Correlation of parametric and nonparametric statistics for applications in signal detection

被引:0
|
作者
Lee, J [1 ]
Kwon, H [1 ]
Kim, SY [1 ]
Song, I [1 ]
Park, SR [1 ]
机构
[1] Korea Adv Inst Sci & Technol, Dept Elect Engn & Comp Sci, Taejon 305701, South Korea
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中图分类号
TN [电子技术、通信技术];
学科分类号
0809 ;
摘要
In this paper. we address correlation among coefficients among some representative statistics of independent and identically distributed random signals. The lower and upper bounds on the correlation coefficients are obtained for random signals and their ranks, magnitudes, and magnitude ranks, which in General may or may not be correlated. Examples of specific distributions are given for the bounds, and implications of the correlation coefficients in signal detection applications are indicated.
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页码:161 / 164
页数:4
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