | added | Felipe Augusto de Figueiredo | Dear, thanks. I don't understand the inequality, is this some known one? Could you please, give further details on that? | |
| Feb 1, 2019 at 20:52 | history | edited | Iosif Pinelis | CC BY-SA 4.0 |
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| Feb 1, 2019 at 20:28 | history | answered | Iosif Pinelis | CC BY-SA 4.0 |