picture of PSD in 60 seconds 

Good point. It would be better to say that 'Time sets below have different FFTs, but they are from the same PSD'

First of all thanks for the reply :) But when you say "different FFT" do you mean real part, imaginary part or module of the FFT? I think they should definitely have the same modulus of FFT (since the PSD is derived from the squared modulus of the FFT divided by N)

Thank you for another valuable question. The FFTs differ not only in phase but also in amplitude because the number of data we compute in practice is finite as you already know. PSD is just expected value. Please review the free reference, MIL-STD-810H(Annex F in Method 514.8).

Thanks for your encouragement.

Thanks for your feedback

Thanks for your valuable comment!

This one is for quick grasp of the concept. You would find great explanations by others. Good luck!

@@IcebergProject9 can you make it 360 seconds video, to cover the basics/requirements for the concept? I studied Signals&Systems, and trying to cover DSP now. I need PSD for biosignals - EMG etc.