TESTS OF SIGNIFICANCE IN HARMONIC ANALYSIS

成果类型:
Article
署名作者:
HARTLEY, HO
刊物名称:
BIOMETRIKA
ISSN/ISSBN:
0006-3444
DOI:
10.2307/2332541
发表日期:
1949
页码:
194201
关键词:
摘要:
A test of significance based on the maximum harmonic intensity is given under the usual null hypothesis that the observations are independent normal deviates with common variance. The power of the test is then investigated against alternative hypotheses that the series is composed of (i) a systematic harmonic series with random remainders and (ii) a general systematic component with random remainders. For the first case, the chance of being misled by a significant result of the test is computed and shown to be smaller than the significance level of the test. An example is given.