Correlation of complex random variablesGiven $Z_1$ and $Z_2$ independent normal variables, find a pair $X_1,X_2$ with correlation $p$Correlation between two linear sums of random variablesGenerate Correlated Normal Random VariablesCountermonotonicity and minimum linear correlation coefficientCovariance of two normally distributed random variablesHow to describe the correlation between two non-random variable mathematically?Necessary sufficient condition for correlation between last 2 out of 3 normal random variables.Describing correlation between $M$ random variablesJoint Random Variables Probability — Covariance and CorrelationCorrelation of two independent variables

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Correlation of complex random variables


Given $Z_1$ and $Z_2$ independent normal variables, find a pair $X_1,X_2$ with correlation $p$Correlation between two linear sums of random variablesGenerate Correlated Normal Random VariablesCountermonotonicity and minimum linear correlation coefficientCovariance of two normally distributed random variablesHow to describe the correlation between two non-random variable mathematically?Necessary sufficient condition for correlation between last 2 out of 3 normal random variables.Describing correlation between $M$ random variablesJoint Random Variables Probability — Covariance and CorrelationCorrelation of two independent variables













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$begingroup$


If I have two complex standard normal variables vectors (10,1) $M_i$ and $N_i$ as below,
$M_i = a_i+jb_i$ and $N_i = c_i +d_i, (1<i<10)$



How can I get correlation coefficients of these vectors?










share|cite|improve this question











$endgroup$
















    0












    $begingroup$


    If I have two complex standard normal variables vectors (10,1) $M_i$ and $N_i$ as below,
    $M_i = a_i+jb_i$ and $N_i = c_i +d_i, (1<i<10)$



    How can I get correlation coefficients of these vectors?










    share|cite|improve this question











    $endgroup$














      0












      0








      0





      $begingroup$


      If I have two complex standard normal variables vectors (10,1) $M_i$ and $N_i$ as below,
      $M_i = a_i+jb_i$ and $N_i = c_i +d_i, (1<i<10)$



      How can I get correlation coefficients of these vectors?










      share|cite|improve this question











      $endgroup$




      If I have two complex standard normal variables vectors (10,1) $M_i$ and $N_i$ as below,
      $M_i = a_i+jb_i$ and $N_i = c_i +d_i, (1<i<10)$



      How can I get correlation coefficients of these vectors?







      normal-distribution correlation






      share|cite|improve this question















      share|cite|improve this question













      share|cite|improve this question




      share|cite|improve this question








      edited Mar 29 at 11:21









      Bernard

      124k741116




      124k741116










      asked Mar 29 at 11:18









      eeqeweeqew

      104




      104




















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