CHINESE JOURNAL OF APPLIED PROBABILITY AND STATIST 2009, 25(2) 185-191 DOI:      ISSN: 1001-4268 CN: 31-1256

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Keywords
Exponential distribution
periodogram
randomness
serial correlation
spectral density.
Authors
Zhu Liping
Lin Longnian
PubMed
Article by
Article by

Evaluating the Randomness Based on Spectral Density

Zhu Liping,Lin Longnian

School of Finance and Statistics, East China Normal University;Shanghai Institute of Brain Functional Genomics, and Key Laboratories of Chinese Ministry of Education

Abstract��

To evaluate the randomness of a sequence, we propose a graphic approach based on spectral density. When the scatter points in the graph exhibit a linear structure, we conclude that the sequence is random. To illustrate the basic idea
of this method, one synthetic example is carried out to assess the randomness of pseudo-random sequence generator. This method is also applied to a real data to investigate the serial correlation among a sequence. Both examples have evidenced the efficacy of our proposed graphic approach.

Keywords�� Exponential distribution   periodogram   randomness   serial correlation   spectral density.  
Received 1900-01-01 Revised 1900-01-01 Online:  
DOI:
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Corresponding Authors: Zhu Liping
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