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Statistics is the study of the collection, organization, analysis, and interpretation of data.
3
votes
Accepted
How to compute the statistics of the DFT of correlated noise?
After many weeks I give the answer to my own question.
There is a limit in which we can solve this problem in a reasonably simple way. Suppose we sum enough points in our DFT that the central limit t …
11
votes
Accepted
What is the connection between analog signal to noise ratio and signal to noise ratio in the...
\end{equation}
Our problem is therefore to compute the statistics of this expression. … I do not know how to compute the statistics of $Z(\omega)$ directly, so we take an alternative approach by computing instead the mean square of $Z(\omega)$. …