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Appendix F: Relationship of the Continuous Power Spectrum and Discrete Variance

Appendix F: Relationship of the Continuous Power Spectrum and Discrete Variance

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Author(s): E. Jeff Holder
Publication date December 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

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