Testing of alpha-stable distributions with the characteristic function.

被引:5
作者
Brown, CL [1 ]
Saliu, S [1 ]
机构
[1] Curtin Univ Technol, Australian Telecommun Res Inst, Perth, WA 6845, Australia
来源
PROCEEDINGS OF THE IEEE SIGNAL PROCESSING WORKSHOP ON HIGHER-ORDER STATISTICS | 1999年
关键词
alpha-stable distributions; characteristic function; goodness of fit tests; heart rate variability;
D O I
10.1109/HOST.1999.778730
中图分类号
TP301 [理论、方法];
学科分类号
081202 ;
摘要
We describe a test for the alpha-stable (alpha S) distribution based on the characteristic function (cf) by drawing on a cf based Gaussianity test and the parametric bootstrap procedure. High rejection rates are achieved against most alternative distributions, except the t(2) distribution which is found to be similar to a stable distribution The development of this procedure was motivated by the desire to use the alpha S distribution to model heart rare variability data. Results show potential in this approach and clinical studies are being undertaken.
引用
收藏
页码:224 / 227
页数:2
相关论文
共 9 条
[1]  
Camm AJ, 1996, CIRCULATION, V93, P1043
[2]  
Efron B., 1994, INTRO BOOTSTRAP, V57, DOI DOI 10.1201/9780429246593
[3]   PROGNOSTIC IMPLICATIONS OF COMPLEX VENTRICULAR ECTOPY IN PATIENTS WITH AND WITHOUT STRUCTURAL HEART-DISEASE - A STUDY BASED ON PROGRAMMED ELECTRICAL-STIMULATION [J].
KAUL, U ;
BHARANI, AK ;
MALHOTRA, A ;
GOPINATH, PG ;
TALWAR, KK ;
BHATIA, ML .
INTERNATIONAL JOURNAL OF CARDIOLOGY, 1987, 14 (01) :79-89
[4]   REGRESSION-TYPE ESTIMATION OF THE PARAMETERS OF STABLE LAWS [J].
KOUTROUVELIS, IA .
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1980, 75 (372) :918-928
[5]  
KOUTROUVELIS IA, 1980, BIOMETRIKA, V67, P238
[6]  
Nikias CL., 1995, SIGNAL PROCESSING AL
[7]  
SALIU S, 1999, P 3 INT WORKSH BIOS
[8]   Testing Gaussianity with the characteristic function: The iid case [J].
Zoubir, AM ;
Arnold, MJ .
SIGNAL PROCESSING, 1996, 53 (2-3) :245-255
[9]   The bootstrap and its application in signal processing [J].
Zoubir, AM ;
Boashash, B .
IEEE SIGNAL PROCESSING MAGAZINE, 1998, 15 (01) :56-76