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Multivariate normality

Sets of experimentally determined or routinely observed data provide information about the past, present and, hopefully, future sets of similarly produced data. An infinite set of statistical models exists which may be used to describe the data sets. The normal distribution is one model. If it serves at all, it serves well. If a data set, or a transformation of the set, representative of a larger population can be described by the normal distribution, then valid statistical inferences can be drawn. There are several tests which may be applied to a data set to determine whether the univariate normal model adequately describes the set. The chi-square test based on Pearson's work in the late nineteenth and early twentieth centuries is often used. Like all tests, it has some weaknesses which are discussed in elementary texts. Extension of the chi-square test to the multivariate normal model is provided. Tables and graphs permit easier application of the test in the higher dimensions. Several examples, using recorded data, illustrate the procedures. Tests of maximum absolute differences, mean sum of squares of residuals, runs and changes of sign are included in these tests. Dimensions one through five with selected sample sizes 11 to 101 are used to illustrate the statistical tests developed.

Crutcher, H. L.↗

Helicopter and Urban Air Mobility (UAM) Laboratory Comparison (HULC) Psychoacoustic Test

The Helicopter and Urban Air Mobility (UAM) Laboratory Comparison (HULC) psychoacoustic test was conducted in July 2025 to compare human annoyance responses to noise from UAM vehicles and helicopters. This document provides a literature review, describes the HULC test methodology including stimuli selection and test administration procedures, and presents results from an initial analysis using multilevel statistical modeling. The test utilized 123 sound stimuli from four helicopters and six UAM vehicles across three flight phases (departure, cruise, and approach), presented to 40 subjects in the Exterior Effects Room (EER) at NASA's Langley Research Center. Subjects rated their annoyance on a 0 to 10 scale while imagining hearing these sounds multiple times daily near their homes. Key findings revealed that, at the same A-weighted sound exposure levels, UAM vehicles and helicopters produced similar annoyance responses across all flight phases, with mean differences of only approximately 1 dB and overlapping confidence intervals. However, at equivalent observer distances, UAM vehicles had inherently quieter operations and lower mean annoyance ratings. These results suggest that UAM vehicles and helicopters may be assessed in a similar manner for community noise impact. The quieter noise characteristics of UAM vehicles may provide advantages for operating in communities and integrating into urban environments.

psychoacoustics↗

On the Stability of Jump-Linear Systems Driven by Finite-State Machines with Markovian Inputs

This paper presents two mean-square stability tests for a jump-linear system driven by a finite-state machine with a first-order Markovian input process. The first test is based on conventional Markov jump-linear theory and avoids the use of any higher-order statistics. The second test is developed directly using the higher-order statistics of the machine s output process. The two approaches are illustrated with a simple model for a recoverable computer control system.

Patilkulkarni, Sudarshan↗

The influence of autocorrelation in signature extraction: An example from a geobotanical investigation of Cotter Basin, Montana

The presence of positive serial correlation (autocorrelation) in remotely sensed data results in an underestimate of the variance-covariance matrix when calculated using contiguous pixels. This underestimate produces an inflation in F statistics. For a set of Thematic Mapper Simulator data (TMS), used to test the ability to discriminate a known geobotanical anomaly from its background, the inflation in F statistics related to serial correlation is between 7 and 70 times. This means that significance tests of means of the spectral bands initially appear to suggest that the anomalous site is very different in spectral reflectance and emittance from its background sites. However, this difference often disappears and is always dramatically reduced when compared to frequency distributions of test statistics produced by the comparison of simulated training sets possessing equal means, but which are composed of autocorrelated observations.

Labovitz, M. L.↗

The influence of autocorrelation in signature extraction - An example from a geobotanical investigation of Cotter Basin, MT

The presence of positive serial correlation (autocorrelation) in remotely sensed data results in an underestimate of the variance-covariance matrix when calculated using contiguous pixels. This underestimate produces an inflation in F statistics. For a set of Thematic Mapper Simulator data (TMS), used to test the ability to discriminate a known geobotanical anomaly from its background, the inflation in F statistics related to serial correlation is between 7 and 70 times. This means that significance tests of means of the spectral bands initially appear to suggest that the anomalous site is very different in spectral reflectance and emittance from its background sites. However, this difference often disappears and is always dramatically reduced when compared to frequency distributions of test statistics produced by the comparison of simulated training sets possessing equal means, but which are composed of autocorrelated observations. Previously announced in STAR as N82-25602

Labovitz, M. L.↗

The influence of autocorrelation in signature extraction - An example from a geobotanical investigation of Cotter Basin, Montana

The presence of positive serial correlation (autocorrelation) in remotely sensed data results in an underestimate of the variance-covariance matrix when calculated using contiguous pixels. This underestimate produces an inflation in F statistics. For a set of Thematic Mapper Simulator data (TMS), used to test the ability to discriminate a known geobotanical anomaly from its background, the inflation in F statistics related to serial correlation is between 7 and 70 times. This means that significance tests of means of the spectal bands initially appear to suggest that the anomalous site is very different in spectral reflectance and emittance from its background sites. However, this difference often disappears and is always dramatically reduced when compared to frequency distributions of test statistics produced by the comparison of simulated training sets possessing equal means, but which are composed of autocorrelated observations.

Labovitz, M. L.↗

Expedited Model Building Method for Rocket Nozzle Side Loading

Statistical analysis of test data is currently the preferred method of creating models for uncharacterized side loading in rocket nozzles. However, statistical analysis requires multiple data sets to be reliable; getting these sets requires building and testing multiple rocket motors, which is not feasible given the incredible time and cost required to do so. By using a combination of geometry, simplified finite element analysis (FEA) analogs, and algebra we can create a limited predictive model from only one test data set. Once created, the model requires only the input from one strain gauge located at each yaw and pitch attachment bracket for the actuation system. This process is not computationally intensive, therefore saving an abundance of time and budget over using full 3D FEA models to develop a similar predictive model. To develop the model, conversion factors between the strain at the gauge locations and corresponding actuator load is derived from the data. These conversion factors are used to create a “conversion ellipse” that bounds the constitutive properties of the nozzle as one lumped factor. Using a 2D cross-sectional analog of the nozzle exit plane, we create a function that allows us to determine the azimuthal location of the unexpected load based on the ratio between yaw and pitch strain readings. Combining this with the “conversion ellipse” yields a function that given the strain reading outputs an induced actuator load, regardless of the azimuthal location of the unexpected load. As previously mentioned, this predictive model is limited in its application as there is inaccuracy introduced by the use of data by only one test as well as simplifying assumptions. This approach makes a useful tool to quickly determine whether uncharacterized actuator loading events can damage actuation systems or induce loading that exceeds design limits.

Seetha A Kolli↗

Repeatability Modeling for Wind-Tunnel Measurements: Results for Three Langley Facilities

Data from extensive check standard tests of seven measurement processes in three NASA Langley Research Center wind tunnels are statistically analyzed to test a simple model previously presented in 2000 for characterizing short-term, within-test and across-test repeatability. The analysis is intended to support process improvement and development of uncertainty models for the measurements. The analysis suggests that the repeatability can be estimated adequately as a function of only the test section dynamic pressure over a two-orders- of-magnitude dynamic pressure range. As expected for low instrument loading, short-term coefficient repeatability is determined by the resolution of the instrument alone (air off). However, as previously pointed out, for the highest dynamic pressure range the coefficient repeatability appears to be independent of dynamic pressure, thus presenting a lower floor for the standard deviation for all three time frames. The simple repeatability model is shown to be adequate for all of the cases presented and for all three time frames.

Hemsch, Michael J.↗

Performance Evaluation of Fiber Bragg Gratings at Elevated Temperatures

The development of integrated fiber optic sensors for smart propulsion systems demands that the sensors be able to perform in extreme environments. In order to use fiber optic sensors effectively in an extreme environment one must have a thorough understanding of the sensor s limits and how it responds under various environmental conditions. The sensor evaluation currently involves examining the performance of fiber Bragg gratings at elevated temperatures. Fiber Bragg gratings (FBG) are periodic variations of the refractive index of an optical fiber. These periodic variations allow the FBG to act as an embedded optical filter passing the majority of light propagating through a fiber while reflecting back a narrow band of the incident light. The peak reflected wavelength of the FBG is known as the Bragg wavelength. Since the period and width of the refractive index variation in the fiber determines the wavelengths that are transmitted and reflected by the grating, any force acting on the fiber that alters the physical structure of the grating will change what wavelengths are transmitted and what wavelengths are reflected by the grating. Both thermal and mechanical forces acting on the grating will alter its physical characteristics allowing the FBG sensor to detect both temperature variations and physical stresses, strain, placed upon it. This ability to sense multiple physical forces makes the FBG a versatile sensor. This paper reports on test results of the performance of FBGs at elevated temperatures. The gratings looked at thus far have been either embedded in polymer matrix materials or freestanding with the primary focus of this paper being on the freestanding FBGs. Throughout the evaluation process, various parameters of the FBGs performance were monitored and recorded. These parameters include the peak Bragg wavelength, the power of the Bragg wavelength, and total power returned by the FBG. Several test samples were subjected to identical test conditions to allow for statistical analysis of the data. Test procedures, calibrations, and referencing techniques are presented in the paper along with directions for future research.

Juergens, Jeffrey↗

Thermal Evaluation of Fiber Bragg Gratings at Extreme Temperatures

The development of integrated fiber optic sensors for use in aerospace health monitoring systems demands that the sensors be able to perform in extreme environments. In order to use fiber optic sensors effectively in an extreme environment one must have a thorough understanding of the sensor's capabilities, limitations, and performance under extreme environmental conditions. This paper reports on our current sensor evaluation examining the performance of freestanding fiber Bragg gratings (FBG) at extreme temperatures. While the ability of FBGs to survive at extreme temperatures has been established, their performance and long term survivability is not well documented. At extreme temperatures the grating structure would be expected to dissipate, degrading the sensors performance and eventually ceasing to return a detectable signal. The fiber jacket will dissipate leaving a brittle, unprotected fiber. For FBGs to be used in aerospace systems their performance and limitations need to be thoroughly understood at extreme temperatures. As the limits of the FBGs performance are pushed the long term survivability and performance of the sensor comes into question. We will not only examine the ability of FBGs to survive extreme temperatures but also look at their performance during many thermal cycles. This paper reports on test results of the performance of thermal cycling commercially available FBGs, at temperatures up to 1000 C, seen in aerospace applications. Additionally this paper will report on the performance of commercially available FBGs held at 1000 C for hundreds of hours. Throughout the evaluation process, various parameters of the FBGs performance were monitored and recorded. Several test samples were subjected to identical test conditions to allow for statistical analysis of the data. Test procedures, calibrations, referencing techniques, performance data, and interpretations and explanations of results are presented in the paper along with directions for future research.

Juergens, Jeffrey↗

T wave alternans as a predictor of recurrent ventricular tachyarrhythmias in ICD recipients: prospective comparison with conventional risk markers

INTRODUCTION: The current standard for arrhythmic risk stratification is electrophysiologic (EP) testing, which, due to its invasive nature, is limited to patients already known to be at high risk. A number of noninvasive tests, such as determination of left ventricular ejection fraction (LVEF) or heart rate variability, have been evaluated as additional risk stratifiers. Microvolt T wave alternans (TWA) is a promising new risk marker. Prospective evaluation of noninvasive risk markers in low- or moderate-risk populations requires studies involving very large numbers of patients, and in such studies, documentation of the occurrence of ventricular tachyarrhythmias is difficult. In the present study, we identified a high-risk population, recipients of an implantable cardioverter defibrillator (ICD), and prospectively compared microvolt TWA with invasive EP testing and other risk markers with respect to their ability to predict recurrence of ventricular tachyarrhythmias as documented by ICD electrograms. METHODS AND RESULTS: Ninety-five patients with a history of ventricular tachyarrhythmias undergoing implantation of an ICD underwent EP testing, assessment of TWA, as well as determination of LVEF, baroreflex sensitivity, signal-averaged ECG, analysis of 24-hour Holter monitoring, and QT dispersion from the 12-lead surface ECG. The endpoint of the study was first appropriate ICD therapy for electrogram-documented ventricular fibrillation or tachycardia during follow-up. Kaplan-Meier survival analysis revealed that TWA (P < 0.006) and LVEF (P < 0.04) were the only significant univariate risk stratifiers. EP testing was not statistically significant (P < 0.2). Multivariate Cox regression analysis revealed that TWA was the only statistically significant independent risk factor. CONCLUSIONS: Measurement of microvolt TWA compared favorably with both invasive EP testing and other currently used noninvasive risk assessment methods in predicting recurrence of ventricular tachyarrhythmias in ICD recipients. This study suggests that TWA might also be a powerful tool for risk stratification in low- or moderate-risk patients, and needs to be prospectively evaluated in such populations.

Non-NASA Center↗

The generation of surface targets with specified surface statistics

Results are presented from efforts to generate physical surfaces from known or desired surface statistical properties, proceeding from previous work on the generation of random surfaces for use in computer simulations. The known statistical surface is extended using a bicubic spline technique; these results are interfaced with a numerically controlled machine in order to generate the physical surface. A portion of a complete surface with Gaussian statistics was constructed and tested to measure conformity to the desired statistics.

Rochier, J. D.↗

Construction of Supersonic Flight Dynamics Test (SFDT-2) Vehicle Monte Carlo Splashdown Footprints for Use in Range Safety and Recovery Planning

Overview of Low Density Supersonic Decelerator (LDSD) SFDT-2 ( Supersonic Flight Dynamics Test-2) flight profile; Description of Monte Carlo flight dynamics simulations performed; Modeling and uncertainties; Results with statistical prediction of test vehicle splashdown location; Use of Monte Carlo results for range safety and recovery planning.

Strauss, Bill↗

Program for Weibull Analysis of Fatigue Data

A Fortran computer program has been written for performing statistical analyses of fatigue-test data that are assumed to be adequately represented by a two-parameter Weibull distribution. This program calculates the following: (1) Maximum-likelihood estimates of the Weibull distribution; (2) Data for contour plots of relative likelihood for two parameters; (3) Data for contour plots of joint confidence regions; (4) Data for the profile likelihood of the Weibull-distribution parameters; (5) Data for the profile likelihood of any percentile of the distribution; and (6) Likelihood-based confidence intervals for parameters and/or percentiles of the distribution. The program can account for tests that are suspended without failure (the statistical term for such suspension of tests is "censoring"). The analytical approach followed in this program for the software is valid for type-I censoring, which is the removal of unfailed units at pre-specified times. Confidence regions and intervals are calculated by use of the likelihood-ratio method.

Krantz, Timothy L.↗