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Bounds for circular error probabilities

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  • Y. S. Sathe
  • S. M. Joshi
  • S. P. Nabar

Abstract

Bounds for P(X 12 + X 22 ⩽ k2σ 12) are given where X1 and X2 are independent normal variables having zero means and variances σ 12, σ 22, respectively. This is generalized when X1 and X2 are dependent variables with known covariance matrix.

Suggested Citation

  • Y. S. Sathe & S. M. Joshi & S. P. Nabar, 1991. "Bounds for circular error probabilities," Naval Research Logistics (NRL), John Wiley & Sons, vol. 38(1), pages 33-40, February.
    • Handle: RePEc:wly:navres:v:38:y:1991:i:1:p:33-40
    DOI: 10.1002/1520-6750(199102)38:13.0.CO;2-P
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    References listed on IDEAS

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    1. Z. Govindarajulu, 1986. "A note on circular error probabilities," Naval Research Logistics Quarterly, John Wiley & Sons, vol. 33(3), pages 423-429, August.
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