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Accession Number:
AD0475473
Title:
REPRESENTATION AND ANALYSIS OF SIGNALS PART XX. THE SIGN TEST ON AUTOREGRESSIVE DATA.
Corporate Author:
JOHNS HOPKINS UNIV BALTIMORE MD DEPT OF ELECTRICAL ENGINEERING AND COMPUTER S CIENCE
Report Date:
1965-11-01
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
Descriptive Note:
Technical rept.,
Supplementary Note:
Unlimited version is available as AD-625 272. See also Part 19, AD-619 439.
Pages:
0019
Contract Number:
Nonr-4010(13)
Contract Number 2:
Nonr-4010(09)
File Size:
0.00MB
