Recent content by Hanspi

Thanks a lot for the reply, this is indeed what I needed. If E(X)=0, then E(Y)=0 and the Covariance is simply the mean value of the positive half of p(x) minus the mean value of the negative half of p(x). To test my understanding, I did (MATLAB): [FONT="Courier New"]c=randn(1,1000000)...

I have a problem that turned up in my research. I'm a microelectronics engineer, s I hope this is not a textbook question for you physics specialists :-) Given a random variable X that produces real numbers x with a distribution p(x). The random variable Y is generated from X by the signum...