Schmucker-Weidelt Lecture Notes, Aarhus, 1975 - MTNet

Schmucker-Weidelt Lecture Notes, Aarhus, 1975 - MTNet Schmucker-Weidelt Lecture Notes, Aarhus, 1975 - MTNet

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Example: n = 12 and @ = 95%: 1 n = 12 and @ = 99%: I/-- G = ~'1003 - 1 = ~43 = 1.22 11- 2 1 ' - 2 5 n = 12 and B = 50%: 4 - - G = 11- 2 42 - 1 = a = 0.39 1 For large n and n; >> lny (y = -1, the following approxiinations are 1-F valid : - 2 - 2 G - - lny n-2 n This approximation. exemplifies the general propaga-ti-on-of-error law, namely that the errors are reduced proportional. to the square root of the number of observations. Ln the more general case that Z depends on X and Y with a non-zero coherence between X and Y confidence limits can be obtained in a similar way: Let z = a x + boyo + 6zo, 0 0 assuming that now X -- and Y are real-ized error free. Then the Fisher- distributed ratio, involving the deviation of A and B from a and 0 b ; turns out to be which has a f (4, n-4) dis.tri.buti.on. The confidence limi-ts for A and F R cannot be calculated individuall.y, unless of course S is taken "jr to be zero. On the other hand, if we assume that I~-a,l and I R-boI are equal, Chen

whi.ch allows the determination of cornbined confidence limits for A and B. The threshold value of F for a given probability fi can be derived from 1-6 = - 1 (1 t -- 26 - n- 4 ) - (- ) with m = - 2 ' 2 m Cl + %G) m+2G 8.4. Data analysis in the time domain, pilot studies Suppose the time func-tions to be related linearly to each o-ther are not oscillatory but more like a one-sided asymtotic return to the undisturbed normal level after a step-wise deflection from it: It may then be preferable to avoid a Fourier transformation and to derive i-nductive response functions in the the domain. If Z depends linearly only on X, i.e. * Z(w) = A(w) X(m) + 6ZCw) in the frequency domain, then Z(t) will be derived from X(t) in the time_domain by- a convolution of X(t) with the Fourier trans- form of A, f" 1 - i.wt A(t) = - J A(w) e dm. 2s -m Since ZCt) cannot depend on X(t) at some future time T > 't, the response function Act) must be zcro for t < 0, yielding -

whi.ch allows the determination of cornbined confidence limits for<br />

A and B. The threshold value of F for a given probability fi can<br />

be derived from<br />

1-6 = - 1<br />

(1 t -- 26 - n- 4<br />

) - (- ) with m = -<br />

2 '<br />

2 m<br />

Cl + %G) m+2G<br />

8.4. Data analysis in the time domain, pilot studies<br />

Suppose the time func-tions to be related linearly to each o-ther are<br />

not oscillatory but more like a one-sided asymtotic return to the<br />

undisturbed normal level after a step-wise deflection from it:<br />

It may then be preferable to avoid a Fourier transformation and to<br />

derive i-nductive response functions in the the domain.<br />

If Z depends linearly only on X, i.e.<br />

*<br />

Z(w) = A(w) X(m) + 6ZCw)<br />

in the frequency domain, then Z(t) will be derived from X(t) in<br />

the time_domain by- a convolution of X(t) with the Fourier trans-<br />

form of A,<br />

f"<br />

1 - i.wt<br />

A(t) = - J A(w) e dm.<br />

2s -m<br />

Since ZCt) cannot depend on X(t) at some future time T > 't, the<br />

response function Act) must be zcro for t < 0, yielding<br />

-

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