Accession Number : AD0467488

Title :   ON THE USE OF TWO-SAMPLE DECISION PROCEDURE FOR DEPENDENT RANDOM VARIABLES AS A TEST OF STRICT-SENSE STATIONARITY.

Descriptive Note : Technical rept.,

Corporate Author : STANFORD RESEARCH INST MENLO PARK CA

Personal Author(s) : McCarty, R. C. ; Evans, G. W., II.

Report Date : JUN 1965

Pagination or Media Count : 22

Abstract : This is an expository report of some significant results obtained by K. Matusita in the treatment of the classical 'two sample problem' in statistics, when the random variables involved are not necessarily statistically independent. These resuls should be particularly useful in testing the hypothesis of strict-sense stationarity for a sample of radar data obtained from a single sample function over a finite interval in time (O,T). For example, if the interval (O,T) is divided into n equal subintervals, then data samples from pairs of subintervals may be tested to see if they are from the same distribution. The essence of Matusita's results are presented with some extensions and additional details where required in the interest of clarity, and they are applied as a distributionfree test of the hypothesis of strict-sense stationarity for a generalized random process. (Author)

Descriptors :   (*PROBABILITY, STATISTICAL DISTRIBUTIONS), STATISTICAL PROCESSES, MATHEMATICAL MODELS, INEQUALITIES, STATISTICAL FUNCTIONS, THEOREMS.

Distribution Statement : APPROVED FOR PUBLIC RELEASE