Title :
A rank based approach to testing departure from Gaussianity of stationary signals
Author :
Iskander, D. Robert ; Brown, Christopher L. ; Boashash, Boualem
Author_Institution :
Signal Processing Res. Centre, Queensland Univ. of Technol., Brisbane, Qld., Australia
Abstract :
the We present a nonparametric approach for testing Gaussianity of stationary signals. We consider testing for symmetry around zero of the probability density function of the real part of a bispectrum estimator. For this purpose, the Wilcoxon (1945) signed rank test is applied. Simulation results indicate that the proposed methodology leads to a powerful test that outperforms existing bispectrum based tests
Keywords :
Gaussian processes; nonparametric statistics; probability; signal processing; spectral analysis; Gaussianity testing; Wilcoxon signed rank test; bispectrum based tests; bispectrum estimator; nonparametric approach; probability density function; rank based approach; real part; simulation results; stationary signals; symmetry; zero; Australia; Computational modeling; Discrete Fourier transforms; Frequency estimation; Gaussian processes; Monte Carlo methods; Performance evaluation; Probability density function; Signal processing; Testing;
Conference_Titel :
Information, Communications and Signal Processing, 1997. ICICS., Proceedings of 1997 International Conference on
Print_ISBN :
0-7803-3676-3
DOI :
10.1109/ICICS.1997.652172
