On the Distribution of the Autocorrelation Coefficients of a Series of Normal Deviates.
Abstract
The purpose of this memorandum is to derive the statistical distribution of autocorrelation coefficients of various orders of a long series of supposedly independent normal deviates. The intention is to provide a theory on the basis of which probability statements can be made about series of artificially generated normal deviates to be used, for instance, in computer simulations. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Nov 15, 1966
- Accession Number
- AD0863386
Entities
People
- B. W. Conolly
Organizations
- SACLANT ASW Research Centre