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:

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

Descriptors:

• *INFORMATION THEORY
• NAVAL RESEARCH
• LIMITERS
• FREQUENCY MODULATION
• MONTE CARLO METHOD
• STATISTICAL ANALYSIS
• STATISTICAL DISTRIBUTIONS

Subject Categories:

• Cybernetics

Distribution Statement:

APPROVED FOR PUBLIC RELEASE