How to Estimate the Variance of a PDF?

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Iain Explains Signals, Systems, and Digital Comms

Жыл бұрын

Explains how to estimate the Variance of a random variable's probability density function (PDF). Points out that the estimate is actually a random variable, and shows how to calculate its mean and variance.
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Пікірлер: 6

@mq6605 Жыл бұрын

👏 Thank you clear and concise.

@iain_explains Жыл бұрын

Glad it was helpful!

@amitbora6336 Жыл бұрын

Hi professor, may I suggest a topic that I feel would be very beneficial? I have seen a video earlier about 'statistically modelling of MIMO channels', which had an introduction to spatially correlated MIMO channels. However, there is no detailed video on this topic and I feel is very important for anyone studying wireless communications. Since you already have a great understanding of this topic and you have quite a bit of papers on this topic, I suggest making an interactive video or even a series on this topic would be really helpful. Since there are different models for modelling spatial correlation involving different matrix decompositions such as eigenvalue decomposition or Cholesky decomposition, a video or a series on this topic will be helpful from a mathematics point of view as well. Thank you once again for all your teaching efforts!

@iain_explains Жыл бұрын

Thanks for the suggestion. I've put it on my "to do" list.

@deseanmason4868 Жыл бұрын

Great explanation as always; Can you post me a link to the proof of the variance of the estimator?

@jasminnadic2103 Жыл бұрын

Thanks, on the lower middle, there is the unbiased est. S_tilde^2. That means we can get true value from our observations? If we have just n= 2, we can really get the unbiased value? Thanks.