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 (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

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 (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

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 (real part) - (close to 1.0) var (imag part) - (close to 1.0) but var (complex array) - (close to

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 (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? There is some discussion on this in the

[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 (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? ___ Numpy-discussion

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 (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? There is some

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

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,

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). Note

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 (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? 2. Take a

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] mailto:[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

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 (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