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4- Independent bivariate Gaussian samples {x(0), x(1),...,x(N − 1)} are observed. Each observation is a 2 x 1 vector, which is distributed as x(n) ~ N(0, C) and 1 P c-[i] C = P 1 Find the CRLB for the correlation coefficient p.

4- Independent bivariate Gaussian samples {x(0), x(1),...,x(N − 1)} are observed. Each observation is a 2 x 1 vector, which is distributed as x(n) ~ N(0, C) and 1 P c-[i] C = P 1 Find the CRLB for the correlation coefficient p.

MATLAB: An Introduction with Applications
MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
Publisher:Amos Gilat
Chapter1: Starting With Matlab
Section: Chapter Questions
Problem 1P
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4- Independent bivariate Gaussian samples {x(0), x(1),...,x(N − 1)} are observed. Each observation is a 2 x 1 vector, which is distributed as x(n) ~ N(0, C) and 1 c-[i] C = P 1 Find the CRLB for the correlation coefficient p.
Transcribed Image Text:4- Independent bivariate Gaussian samples {x(0), x(1),...,x(N − 1)} are observed. Each observation is a 2 x 1 vector, which is distributed as x(n) ~ N(0, C) and 1 c-[i] C = P 1 Find the CRLB for the correlation coefficient p.
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