The largest squared amplitude in Figure 9.23 is C 11 2 = XXXXXXXXXXin the gray spectrum). a. Compute a 95% confidence interval for the value of the underlying spectral density at this frequency. b....

The largest squared amplitude in Figure 9.23 is C₁₁
²
= 0.413 (in the gray spectrum).

a. Compute a 95% confidence interval for the value of the underlying spectral density at this frequency.

b. Test whether this largest value is significantly different from the null white-noise spectral density at this frequency, assuming that the variance of the underlying data is 1, using the a* = 0.015 level.