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.,
1. Randomly draw, with replacement, 526 measurements.
2. Sort and form the cumulative probability distribution function.
3. Determine the maximum absolute deviation, D, from the theoretical CDF.
4. Obtain the Kolmogorov-Smirnov Probability.
5. Repeat steps 1-4 many times.
6. Obtain the average and standard error of the probabilities.
TIA,
P.S. What penalty is paid because I have to use the stdv estimate (I know
the theoretical mean is 0).
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
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