05830263

j

05830263 Withers, Christopher S. Nadarajah, Saralees The distribution of the sample correlation from a complex normal. Signal Process. 91, No. 2, 344-347 (2011). 2011 Elsevier Science, Amsterdam EN Cochran's theorem complex normal sample correlation

doi:10.1016/j.sigpro.2010.07.012

Summary: We obtain the density of the distribution of the sample correlation from a complex normal using a complex version of Cochran's theorem. We give ``small sample'' asymptotic expansions for its distribution.