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This paper is an expository presentation on 1) mathematical and statistical concepts deemed to be important in analyzing the nature of random physical phenomena, 2) development of over-all procedures for evaluating single records and a collection of records, and 3) particular details on interpreting and applying probability density functions, correlation functions, and power spectral density functions. The discussion is directed towards a general audience to help bring about a wider understanding of these ideas for application to many problems such as: vibration in space vehicles, meteorological or oceanographic prediction, electrical noise properties, biomedical research, etc.
Julius S. Bendat (Mon,) studied this question.
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