University of Malaya, Kuala Lumpur, Malaysia 2009-05-11 S.G.03 (S Block, Ground Floor) A method of comparing stationary signals using a periodogram-based test will be discussed. The Kolmogorov-Smirnov test statistic is a measure of the distance between two cumulative periodograms and an approximate sampling distribution for the test statistic can be generated using a randomisation test method. The estimation of the power of the Kolmogorov-Smirnov test statistic when comparing stationary signals is of interest. This can be obtained by simulation. The influence of outliers in the estimation of the power of the Kolmogorov-Smirnov test statistic when comparing stationary signals will be investigated. |