Moments of the Truncated Complex Gaussian Distribution
Ryan J. Pirkl
We present arbitrary moments of the univariate and bivariate truncated complex Gaussian distribution. Using these moment expressions, we investigate the convergence of a particular infinite series of moments encountered in recent statistical analyses of scattering parameters measured in reverberation chambers. We find that the infinite series converges for particular parameterizations of the truncated distribution and may be expressed in closed form for the univariate case.
Moments of the Truncated Complex Gaussian Distribution, Technical Note (NIST TN), National Institute of Standards and Technology, Gaithersburg, MD, [online], https://tsapps.nist.gov/publication/get_pdf.cfm?pub_id=909493
(Accessed December 10, 2023)