Appendix F: Relationship of the Continuous Power Spectrum and Discrete Variance
E. Jeff Holder · Institution of Engineering and Technology eBooks · 2013
We show the relationship between the continuous noise power spectrum and the sample variance for a discrete process. Inspec keywords: correlation theory; Gaussian noise Other keywords: sample discrete variance; Gaussian process; autocorrelation function; continuous noise power spectrum Subjects: Probability theory, stochastic processes, and statistics; Statistics; Other topics in statistics; Other topics in statistics