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A note on circular error probabilities

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  • Z. Govindarajulu

Abstract

An approximation for P(X2 + Y2 ≤ K2σ21) based on an unpublished result of Kleinecke is derived, where X and Y are independent normal variables having zero means and variances σ21 and σ22 and σ1 ≥ σ2. Also, we provide asymptotic expressions for the probabilities for large values of β = K2(1 ‐ c2)/4c2 where c = σ2/σ1. These are illustrated by comparing with values tabulated by Harter [6]. Solution of K for specified P and c is also considered. The main point of this note is that simple and easily calculable approximations for P and K can be developed and there is no need for numerical evaluation of integrals.

Suggested Citation

  • Z. Govindarajulu, 1986. "A note on circular error probabilities," Naval Research Logistics Quarterly, John Wiley & Sons, vol. 33(3), pages 423-429, August.
  • Handle: RePEc:wly:navlog:v:33:y:1986:i:3:p:423-429
    DOI: 10.1002/nav.3800330308
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    Cited by:

    1. 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.

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