Sinusoidal Signal Significance Explorer

Live Script illustrating hypothesis tests with a noisy sinusoidal signal.

This Live Script illustrates various hypothesis tests (Lillifors, Jarque-Bera, Anderson-Darling, Kolmogorov–Smirnov, Wald–Wolfowitz runs test, autocorrelation Ljung-Box Q-test, and Fisher's g-statistic) with a quasi-harmonic signal embedded in white noise. The noisy signal is tested for randomness and normality and the significance of the leading peak in the periodogram is assessed.

This script may interest students and instructors in physics and other STEM fields. 'Try this' suggestions, coding 'Challenges', hyperlinks to function documentation, and references are included for further exploration.