Ir. Young, THE DETERMINATION OF CONFIDENCE-LIMITS ASSOCIATED WITH ESTIMATES OF THE SPECTRAL PEAK FREQUENCY, Ocean engineering, 22(7), 1995, pp. 669-686
A Monte-Carlo simulation technique is used to evaluate the suitability
of proposed techniques for the estimation of the spectral peak freque
ncy. Due to the statistical variability of spectral estimates and the
discrete frequency resolution of spectra, the calculated values of pea
k frequency are stochastic variables. The probability density function
s for such estimates are functions of the frequency resolution and the
number of degrees of freedom of the spectrum from which they are deri
ved as well as the spectral peakedness. The mean values of all techniq
ues are biased high, indicating the derived values of peak frequency a
re an overestimate of the true value. The probability density function
s do not follow an obvious analytical form. Tabular values are, howeve
r, presented to enable the determination of confidence limits for esti
mates of the peak frequency.