hi
I am working on Power spectrum estimation. My focus is the non-parametric method i.e. Welch Periodogram method. I want to find the closed from expressions i.e. PDF and CDF for Welch method but i couldn't find a way out. I know the mean and variance of this method. Can i find PDF from mean and variance? Or any other way to proceed?
I am working on Power spectrum estimation. My focus is the non-parametric method i.e. Welch Periodogram method. I want to find the closed from expressions i.e. PDF and CDF for Welch method but i couldn't find a way out. I know the mean and variance of this method. Can i find PDF from mean and variance? Or any other way to proceed?