Accession Number : ADA261084
Title : Statistics of a Whiteness Measure
Descriptive Note : Progress rept.
Corporate Author : NAVAL UNDERSEA WARFARE CENTER NEWPORT DIV NEW LONDON CT NEW LONDON DETACHMENT
Personal Author(s) : Nuttall, Albert H
Report Date : 09 Dec 1992
Pagination or Media Count : 52
Abstract : A whiteness measure of a random number generator is defined as the sum of squares of all the off-zero elements of the sample covariance function of a finite segment of data of length K. The mean and variance of this whiteness measure are evaluated exactly, while its cumulative and exceedance distribution functions are determined by simulations. It is found that the variance of the whiteness measure must be broken into the two separate cases where K is even versus K is odd. This necessitates the analytic evaluation of some high-order moments in order to determine the variance exactly.... Statistics, Whiteness, Random numbers, Sample covariance, Mean, Variance.
Descriptors : *RANDOM NUMBER GENERATORS , SIMULATION , STATISTICS , MOMENTS , LENGTH , COVARIANCE , MEAN , DISTRIBUTION FUNCTIONS
Subject Categories : Statistics and Probability
Distribution Statement : APPROVED FOR PUBLIC RELEASE