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From: Neal D. Becker (nbecker_at_[hidden])
Date: 2003-04-07 10:58:34

You asked about the definition of stats for complex data. According to

The variance of a complex r.v. z is defined by

E(|z - E(z)|^2)

simple manipulation gives

E[|z|^2] - |E[z]|^2

This is how it is computed in the Stats class.

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