A statistical primer on classical period-finding techniques in astronomy

The aim of our paper is to investigate the properties of the classical phase-dispersion minimization (PDM), analysis of variance (AOV), string-length (SL), and Lomb-Scargle (LS) power statistics from a statistician's perspective. We confirm that when the data are perturbations of a constant function, i.e. under the null hypothesis of no period in the data, a scaled version of the PDM statistic follows a beta distribution, the AOV statistic follows an F distribution, and the LS power follows a chi-squared distribution with two degrees of freedom. However, the SL statistic does not have a closed-form distribution. We further verify these theoretical distributions through simulations and demonstrate that the extreme values of these statistics (over a range of trial periods), often used for period estimation and determination of the false alarm probability (FAP), follow different distributions than those derived for a single period. We emphasize that multiple-testing considerations are needed to correctly derive FAP bounds. Though, in fact, multiple-testing controls are built into the FAP bound for these extreme-value statistics, e.g. the FAP bound derived specifically for the maximum LS power statistic over a range of trial periods. Additionally, we find that all of these methods are robust to heteroscedastic noise aimed to mimic the degradation or miscalibration of an instrument over time. Finally, we examine the ability of these statistics to detect a non-constant periodic function via simulating data that mimics a well-detached binary system, and we find that the AOV statistic has the most power to detect the correct period, which agrees with what has been observed in practice.