Timeline for The distribution of the power of the sum of inner products of two independent complex normal vectors
Current License: CC BY-SA 4.0
7 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Oct 28, 2020 at 19:01 | vote | accept | William | ||
| Dec 25, 2019 at 10:47 | comment | added | William | @losifPinelis could you look at this question: mathoverflow.net/questions/346660/… | |
| Nov 22, 2019 at 21:33 | comment | added | William | I used Matlab to draw the distribution of the above summation. Not only that, I averaged its mean and variance and put it in a gamma function and it almost identical to the simulated one. | |
| Nov 22, 2019 at 21:29 | comment | added | Iosif Pinelis | @AymenKareem : How do you it works only for very large $N,K$? And what do you mean by "works"? Also, why would you prefer a gamma approximation to a normal one? In fact, I don't remember ever seeing approximations by a gamma distribution. | |
| Nov 22, 2019 at 5:53 | comment | added | William | How do I know which distribution is the best approximate for a certain situation? | |
| Nov 22, 2019 at 4:49 | comment | added | William | Thanks losif, it works only when N, K are very large (N=1000, K=10). How about Gamma distribution? Can the above summation in the question be approximated as Gamma? | |
| Nov 22, 2019 at 2:29 | history | answered | Iosif Pinelis | CC BY-SA 4.0 |