Variance and complex numbers

[Wild Life]

Hello everybody, I made a project for a VHDL variance calulator:

E(x^2) -(E(x))^2

thats ok for real numbers, but if I have a complex number, what have I to do?

I can easily have two Variances, one for Real part and one for Imaginary part:

E(Re(C)^2) -(E(Re(C)))^2
E(Im(C)^2) -(E(Im(C)))^2

Is it the correct way? or should I have only one result for one complex number? And how to calculate it?

 

[albbg]

The variance of a complex number "x" is defined as:

var = E{|x - E{x}|^2}

if x = a + j*b then E{x} = E{a} + j*E{b}