I have been trying to figure this out for two days but I don't seem to be reaching a conclusion
Let me describe what I'm doing...
I have a vector of constants:
I obtain a vector of random values, by adding a vector of AGWN, , to :
Finally, I compute between and :
As you can see, the value of would change each time I generate a new vector of AWGN noise. Therefore I will average over several trials.
What I can't get my head round is how can I decide how many trials are enough?
I have gone on various errands to standard error of the mean, confidence intervals, and Monte Carlo trials, without fruition.
Your input is appreciated!