Supposenbspnbspis a circular gaussian random variable whose, Ask an Expert

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Suppose is a circular Gaussian random variable whose PDF is described by Equation,

(a) Find the PDF of the magnitude, for the special case when

(b) Find the PDF of the magnitude for the general case when

(c) For the case when show that the PDF of the phase angle is well approximated by a Gaussian PDF. What is the variance of the Gaussian PDF that approximates the PDF of the phase angle.

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Category:- Statistics and Probability
Reference No.:- M91971410

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