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
$begingroup$
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?
normal-distribution correlation
$endgroup$
add a comment |
$begingroup$
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?
normal-distribution correlation
$endgroup$
add a comment |
$begingroup$
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?
normal-distribution correlation
$endgroup$
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
normal-distribution correlation
edited Mar 29 at 11:21
Bernard
124k741116
124k741116
asked Mar 29 at 11:18
eeqeweeqew
104
104
add a comment |
add a comment |
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