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Univariate PDFs
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Contents
Appendix
Subsections
Univariate PDFs
Gaussian
Chi-Square
Chi
Multivariate PDFs
Gaussian
Multivariate Gaussian in Frequency Domain
Parameter Estimation
Non-Gaussian
Least Squares
Proof of the PDF Projection Theorem
Maximum Likelihood Parameter Estimation and the CR bound
Saddlepoint Approximation for Linear Function of Real Positive Data
The Saddlepoint.
Arbitrary Scaling
MATLAB implementation
Computing the PDF of Linear Function of Uniformly-Distributed Data
Saddlepoint Approximation for Linear Function of Uniformly-Distributed Data
ML approach
Numerical validation