Title :
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
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;
Conference_Titel :
Higher-Order Statistics, 1999. Proceedings of the IEEE Signal Processing Workshop on
Conference_Location :
Caesarea
Print_ISBN :
0-7695-0140-0
DOI :
10.1109/HOST.1999.778730
