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In probability and statistics, a probability distribution assigns a probability to each measurable subset of the possible outcomes of a random experiment, survey, or procedure of statistical inference.

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Resultant probability distribution when taking the cosine of gaussian distributed variable

A quick way to find the mean of $\cos(\theta)$, where $\theta\sim \mathcal{N}(0, \sigma^2)$, is through calculating the mean of a complex variable $e^{j\theta}=\cos(\theta)+j\sin(\theta)$. We have $E …
Parastoo Q's user avatar