In article <Pine.SOL.3.91.1000428033622.20399C-100000@miles>,
Greg Heath <[EMAIL PROTECTED]> wrote:
>Date: Fri, 28 APR 2000 00:00:45 GMT
>From: [EMAIL PROTECTED]
...................
>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.
Bootstrapping is totally inappropriate. However, there
are other simpler simulation methods of obtaining the
significance level, using any test statistic you wish to
use, assuming you are willing to use the particular value
of the correlation coefficient and you are using a
scale-invariant test. The variance will not affect your
test in this problem. BTW, this method is the one used
for obtaining significance levels for the
Kolmogorov-Smirnov test when parameters are estimated.
Construct samples according to the null hypothesis. The
samples should be independent; the dependence within each
sample should follow the model. Then use the empirical
distribution to determine the significance of your data set.
--
This address is for information only. I do not claim that these views
are those of the Statistics Department or of Purdue University.
Herman Rubin, Dept. of Statistics, Purdue Univ., West Lafayette IN47907-1399
[EMAIL PROTECTED] Phone: (765)494-6054 FAX: (765)494-0558
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