Neal Becker wrote: > I noticed that if I generate complex rv i.i.d. with var=1, that numpy > says: > > var (<real part>) -> (close to 1.0) > var (<imag part>) -> (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 the definition of the variance of complex. Var(x) = E{(x-E[x])^2} = E{x}^2 - E{x} An estimator for this: E[x^n] \approx (1/M)\sum(x^n) _______________________________________________ Numpy-discussion mailing list Numpy-discussion@scipy.org http://projects.scipy.org/mailman/listinfo/numpy-discussion