Title

Tests for Randomness, Stationarity, Normality and Comparison of Spectra

Date

1965

Index Abstract

Coming Soon

Photo Quality

Not Needed

Report Number

AFFDL TR 65-74

Creator

Bendat, J. S.

Enochson, L. D.

Piersol, A. G.

Corporate Author

Measurement Analysis Corporation

Laboratory

Air Force Flight Dynamics Laboratory

Extent

54

Identifier

AD0621906

Access Rights

Notice(s)

Distribution Classification

1

Contract

AF 33(615)-1314

DoD Project

4437

DoD Task

443706

DTIC Record Exists

No

Distribution Change Authority Correspondence

None

Abstract

This report contains material for carrying out certain practical tests for randomness, stationarity, and normality of physical data, as well as details on how to test for equivalence of two power spectral density functions. The tests for randomness are qualitative inspections of measured properties from sample records, such as power spectra, probability density, auto-correlation functions, which may be part of a regular data reduction procedure. The tests for stationarity are nonparametric statistical procedures, based upon Run and Trend Distributions, which require simple quantitative calculations for acceptance or rejection. The test for normality is a statistical hypothesis test based upon sample measurements of the amplitude probability density function at seven equispaced amplitude levels from zero to plus and minus three sigma. To test for equivalence of two spectra, a straight-forward procedure is recommended which requires knowledge only of the number of degrees-of-freedom associated with the spectral estimates, and the full bandwidth occupied by the data. A special case of this procedure is to compare an unknown spectrum to a 'white' spectrum.

Report Availability

Full text available

Date Issued

1965-08

Provenance

AFRL/VACA

Type

report

Format

1 online resource