Statistics of the Chi-Square Type, with Application to the Analysis of Multiple Time-Series Power Spectra

Astronomy and Astrophysics – Astrophysics

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28 pages

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It is often necessary to compare the power spectra of two or more time series: one may, for instance, wish to estimate what the power spectrum of the combined data sets might have been, or one may wish to estimate the significance of a particular peak that shows up in two or more power spectra. Also, one may occasionally need to search for a complex of peaks in a single power spectrum, such as a fundamental and one or more harmonics, or a fundamental plus sidebands, etc. Visual inspection can be revealing, but it can also be misleading. This leads one to look for one or more ways of forming statistics, which readily lend themselves to significance estimation, from two or more power spectra. The familiar chi-square statistic provides a convenient mechanism for combining variables drawn from normal distributions, and one may generalize the chi-square statistic to be any function of any number of variables with arbitrary distributions. In dealing with power spectra, we are interested mainly in exponential distributions. One well-known statistic, formed from the sum of two or more variables with exponential distributions, satisfies the gamma distribution. We show that a transformation of this statistic has the convenient property that it has an exponential distribution. We introduce two additional statistics formed from two or more variables with exponential distributions. For certain investigations, we may wish to study the minimum power (as a function of frequency) drawn from two or more power spectra. In other investigations, it may be helpful to study the product of the powers. We give numerical examples and an example drawn from our solar-neutrino research.

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