Date: Fri, 28 APR 2000 00:00:45 GMT
From: [EMAIL PROTECTED]
> > 1. Randomly draw, with replacement, 526 measurements.
>
> You are only justfied in resampling in this way if you know that all
> your observations are iid. I didn't quite follow your problem but it
> sounds that the iid assumption is not justified. If your obs were iid
> then there would probably be much easier ways of testing your
> hypothesis than bootstrap.
>
> Could you please explain you problem again...How many obserations of
> the time series (1...T) do you have (i.e. what is T?) How many
> variables are in each observation of the time series(20?)? What are you
> testing about this time series?
One variable, 20 measurements per second, 26.25 seconds (526 measurements).
The 1/e decorrelation time estimated from the autocorrelation function is
~ 1 second. Therefore, I will get independent measurements approximately
every T0 seconds (probably ~2 <= T0 <= ~ 4 sec)
Could these correlated measurements have come from a Gaussian distribution?
Please see my responses to the other replies.
Greg
Hope this helps.
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
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