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Re: CHISQR_CVF question. [message #67649 is a reply to message #67645] Wed, 19 August 2009 12:29 Go to previous messageGo to previous message
pgrigis is currently offline  pgrigis
Messages: 436
Registered: September 2007
Senior Member
Hi Bob,

I guess I am a bit confused as to what you are doing.

Is that it? (I hope I am not making too much a fool of myself :) )

- start with a uniform distribution x

- fourier transform: y= FFT(x)

- study histogram of real(y), imaginary(y) and abs(y),
compare with known distributions (gaussian, chisquare)?

If that is it, maybe you are having a histogram binsize problem?

That's what happens to me very often - I forget to account for
histogram bin widths.

Ciao,
Paolo


On Aug 19, 12:12 pm, "R.G. Stockwell" <noemai...@please.com> wrote:
> I'm just writing up a simple routine to calculate
> significance levels for an FFT of  a white spectrum.
> I actually find the distribution of the spectrum, normalize
> it with respect to N number of points and variation so I
> always get the same distribution, and I am comparing it
> to the CHISQR_CVF function (with 2 degrees of freedom, for a
> power spectrum).
>
> I am off by a constant factor (which depends on degrees of freedom)
> but invariant to length of the time series, or the standard deviation
> (since those are normalized out).
>
> any ideas of what step i am missing here?  I frankly can't think
> of any other parameter involved here.
>
> cheers,
> bob
>
> PS with degrees of freedom = 2, the constant factor is
> 10.914899
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