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Russian Physics Journal

, Volume 41, Issue 4, pp 299–303 | Cite as

Validating a hypothesis of the form of a correlation function of a stationary random process

  • F. F. Idrisov
Mathematical Processing Of Experimental Data
  • 21 Downloads

Abstract

The problem of validating a statistical hypothesis stating that the correlation function of a stationary Gaussian random process possesses a specified form is considered for the case in which measurements of the process are performed at arbitrary moments of time.

Keywords

Correlation Function Decision Rule Mathematical Expectation Statistical Hypothesis Normal Random Variable 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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References

  1. 1.
    T. Andersen, Introduction to Multidimensional Statistical Analysis [Russian translation], Fizmatgiz, Moscow (1963).Google Scholar
  2. 2.
    B. V. Gnedenko, Course in General Probability [in Russian], Nauka, Moscow (1988).Google Scholar

Copyright information

© Plenum Publishing Corporation 1998

Authors and Affiliations

  • F. F. Idrisov

There are no affiliations available

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