Correlation Statistics of Gaussian Noise
نویسندگان
چکیده
In order to detect correlation of Gaussian signals, linear, rank, and sign correlation are developed. Magnitude of correlation coefficients, significance, and two-sided significance are computed and compared for each test. Programs are written as macro files, in c++, that are run in ROOT. Efficiencies of correlation tests are calculated resulting in a relative length equation, and methods of accurately relating results from different tests. Wavelet Analysis is mildly introduced as a method of localizing correlation in frequency bands.
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