Small Sample Asymptotic Distribution for the Sum of Product of Normal Variables with Application to FSK Communication

- Journal title : Korean Journal of Applied Statistics
- Volume 22, Issue 1, 2009, pp.171-179
- Publisher : The Korean Statistical Society
- DOI : 10.5351/KJAS.2009.22.1.171

Title & Authors

Small Sample Asymptotic Distribution for the Sum of Product of Normal Variables with Application to FSK Communication

Na, Jong-Hwa; Kim, Jung-Mi;

Na, Jong-Hwa; Kim, Jung-Mi;

Abstract

In this paper we studied the effective approximations to the distribution of the sum of products of normal variables. Based on the saddlepoint approximations to the quadratic forms, the suggested approximations are very accurate and easy to use. Applications to the FSK (Frequency Shift Keying) communication are also considered.

Keywords

Product of normal variables;saddlepoint approximation;quadratic form;FSK communication;asymptotic distribution;

Language

Korean

References

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