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2 votes
1 answer
676 views

Distribution of ratio between complex Gaussian and Chi-square R.V.s

What would be the distribution (p.d.f.) of the following ratio? $$z = \frac{x_{1}}{|x_{1}|^2 + |x_{2}|^2 + ... + |x_{M}|^2}$$ where $x_{i} \sim \mathcal{CN}(0,a), \forall i$ and $a > 1$. As can ...
Felipe Augusto de Figueiredo's user avatar
7 votes
1 answer
567 views

Singular Fisher information matrix and existence of unbiased estimators

I'm doing some research into the Cramer-Rao bound for time of arrival localization and have come across a rather strange result: the FIM is singular, but there exists an unbiased estimator. My ...
JNL's user avatar
  • 75
3 votes
1 answer
87 views

Optimal linear measurement operator

Let $x\in R^n$ be an unknown vector. Suppose I am allowed to choose any $A\in R^{m\times n}$, under the constraint that each row of $A$ has $\ell_2$ norm at most $1$. Then I carry out a "measurement", ...
Aryeh Kontorovich's user avatar
1 vote
1 answer
341 views

Form of minimax estimator

Let $\Delta$ be the set of all probability distributions over $\mathbb{N}=\{1,2,\ldots\}$ and fix some $\mathcal{P}\subseteq\Delta$. Suppose additionally that $\Delta$ is endowed with some norm $||\...
Aryeh Kontorovich's user avatar