thanks a lot. I am interested in the more complex case where the interest is about a specific frequency being significant, not "at least one frequency being significantly different from the backgrond white noise".
I have discussed this issue with very knowledgable people in the field who could not help me either. I would be interested in any references as well. On Friday 16 September 2005 10:36, you wrote: > Sebastian Leuzinger wrote: > > the null hypothesis would be: one particular frequency peak is not > > significantly different from the background noise. > > So you want to know, e.g., whether there is something going on at 1000 > Hz? This is difficult: If you are considering the periodogram to be a > density, then you do not know the distribution of the value of a single > frequency, because it depends on the stuff going on at other frequencies. > > Second point is (and already asked): "Kind of [background] noise"? > > The only really easy test is for the Null "signal is white noise", hence > H1 is "at least one non-white-noisy frequency". > > [If somebody knows a really good book or papers that cover other cases > than the trivial one mentioned above, I am very interested to hear about > them, BTW.] > > If you have another kind of noise (such as blue or pink noise), things > become even worse. > > Uwe Ligges > > > On Friday 16 September 2005 09:28, you wrote: > >>Sebastian Leuzinger wrote: > >>>Hello, has anybody got a simple recepie to test the significance level > >>> of the peaks after using spectrum() ? > >> > >>What is you null hypothesis? > >> > >>- Kind of noise? > >>- One particular frequency is noisy or all noisy? > >>- ... > >> > >>Uwe Ligges > >> > >>>(R-version 2.0.1, linux SuSE9.3) -- ------------------------------------------------ Sebastian Leuzinger Institute of Botany, University of Basel Schönbeinstr. 6 CH-4056 Basel ph 0041 (0) 61 2673511 fax 0041 (0) 61 2673504 email [EMAIL PROTECTED] web http://pages.unibas.ch/botschoen/leuzinger ______________________________________________ [email protected] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
