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Thread: correlation matrix

  1. #1
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    correlation matrix




    E[exp(i*x1*n -i*n*x1*n)] = integral o to 2i of the exp( ) = 2*pi*exp(i*x1(-m))
    likewise for the x2 *x2 case = 2*pi*exp(i*x2*(-m))

    For the other two parts
    E[exp(i*x1*n+i*u1 - i*x2*(n-m)-i*u2)] = I am lost at what to do here.

    Would I simply integral over u1 and u2 over 2 pi ? It does not seem to be simplify things this way.
    Last edited by stephanie; 03-14-2014 at 01:15 AM.

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    Re: correlation matrix


    The mathematical explanation of a statistical procedure is really just pseudo-code, which we can make operational by translating it into real computer code. --B. Klemens

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