A METHOD FOR OBTAINING THE VARIANCE OF AVERAGES OVER NON-INDEPENDENT SAMPLES FROM A STATIONARY TIME SERIES
- Author
- Welch, P. D.
- Published
- United States : [publisher not identified], 1955.
[Oak Ridge, Tennessee] : [U.S. Atomic Energy Commission], 1955. - Physical Description
- microopaque : positive ; 8 x 13 cm
- Summary
- (mf) OTS. A method is presented for obtaining the variance of averages over nonindependent samples from a stationary time series. The problem is stated, a derivation of a solution is presented, and general applications of the method are discussed. Specific applications are included as illustrations. These include the derivation of the law of large numbers and the large sample solution for a low-frequency concentrated straight-line spectrum. Observations are included concerning spectra whose variances are concentrated at high frequencies. (C.H.)
- Report Numbers
- SCDC-802
- Other Subject(s)
- Collection
- U.S. Atomic Energy Commission depository collection.
- Note
- DOE contract number: AT(29-1)-789
NSA number: NSA-13-010155
OSTI Identifier 4284779
Research organization: New Mexico Coll. of Agriculture and Mechanic Arts, State College, NM (US). Physical Science Lab. - Funding Information
- Sponsored by US Atomic Energy Commission (AEC).
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