Abstract
Usually, it is very difficult to determine the exact distribution for a test statistic. In this paper, asymptotic distributions of locally most powerful invariant test for independence of complex Gaussian vectors are developed. In particular, its cumulative distribution function (CDF) under the null hypothesis is approximated by a function of chi-squared CDFs. Moreover, the CDF corresponding to the non-null distribution is expressed in terms of non-central chi-squared CDFs for close hypothesis, and Gaussian CDF as well as its derivatives for far hypothesis. The results turn out to be very accurate in terms of fitting their empirical counterparts. Closed-form expression for the detection threshold is also provided. Numerical results are presented to validate our theoretical findings.
Sign-in/Register to access full text options 
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
