Accession Number : AD0475473


Title :   REPRESENTATION AND ANALYSIS OF SIGNALS PART XX. THE SIGN TEST ON AUTOREGRESSIVE DATA.


Descriptive Note : Technical rept.,


Corporate Author : JOHNS HOPKINS UNIV BALTIMORE MD DEPT OF ELECTRICAL ENGINEERING AND COMPUTER S CIENCE


Personal Author(s) : Wolff, S S ; Gastwirth, J L ; Rubin, H


Report Date : Nov 1965


Pagination or Media Count : 19


Abstract : Formulas for the mean and variance of the sign test statistic are derived and examples given for X sub t being Gaussian and double-exponential. The Blum-Rosenblatt Central Limit Theorem for strong mixing processes is used to prove asymptotic normality of the sign test statistic in these two cases. Anomalous results of a Monte Carlo experiment are reported. (Author)


Descriptors :   *INFORMATION THEORY , NAVAL RESEARCH , LIMITERS , FREQUENCY MODULATION , MONTE CARLO METHOD , STATISTICAL ANALYSIS , STATISTICAL DISTRIBUTIONS


Subject Categories : Cybernetics


Distribution Statement : APPROVED FOR PUBLIC RELEASE