1

What I know:

White noise process is random process whose power spectral density is constant for all frequencies. ( Sure about this) White noise process has mean zero. (Not sure about this)

Gaussian Distribution is bell-shaped. With some mean and variance. A standard Gaussian Distribution has mean 0 and variance 1.

Also there is this White Gaussian Noise. Which has Gaussian in its name. But I am not sure where it actually differs with White Noise.

Any help in clearing these concepts would be appreciated.

EDIT 1: My question is about the distribution of white noise. That has become difficult for me to answer due to confusions I have mentioned above. Please be polite about it.

urvah shabbir
  • 233
  • 3
  • 7
  • The duplicate was the top hit in a Google search for "white noise process." – whuber May 20 '16 at 19:20
  • I have already read that question. It does not my question about distribution of white noise. – urvah shabbir May 20 '16 at 19:32
  • @whuber. My question is NOT what which noise process is. As you might see in bold my question is "Does White noise has a Normal (Gaussian) Distribution? " which has become confusing due to different terminologies like white noise and white Gaussian noise. And yes I have read related content before asking it here at stack exchange. – urvah shabbir May 20 '16 at 19:37
  • @whuber. This is not fair to mark a question DUPLICATE. without even reading it. Please be nice. – urvah shabbir May 20 '16 at 19:38
  • 1
    @user128806 if you read carefully the linked thread, you'll notice that is answers questions you asked. – Tim May 20 '16 at 19:47
  • Correct me if I am wrong. I learnt two things from the question mentioned. White noise has mean zero and random variables of white noise process are uncorrelated. Right? – urvah shabbir May 20 '16 at 19:54
  • Okay I re-read the Wikipedia link. So in general white noise does not a Gaussian distribution rather it has uniform distribution. But if white noise is gaussian white noise (i.e it is discrete and each sample has normal distribution) then we have gaussian distribution. It that right? – urvah shabbir May 20 '16 at 20:01
  • You learned at least one more thing from the duplicate (by omission): a White Noise Process does not necessarily have to have a Gaussian distribution. And that, I believe, completely covers the questions you have asked. – whuber May 20 '16 at 20:02
  • Apologies for the ignorance. Should have read more carefully. – urvah shabbir May 20 '16 at 20:02
  • Should I delete this question? – urvah shabbir May 20 '16 at 20:03
  • @user128806 you do not have to delete the question. You can if you want to but system deals with this kind of stuff by itself. – Tim May 22 '16 at 20:48

0 Answers0