Exact(16)
Firstly, a normal distribution has the highest entropy for a given variance.
For any given variance, the additive Gaussian noise model results in the least favorable Cramér-Rao bound for parameter estimation.
Each channel tap is a zero mean complex random variable with a given variance which is determined from the power-delay profile of the channel.
Figure 11 a shows the threshold computed using the Bayesian robust methodology for a given variance of p[n] and for different outage probabilities θ.
This models a variation, both in the real and imaginary parts of the weights, that is random with given variance, but proportional to the original value.
Furthermore, for a noise term with given variance we get a further capacity reduction by taking the worst case noise distribution, namely, a Gaussian distribution.
Similar(44)
It also gives variance of predicted data.
The following relation gives variance of the production lead time: Var T 5 ik = Var w ik + Var T 6 ik.
Suppose we can give variance permissions for each source, that is, the -sensor is only allowed an unbiased estimator with variance not more than, or more generally, an estimator with mean squared risk not more than this number.
If only the second output signal is used for estimation the result is that Δ > 0 gives estimates with poor statistical properties (variance of order O(1/√N)), while Δ < 0 will automatically constrains the roots to be real and double and hence this case gives variance of order O (1/N).
"It would be one thing if it required us giving variances".
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