Recent content by rhz

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    Graduate Statistics of sinc function with normal argument

    Hi, Can anyone point me to the pdf, cdf, moments, etc of y = sinc(x) = sin(pi*x)/(pi*x) where x ~ N(0,s^2)? Thanks!
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    Graduate Sample standard deviation serially correlated normal data

    Hi, OK, but I'm interested in the statistical properties of the sample standard deviation: \sqrt{\hat\sigma^2} = \sqrt \left ( \frac{1}{N-1}\sum^{N-1}_{i=0}(x_i-\hat{\mu})^2 \right ) \hat\mu = \frac{1}{N}\sum^{N-1}_{i=0}x_i Thanks.
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    Graduate Sample standard deviation serially correlated normal data

    Hi, Can anyone point me to a reference for the statistical properties of the sample standard deviation of a sequence of identically distributed normal random variables subject to some form of serial correlation? Thanks, rhz
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    Graduate Distribution of Difference of 2 2nd Degree Non-Central Chi Squared RVs

    The _generalized_ LRT re-inserts maximum likelihood estimates of unknown parameters back into the likelihood function under each hypothesis and then takes the ratio of these two functions. Even if all parameters were known the residuals would only be zero mean under one of the two hypotheses...
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    Graduate Distribution of Difference of 2 2nd Degree Non-Central Chi Squared RVs

    There are lots of other methods that could be used (even under the very restrictive assumption that X1 and X2 are the squares of two independent normal variables with known parameters). To narrow it down, could you say a bit more about the purpose of the exercise? Hi, Thanks for your...
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    Graduate Distribution of Difference of 2 2nd Degree Non-Central Chi Squared RVs

    Hi, I'm really just interested in the distribution of the difference of two non-central chi-square random variables each with one degree of freedom. Thanks.
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    Graduate Distribution of Difference of 2 2nd Degree Non-Central Chi Squared RVs

    Anyone?
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    Graduate Distribution of Difference of 2 2nd Degree Non-Central Chi Squared RVs

    Sorry, I formulated my problem incorrectly. Correction. Sorry, but I have an error in my problem formulation. The random vector x is real in my case, not complex. So, I'm interested in the distribution of the difference of two chi square variates which each have one degree of freedom.
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    Graduate Distribution of Difference of 2 2nd Degree Non-Central Chi Squared RVs

    Distribution of difference of two second degree non central chi squared random variables. This problem can be cast as an indefinite quadratic form for which there are a number of general numerical techniques to determine the CDF. Alternatively, it may be written as a linear combination of...
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    Undergrad Identities for atan(a+b) or atan(a*b)

    bump... Any ideas out there? I searched for this on google and came up with nothing. Thanks!
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    Undergrad Identities for atan(a+b) or atan(a*b)

    Hi, Does anyone know of any nice identities for the inverse or arc tangent of a sum or a product? Thanks, rhz