Is periodogram the same as DFT? Is periodogram the same as DFT? What is the difference?
http://en.wikipedia.org/wiki/Periodogram
 A: The periodogram (better explanation than the wikipedia) is done by averaging the squared absolute value of the DFT of a signal. Hence, periodogram $= | {\rm DFT}|^2 \ne {\rm DFT}$. For one thing, the DFT in general is complex. 
If we regard the signal as an stationary stochastic process, the periodogram is an estimator of the spectral density. The latter is defined as the DFT (not of the signal itself, which is random, but) of the autocorrelation function of the signal.
Now, you might be asking yourself how both things relate: if the periodogram (or the spectral density) of the signal has, say, a peak around 1Khz, does that mean that the signal itself has a peak around 1Khz? Basically, yes. Slightly more precisely: that means that the signal has much energy around that frequency. See the Wiener-Khinchin theorem.
A: Not quite. You can see from the definition that the periodogram is an estimate of the spectral density, thus it is closer to the squared magnitude of the DFT than the DFT itself.
