Date: Wed, 26 APR 2000 22:05:01 -0400
From: Zubin <[EMAIL PROTECTED]>
> Yes, I believe your methodology will work. However, you should sample a
> window of data rather than a single data point when you calculate your
> re-sampling statistics. I am not sure on the window size, though.
1. Based on the 1 sec 1/e decorrelation time , or on another
characteristic time, T, based on thresholding the autocorrelation at
another level, combine the values in the window (t-T/2,t+T/2) to create
a value associated with the random draw that picked sample x(t).
2. Treat this value as if it were a random draw of independent measurements?
If this is what you meant I don't think that defeats the correlation
problem if the draws are performed with replacement. If the draws are
performed without replacement, wouldn't you need to exclude the whole
window of length T? ... I don't think that would yield many values before
you ran out of allowable windows.
To defeat that problem maybe I should just subsample uniformly at, say one
pulse every T seconds to obtain M ~ 20*T samples with N ~ 26/T independent
measurements per sample. Then perform M tests. For T ~ 2 sec (i.e., 2
decorrelation times), I get M ~ 40 tests with ~ 13 measurements per test. I
then get M ~ 40 test probabilities to average.
For the purposes of argument, let's say the procedure in the above
paragraph is acceptable. Then would a resampling based on randomly picking
one measurement from each of the 13 windows be better? That way I would
get ~ 40^13 possible combinations instead of 40.
Is the last paragraph what you were suggesting?
Thanks,
Greg
Gregory E. Heath [EMAIL PROTECTED] The views expressed here are
M.I.T. Lincoln Lab (781) 981-2815 not necessarily shared by
Lexington, MA (781) 981-0908(FAX) M.I.T./LL or its sponsors
02420-9185, USA
> Greg Heath <[EMAIL PROTECTED]> wrote in message
> Pine.SOL.3.91.1000426203238.20192C-100000@miles">news:Pine.SOL.3.91.1000426203238.20192C-100000@miles...
> > Can you help or lead me to the appropriate reference?
> >
> > I have 526 radar measurements evenly sampled over 26.25 sec (i.e., pulse
> > repetition frequency = 20 points per second).
> >
> > mean = 0.0
> > stdv = 1.2
> > t0 = 1 sec (1/e decorrelation time from the autocorrelation
> function)
> >
> > I want to test the null hypothesis that these correlated measurements
> > could have been drawn from a zero-mean Gaussian distribution.
> >
> > However I don't believe I have enough independent measurements.
> >
> > Will bootstrapping help? i.e.,
> >
> > --- SNIP ---
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