PDF of Fourier Cosine Coefficients
$begingroup$
Let
$$
Y = sum_{k=0}^N a_k cos(kX)
$$
where $a_k$ are real. For $X$ being uniformly distributed on the interval $[0,2pi]$, what is the probability density function of $Y$?
probability fourier-analysis
$endgroup$
add a comment |
$begingroup$
Let
$$
Y = sum_{k=0}^N a_k cos(kX)
$$
where $a_k$ are real. For $X$ being uniformly distributed on the interval $[0,2pi]$, what is the probability density function of $Y$?
probability fourier-analysis
$endgroup$
$begingroup$
Why would anyone downvote this question? Would you mind explaining your thoughts?
$endgroup$
– Sebastian Schlecht
Nov 28 '18 at 8:12
add a comment |
$begingroup$
Let
$$
Y = sum_{k=0}^N a_k cos(kX)
$$
where $a_k$ are real. For $X$ being uniformly distributed on the interval $[0,2pi]$, what is the probability density function of $Y$?
probability fourier-analysis
$endgroup$
Let
$$
Y = sum_{k=0}^N a_k cos(kX)
$$
where $a_k$ are real. For $X$ being uniformly distributed on the interval $[0,2pi]$, what is the probability density function of $Y$?
probability fourier-analysis
probability fourier-analysis
edited Nov 27 '18 at 6:23
Sebastian Schlecht
asked Nov 26 '18 at 8:51
Sebastian SchlechtSebastian Schlecht
23018
23018
$begingroup$
Why would anyone downvote this question? Would you mind explaining your thoughts?
$endgroup$
– Sebastian Schlecht
Nov 28 '18 at 8:12
add a comment |
$begingroup$
Why would anyone downvote this question? Would you mind explaining your thoughts?
$endgroup$
– Sebastian Schlecht
Nov 28 '18 at 8:12
$begingroup$
Why would anyone downvote this question? Would you mind explaining your thoughts?
$endgroup$
– Sebastian Schlecht
Nov 28 '18 at 8:12
$begingroup$
Why would anyone downvote this question? Would you mind explaining your thoughts?
$endgroup$
– Sebastian Schlecht
Nov 28 '18 at 8:12
add a comment |
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$begingroup$
Why would anyone downvote this question? Would you mind explaining your thoughts?
$endgroup$
– Sebastian Schlecht
Nov 28 '18 at 8:12