THE STATISTICAL DISTRIBUTION OF SUMS OF MIXED PAIRS OF PRODUCTS OF PARTLY-CORRELATED GAUSSIAN VARIATES OF ANY VARIANCE.
Abstract
A general formula is derived for the resultant probability density function when the products of bivariate Gaussian waves of arbitrary variance and covariance are summed. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Sep 01, 1967
- Accession Number
- AD0663587
Entities
People
- G. F. Clarke
Organizations
- Royal Aircraft Establishment