Re: [Numpy-discussion] def of var of complex

2008-01-21 Thread Robert Kern
Neal Becker wrote: > Neal Becker wrote: > >> I noticed that if I generate complex rv i.i.d. with var=1, that numpy >> says: >> >> var () -> (close to 1.0) >> var () -> (close to 1.0) >> >> but >> >> var (complex array) -> (close to complex 0) >> >> Is that not a strange definition? > > I don't th

Re: [Numpy-discussion] def of var of complex

2008-01-21 Thread Neal Becker
Neal Becker wrote: > I noticed that if I generate complex rv i.i.d. with var=1, that numpy > says: > > var () -> (close to 1.0) > var () -> (close to 1.0) > > but > > var (complex array) -> (close to complex 0) > > Is that not a strange definition? I don't think there is any ambiguity about t

Re: [Numpy-discussion] def of var of complex

2008-01-09 Thread David Cournapeau
Robert Kern wrote: > Travis E. Oliphant wrote: > >> Robert Kern wrote: >> >>> Neal Becker wrote: >>> >>> I noticed that if I generate complex rv i.i.d. with var=1, that numpy says: var () -> (close to 1.0) var () -> (close to 1.0) but var (c

Re: [Numpy-discussion] def of var of complex

2008-01-08 Thread Robert Kern
Travis E. Oliphant wrote: > Robert Kern wrote: >> Neal Becker wrote: >> >>> I noticed that if I generate complex rv i.i.d. with var=1, that numpy says: >>> >>> var () -> (close to 1.0) >>> var () -> (close to 1.0) >>> >>> but >>> >>> var (complex array) -> (close to complex 0) >>> >>> Is that no

Re: [Numpy-discussion] def of var of complex

2008-01-08 Thread Robert Kern
Charles R Harris wrote: > > > On Jan 8, 2008 7:48 PM, Robert Kern <[EMAIL PROTECTED] > > wrote: > > Charles R Harris wrote: > > > Suppose you have a set of z_i and want to choose z to minimize the > > average square error $ \sum_i |z_i - z|^2 $. The solu

Re: [Numpy-discussion] def of var of complex

2008-01-08 Thread Travis E. Oliphant
Robert Kern wrote: > Neal Becker wrote: > >> I noticed that if I generate complex rv i.i.d. with var=1, that numpy says: >> >> var () -> (close to 1.0) >> var () -> (close to 1.0) >> >> but >> >> var (complex array) -> (close to complex 0) >> >> Is that not a strange definition? >> > > > >

Re: [Numpy-discussion] def of var of complex

2008-01-08 Thread Charles R Harris
On Jan 8, 2008 7:48 PM, Robert Kern <[EMAIL PROTECTED]> wrote: > Charles R Harris wrote: > > > Suppose you have a set of z_i and want to choose z to minimize the > > average square error $ \sum_i |z_i - z|^2 $. The solution is that > > $z=\mean{z_i}$ and the resulting average error is given by 2).

Re: [Numpy-discussion] def of var of complex

2008-01-08 Thread Robert Kern
Neal Becker wrote: > 2 is what I expected. Suppose I have a complex signal x, with additive > Gaussian noise (i.i.d, real and imag are independent). > y = x + n Not only do the real and imag marginal distributions have to be independent, but also of the same scale, i.e. Re(n) ~ Gaussian(0, si

Re: [Numpy-discussion] def of var of complex

2008-01-08 Thread Robert Kern
Charles R Harris wrote: > Suppose you have a set of z_i and want to choose z to minimize the > average square error $ \sum_i |z_i - z|^2 $. The solution is that > $z=\mean{z_i}$ and the resulting average error is given by 2). Note that > I didn't mention Gaussians anywhere. No distribution is n

Re: [Numpy-discussion] def of var of complex

2008-01-08 Thread Charles R Harris
On Jan 8, 2008 6:54 PM, Robert Kern <[EMAIL PROTECTED]> wrote: > Neal Becker wrote: > > I noticed that if I generate complex rv i.i.d. with var=1, that numpy > says: > > > > var () -> (close to 1.0) > > var () -> (close to 1.0) > > > > but > > > > var (complex array) -> (close to complex 0) > > >

Re: [Numpy-discussion] def of var of complex

2008-01-08 Thread Neal Becker
Robert Kern wrote: > Neal Becker wrote: >> I noticed that if I generate complex rv i.i.d. with var=1, that numpy >> says: >> >> var () -> (close to 1.0) >> var () -> (close to 1.0) >> >> but >> >> var (complex array) -> (close to complex 0) >> >> Is that not a strange definition? > > There is

Re: [Numpy-discussion] def of var of complex

2008-01-08 Thread Robert Kern
Neal Becker wrote: > I noticed that if I generate complex rv i.i.d. with var=1, that numpy says: > > var () -> (close to 1.0) > var () -> (close to 1.0) > > but > > var (complex array) -> (close to complex 0) > > Is that not a strange definition? There is some discussion on this in the tracker

[Numpy-discussion] def of var of complex

2008-01-08 Thread Neal Becker
I noticed that if I generate complex rv i.i.d. with var=1, that numpy says: var () -> (close to 1.0) var () -> (close to 1.0) but var (complex array) -> (close to complex 0) Is that not a strange definition? ___ Numpy-discussion mailing list Numpy-di