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On the Distribution of Some Time Averages of Shot Noise

 

作者: H. Linhart,  

 

期刊: Technometrics  (Taylor Available online 1964)
卷期: Volume 6, issue 3  

页码: 287-292

 

ISSN:0040-1706

 

年代: 1964

 

DOI:10.1080/00401706.1964.10490185

 

出版商: Taylor & Francis Group

 

数据来源: Taylor

 

摘要:

A shot noiseX(t) is a superposition of impulses occurring at timestj, where theTjfollow a Poisson point process. For the case of a rectangular impulse function (height a, length b) the cumulant generating function of the sample meanM(T), (2), is obtained, also the mean and variance of the sample varianceV(T), (3). This, together with the covariance ofVandM, is used to calculate the standard error of the coefficient of dispersionV/M. An approximate distribution is conjectured forI(T) =V(T)/aM(T) and based on it, percentage points of this statistic are given. They could be used to test the hypothesis that a given noise is shot noise. An application to a textile problem is described.

 

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