Correlation Coefficients between Parametric and onparametric Test Statistics for Signal Detection Problems 


Vol. 30,  No. 6, pp. 541-550, Jun.  2005


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  Abstract

In this paper, we address the derivation of joint distributions and correlation coefficients for four pairs of statistics used commonly in a number of signal detection schemes. The upper and lower bounds of the correlation coefficients are obtained, and interesting relationships between the correlation coefficients are derived. Explicit values of the correlation coefficients 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]

S. R. Park, H. Kwon, J. Bae, S. W. Choi, J. Lee, I. Song, "Correlation Coefficients between Parametric and onparametric Test Statistics for Signal Detection Problems," The Journal of Korean Institute of Communications and Information Sciences, vol. 30, no. 6, pp. 541-550, 2005. DOI: .

[ACM Style]

So Ryoung Park, Hyoungmoon Kwon, Jinsoo Bae, Sang Won Choi, Jumi Lee, and Iickho Song. 2005. Correlation Coefficients between Parametric and onparametric Test Statistics for Signal Detection Problems. The Journal of Korean Institute of Communications and Information Sciences, 30, 6, (2005), 541-550. DOI: .

[KICS Style]

So Ryoung Park, Hyoungmoon Kwon, Jinsoo Bae, Sang Won Choi, Jumi Lee, Iickho Song, "Correlation Coefficients between Parametric and onparametric Test Statistics for Signal Detection Problems," The Journal of Korean Institute of Communications and Information Sciences, vol. 30, no. 6, pp. 541-550, 6. 2005.