# Questions tagged [statistics]

Statistics is the study of the collection, organization, analysis, and interpretation of data.

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### Cepstrum of white gaussian noise

What are the statistics of the cepstrum of gaussian white noise? \begin{align}\newcommand{\Nfft}{ {N_{\mathrm{FFT}} }}\DeclareMathOperator{\FFT}{FFT}\DeclareMathOperator{\IFFT}{IFFT} x_i &\sim \...
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### What does Allan variance really means? [duplicate]

Let a sensor (e.g. accelerometer) with a combination of white gaussian noise and random walk noise. The loglog plot that is usually shown as function of a time parameter, affine decreasing for a ...
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### How would I fit a distribution to this image noise?

I have collected some noise data from a dimly lit CMOS image sensor. The distribution of pixel values is tallied below:- I'd like to be able to simulate this sensor noise. How would I fit a ...
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### What is the difference between Statistical Signal Processing and Estimation and Detection?

Looking at the syllabus of Statistical Signal Processing in different university I see a lot of correlation with that of Estimation and Detection? In some universities, these are seen the same. For ...
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### Kalman Filter - Gaussian representation

I'm trying to understand well the kalman filter, as a result i'm having this question : Why do we represent noise with a Gaussian ? what does this really mean intuitively ?
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### Wiener filter yielding negative MSE (and MMSE)

I implement a Wiener filter using the following code ...
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### Optimize online weighted kurtosis algorithm

I am currently working on a Simulink block designed to perform an online computation of the weighted kurtosis typical of a certain signal. This block is part of a larger control algorithm, which will ...
418 views

### How do I interpret these autocorrelograms?

Hello signal processing wizards. I am young and feeble, and would like some help interpreting my spike-train autocorrelograms of six isolated neurons. These histograms were created using the code ...
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### What is the mean power of a complex random variable?

Say $\alpha$ is a complex random variable, then which one of the following expressions is correct? $\mathbb{E}[\alpha^2]$ or $\mathbb{E}[\alpha \alpha^*]$?
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### Constant amplitude, uniform phase - what's the distribution of the complex signal then?

The well-known relationships for zero-mean circularly-symmetric complex Gaussian $z = a + jb = |z| \exp(j\varphi)$ signals are the amplitudes $|z| = \sqrt{a^2 + b^2}$ are Rayleigh-distributed the ...
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### How to get info (mean,std) out of normplot in matlab?

Lets say we have the following data and then we have a normplot: load census; h=normplot(cdate); [mean std]=normfit(cdate); I know i can get the mean(1890) and ...
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### Spatial diversity: symbol error probability, upper bound

I am trying to understand the calculation upper bound that is given in book. Edit 1: I added 3,44 Can someone explain to me how to come from (5.5) to (5.7) ?
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### Lower Bound of Divergence

I want to prove that a lower bound of the Divergence between two probability distributions $p$ and $q$ defined on the set $\mathcal{U}$ can be expressed by defining a subset \$\mathcal{S}\subset\...