复随机变量的概率密度函数(PDF)及其积累分布函数(CDF)是复值信号检测中计算虚警概率(PFA)和检测概率(PD)的基础.本文分析了复统计分布与实统计分布之间的关系,推导了复F分布和复贝塔分布(中心或者非中心)的PDF和CDF,推导了中心复t分布的PDF,并且给出了部分应用实例.
The probability density functions(PDF's)and cumulative distribution functions(CDF's) of complex random variables RVA's)are basis for calculating the probabilities of false alarm(PFA's)and probabilities of detection(PD's)in complex-valued signal detection theory.In this paper,some relationship between the complex statistical distributions and the real ones is investigated. The PDF's and CDF's of the complex F and complex Beta distributions,both central and noncentral,and the PDF of the central complex t distribution are derived.