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Correlation Coefficients between Some Nonparameric Statistics Used for Signal Detection  

Joo, Hyun (세종대학교 정보통신공학과)
Song, Iick-Ho (한국과학기술원 전자전산학과)
Bae, Jin-Soo (세종대학교 정보통신공학과)
Publication Information
The Journal of Korean Institute of Communications and Information Sciences / v.30, no.7C, 2005 , pp. 633-641 More about this Journal
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.
Keywords
signal detection; test statistics; correlation coefficient; nonparametric statistic; statistical signal processing;
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  • Reference
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