On the Convergence of the Chi Square and Noncentral Chi Square Distributions to the Normal Distribution
| Autor: | Colin C. Murphy, Donagh Horgan |
|---|---|
| Rok vydání: | 2013 |
| Předmět: |
Spectrum sensing
Noncentral chi distribution Chi distribution Cognitive radio Energy detection Statistics Mathematical analysis Upper and lower bounds Noncentral F-distribution Computer Science Applications Normal distribution Convergence of random variables Closed-form solutions Modeling and Simulation Illustration of the central limit theorem Random variables Electrical and Electronic Engineering Upper bound Probability Central limit theorem Mathematics |
| Zdroj: | IEEE Communications Letters. 17:2233-2236 |
| ISSN: | 1089-7798 |
| DOI: | 10.1109/lcomm.2013.111113.131879 |
| Popis: | A simple and novel asymptotic bound for the maximum error resulting from the use of the central limit theorem to approximate the distribution of chi square and noncentral chi square random variables is derived. The bound enables the quick calculation of the number of degrees of freedom required to ensure a given approximation error, and is significantly tighter than bounds derived using the Berry-Esseen theorem. An application to widely-used approximations for the decision probabilities of energy detectors is also provided. |
| Databáze: | OpenAIRE |
| Externí odkaz: |
|