Code covered by the BSD License  

Highlights from
Rayleigh Channel Pearson Chi Square Test

2.0

2.0 | 5 ratings Rate this file 6 Downloads (last 30 days) File Size: 2.29 KB File ID: #3620
image thumbnail

Rayleigh Channel Pearson Chi Square Test

by G. Levin

 

18 Jun 2003 (Updated 13 Sep 2004)

Single sample Pearson Chi Square goodness-of-fit statistical test to examine a null hypothesis of Ra

| Watch this File

File Information
Description

CHI2RAYLTEST: Single sample Pearson Chi Square goodness-of-fit statistical test to examine a null hypothesis of Rayleigh Channel.
H=CHI2RAYLTEST(X,ALPHA) performs the particular case of Pearson Chi Square
test to determine whether the null hypothesis of a Rayleigh channel realization is a reasonable assumption regarding the population distribution of a complex random sample X with the desired significance level ALPHA.

H indicates the result of the hypothesis test according to the MATLAB rules of conditional statements:
H=1 => Do not reject the null hypothesis at significance level ALPHA.
H=0 => Reject the null hypothesis at significance level ALPHA.
 
The Chi Square hypotheses and test statistic in this particular case are:
 
Null Hypothesis: X is a base-band Rayleigh channel realization with unknown mean and variance.
Alternative Hypothesis: X is not a Rayleigh channel realization.

The complex random sample X is shifted by its estimated mean and normalized by its estimated standard deviation giving Rayleigh parameter b=1/sqrt(2).
The test drops K factor of Rician distribution for K > -inf[dB], so that the random sample from a Rician channel realization will pass the test as well. The tested bins XP are chosen to give 10 tested bins with equal expected probability. These bins
supply a sufficient statistic for
LENGTH(X)>=100.

Let E(x) be the expected frequency X falls within XP according to the Rayleigh distribution and O(x) be the observed frequency. The Pearson statistic, X2=SUM((E(x)-O(x))^2/E(x)) distributes Chi Square with
LENGTH(XP)-2 degrees of freedom.

The decision to reject the null hypothesis is taken when the P value (probability that Chi2 random value with length(XP)-2 degrees of freedom is greater than X2) is less than significance level ALPHA.

X must be a complex row vector representing a random sample corresponding to a base-band channel realization.
ALPHA must be a scalar.
The function doesn't check the formats of X and ALPHA, as well as a number of the input and output parameters.

Author: G. Levin, June, 2003.

References:
W. T. Eadie, D. Drijard, F. E. James, M Roos and B. Sadoulet, "Statistical Methods in Experimental Physics", North-Holland, Sec. Reprint, 1982.

MATLAB release MATLAB 6.1 (R12.1)
Tags for This File  
Everyone's Tags
Tags I've Applied
Add New Tags Please login to tag files.
Comments and Ratings (5)
02 May 2005 Sai Mantripragada  
17 Oct 2005 Ali Khaleghi  
18 Oct 2006 First Last

Horrible.

28 Apr 2007 Anthony Carnemolla

I have not used this, but I think the H-value is backwards. Matlab help files state that it uses H=0 for 'do NOT reject' null hypothesis.

15 Mar 2011 Yikan  
Please login to add a comment or rating.
Updates
23 Jun 2003

Replace comments

13 Sep 2004

Replace comments,
Change title

Tag Activity for this File
Tag Applied By Date/Time
statistics G. Levin 22 Oct 2008 07:03:16
probability G. Levin 22 Oct 2008 07:03:16
rician G. Levin 22 Oct 2008 07:03:17
rayleigh G. Levin 22 Oct 2008 07:03:17
channel G. Levin 22 Oct 2008 07:03:17
chi square G. Levin 22 Oct 2008 07:03:17
test G. Levin 22 Oct 2008 07:03:17

Contact us at files@mathworks.com