1. A brain wave analyzing system, comprising: an electroencephalograph for detecting brain waves; an A-D converter coupled to said electroencephalograph for converting the detected brain waves from said electroencephalograph into digital data; a data operation and processor unit coupled to said A-D converter for calculating and processing said digital data from said A-D converter; a memory unit for storing decision-criterion data for criticizing any brain wave supplied to said A-D converter and data obtained during the calculating and processing steps of said operation and processor unit; a controller unit for controlling said data operation and processor unit and said memory unit; and an output unit coupled to said data operation and processor unit for displaying or recording the output of said data operation and processor unit; said memory unit including means for storing, as said decision-criterion data for any brain wave to be examined, a mean vector A, a variance vector C and at least one significant level F.sub..alpha. obtained from F-distribution, said mean vector A being the mean value of autoregressive coefficient vectors calculated by said data operation and processor unit from respective brain waves of the standard brain wave group comprising K number of standard brain waves, said variance vector C being calculated as a function of said mean vector and said autoregressive coefficients, and said F-distribution being a distribution of a distance between said mean vector A and a row vector X obtained from a given brain wave belonging to said standard brain wave group; said data operation and processor unit including means for calculating an L-dimensional row vector X of the brain wave to be examined from the autoregressive coefficients of said brain wave to be examined, means for calculating the distance F.sub.X between said row vector X and said mean vector A, means for comparing the value of said distance F.sub.X with said significant level F.sub..alpha. stored in said memory unit, and means responsive to said comparing means for producing a decision output to indicate according to the result of said comparison whether or not the pattern of said brain wave to be examined has a significant level different from that of said standard brain wave group.