Correlation Coefficients between Some Nonparametric Statistics Used for Signal Detection 


Vol. 30,  No. 7, pp. 633-641, Jul.  2005


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  Abstract

In this paper, we address the derivation of joint distributions and correlation coefficients for three pairs of statistics used commonly in a number of signal detection schemes. The upper and lower bounds of the correlation coefficients for the three pairs are obtained, and interesting relationships between the correlation coefficients are derived. Explicit values of the correlation coefficients evaluated for some meaningful distributions are given in the form of tables and figures for easy reference. The results in this paper should be useful in comparing various detection statistics.

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  Cite this article

[IEEE Style]

H. Joo, I. Song, J. Bae, "Correlation Coefficients between Some Nonparametric Statistics Used for Signal Detection," The Journal of Korean Institute of Communications and Information Sciences, vol. 30, no. 7, pp. 633-641, 2005. DOI: .

[ACM Style]

Hyun Joo, Iickho Song, and Jinsoo Bae. 2005. Correlation Coefficients between Some Nonparametric Statistics Used for Signal Detection. The Journal of Korean Institute of Communications and Information Sciences, 30, 7, (2005), 633-641. DOI: .

[KICS Style]

Hyun Joo, Iickho Song, Jinsoo Bae, "Correlation Coefficients between Some Nonparametric Statistics Used for Signal Detection," The Journal of Korean Institute of Communications and Information Sciences, vol. 30, no. 7, pp. 633-641, 7. 2005.