A variance equality test for two correlated complex gaussian variables with application to spectral power comparison

IEEE Transactions on Signal Processing

Volumn 55, Issue 3, 2007, Pages 881-888

  Medkour, Tarek ^a   Walden, Andrew T ^a  

^a IMPERIAL COLLEGE LONDON   (United Kingdom)

Author keywords

Complex bivariate Gaussian distribution; Hypothesis test; Power of test; Spectrum estimation

Indexed keywords

ANALYSIS OF VARIANCE (ANOVA); CORRELATION METHODS; GAUSSIAN DISTRIBUTION;

BIVARIATE DISTRIBUTION; SPECTRUM ESTIMATION; ULTRALOW-FREQUENCY WAVE;

GAUSSIAN BEAMS;

EID: 33947430595     PISSN: 1053587X     EISSN: None     Source Type: Journal    
DOI: 10.1109/TSP.2006.887558     Document Type: Article

References (14)

1. R. K. Andrew and R. L. Kirlin, "An equality test for variances of two complex correlated Gaussian processes," IEEE Trans. Signal Process., vol. 48, pp. 2452-4, 2000.
2. M. Archer, T. S. Horbury, E. A. Lucek, C. Mazelle, A. Balogh, and I. Dandouras, "Size and shape of ULF waves in the terrestrial foreshock," J. Geophys. Res. - Space Phys., vol. 110, pp. A05208-A05208, 2005.
3. D. R. Brillinger, Time Series: Data Analysis and Theory (Expanded Edition). New York: McGraw-Hill, 1981.
4. G. Casella and R. L. Berger, Statistical Inference. Belmont, CA: Duxbury, 1990.
5. S. L. Collier, "Fisher information for a complex Gaussian random variable: Beamforming applications for wave propagation in random media," IEEE Trans. Signal Process., vol. 53, pp. 4236-48, 2005.
6. I. S. Gradshteyn and I. M. Ryzhik, Table of Integrals, Series, and Products (Corrected and Enlarged Edition). New York: Academic, 1980.
7. E. J. Kelly, I. S. Reed, and W. L. Root, "The detection of radar echoes in noise I," J. SIAM, vol. 8, pp. 309-41, 1960.
8. P. R. Krishnaiah, "Some recent developments on complex multivariate distributions," J. Multivariate Anal., vol. 6, pp. 1-30, 1976.
9. K. S. Miller, Hypothesis Testing with Complex Distributions. New York: Robert E. Krieger, 1980.
10. W. A. Morgan, "A test for the significance of the difference between two variances in a sample from a normal bivariate population," Biometrika, vol. 31, pp. 13-9, 1939.
11. G. S. Mudholkar, G. E. Wilding, and W. L. Mietlowski, "Robustness properties of the Pitman-Morgan test," Commun. Stat. Theory Methods, vol. 32, pp. 1801-16, 2003.
12. B. Picinbono, "Second-order complex random vectors and normal distributions," IEEE Trans. Signal Process., vol. 44, pp. 2637-40, 1996.
13. E. J. G. Pitman, "A note on normal correlation," Biometrika, vol. 31, pp. 9-12, 1939.
14. A. T. Walden, "A unified view of multitaper multivariate spectral estimation," Biometrika, vol. 87, pp. 767-87, 2000.