WSEAS Transactions on Signal Processing
Print ISSN: 1790-5052, E-ISSN: 2224-3488
Volume 19, 2023
Performance of Some Modified Test Statistics for Testing the Population Signal to Noise Ratio: Simulation and Applications
Authors: , ,
Abstract: This paper considers fifteen existing and proposed test statistics for testing the population SNR. A theoretical comparison among the test statistics is not possible, a Monte Carlo simulation study has been conducted. The performance of the test statistics is based on the empirical size and power of the tests considering a significance level 0.05. The simulation study resulted in some existing and proposed methods performing well in some conditions. For testing SNR=1, 2 and 5, Method 10 performed the best in all simulation conditions. However, for testing SNR=0.5 the proposed Method 12 and for testing SNR=10, the proposed Method 15 performed the best. Two real life data sets are analyzed to illustrate the performance of the test statistics.
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Keywords: Normal Distribution, Gamma Distribution, Power of the test, Signal to Noise Ratio, Simulation Study, Size of the test
Pages: 83-102
DOI: 10.37394/232014.2023.19.10