Statistics of a Whiteness Measure

Abstract

A whiteness measure of a random number generator is defined as the sum of squares of all the off-zero elements of the sample covariance function of a finite segment of data of length K. The mean and variance of this whiteness measure are evaluated exactly, while its cumulative and exceedance distribution functions are determined by simulations. It is found that the variance of the whiteness measure must be broken into the two separate cases where K is even versus K is odd. This necessitates the analytic evaluation of some high-order moments in order to determine the variance exactly.... Statistics, Whiteness, Random numbers, Sample covariance, Mean, Variance.

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Document Details

Document Type
Technical Report
Publication Date
Dec 09, 1992
Accession Number
ADA261084

Entities

People

  • Albert H. Nuttall

Organizations

  • Naval Undersea Warfare Center

Tags

Communities of Interest

  • Energy and Power Technologies
  • Weapons Technologies

DTIC Thesaurus Topics

  • Air Force
  • Covariance
  • Data Science
  • Distribution Functions
  • Information Science
  • Military Research
  • Observatories
  • Probability
  • Probability Density Functions
  • Probability Distributions
  • Random Number Generators
  • Random Variables
  • Research Facilities
  • Statistical Analysis
  • Statistics
  • Test And Evaluation
  • Warfare

Fields of Study

  • Mathematics

Readers

  • Computational Modeling and Simulation
  • Statistical inference.