Lysario – by Panagiotis Chatzichrisafis

"ούτω γάρ ειδέναι το σύνθετον υπολαμβάνομεν, όταν ειδώμεν εκ τίνων και πόσων εστίν …"

Archive for Dezember, 2010

In [1, p. 60 exercise 3.4] we are asked to prove that the estimate
\hat{\mu}_x = \frac{1}{N}\sum\limits^{N-1}_{n=0}x[n] (1)

is an unbiased estimator, given \left\{x[0],x[1],...,x[N]\right\} are independent and identically distributed according to a N(\mu_x,\sigma^{2}_x) distribution. Furthermore we are asked to also find the variance of the estimator. read the conclusion >
In [1, p. 60 exercise 3.3] we are asked to prove that the complex multivariate Gaussian PDF reduces to the complex univariate Gaussian PDF if N=1. read the conclusion >

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