Testing of alpha-stable distributions with the characteristic function

Author

Brown, Christopher L. ; Saliu, Sokol

Author_Institution

Australian Telecommun. Res., Curtin Univ. of Technol., Perth, WA, Australia

fYear

1999

fDate

1999

Firstpage

224

Lastpage

227

Abstract

We describe a test for the alpha-stable (αS) 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 αS distribution to model heart rate variability data. Results show potential in this approach and clinical studies are being undertaken

Keywords

cardiology; higher order statistics; medical signal processing; probability; αS distribution; Gaussianity test; alpha-stable distributions; characteristic function; heart rate variability data; high rejection rates; higher order statistics; parametric bootstrap procedure; stable distribution; t₂ distribution; Acoustic noise; Australia; Distributed computing; Engineering drawings; Gaussian distribution; Heart rate variability; Low-frequency noise; Signal processing; Telecommunication computing; Testing;

fLanguage

English

Publisher

ieee

Conference_Titel

Higher-Order Statistics, 1999. Proceedings of the IEEE Signal Processing Workshop on

Conference_Location

Caesarea

Print_ISBN

0-7695-0140-0

Type

conf

DOI

10.1109/HOST.1999.778730

Filename

778730