The Chi-Squared Process with Applications to Hypothesis Testing and Time Series Analysis,

Abstract

The expected number of upcrossings of a fixed level is calculated by the process S(theta) equal X sub 1 sq + ... + X sub s sq (theta) where (X sub 1 (theta), ..., X sub s (theta)) is a multivariate Gaussian process such that for each value of theta, the random variables X sub 1 (theta), ..., X sub s (theta) are independent with zero means and unit variances.

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Document Details

Document Type
Technical Report
Publication Date
May 01, 1980
Accession Number
ADA084772

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  • Robert B. Davies

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  • University of California, Berkeley

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  • Materials and Manufacturing Processes

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  • California
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  • Analytical Mechanics
  • Statistical inference.