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

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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 …
DanielSank's user avatar
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11 votes
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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 $Z(\omega)$. …
DanielSank's user avatar
  • 1,066