Central limit theorem: Use with caution
@article{Fante2001CentralLT, title={Central limit theorem: Use with caution}, author={Ronald L. Fante}, journal={IEEE Transactions on Aerospace and Electronic Systems}, year={2001}, volume={37}, pages={739-740} }
The validity of the Central Limit Theorem for the sum of N, K distributed random phasors is investigated. It is demonstrated that the number of phasors that must be summed to obtain an amplitude distribution that can be approximated by a Rayleigh depends strongly on the underlying K-distribution, and is of order 200 for Weibull statistics.
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