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Bounds for circular error probabilities
Author(s) -
Sathe Y. S.,
Joshi S. M.,
Nabar S. P.
Publication year - 1991
Publication title -
naval research logistics (nrl)
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.665
H-Index - 68
eISSN - 1520-6750
pISSN - 0894-069X
DOI - 10.1002/1520-6750(199102)38:1<33::aid-nav3220380105>3.0.co;2-p
Subject(s) - mathematics , zero (linguistics) , covariance matrix , statistics , covariance , combinatorics , random variable , matrix (chemical analysis) , philosophy , linguistics , materials science , composite material
Bounds for P (X 1 2+ X 2 2⩽ k 2 σ 1 2 ) are given where X 1 and X 2 are independent normal variables having zero means and variances σ 1 2 , σ 2 2 , respectively. This is generalized when X 1 and X 2 are dependent variables with known covariance matrix.