DID YOU KNOW? DTIC has over 3.5 million final reports on DoD funded research, development, test, and evaluation activities available to our registered users. Click
HERE to register or log in.
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
Report Date:
1965-11-01
Pagination or Media Count:
19.0
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
Distribution Statement:
APPROVED FOR PUBLIC RELEASE