Title :
Effect of Autocorrelated Observations on Confidence Sets Based upon Chi-Square Statistics
fDate :
4/1/1980 12:00:00 AM
Abstract :
How the presence of autocorrelation in a multivariate normal sample affects the confidence level of confidence regions based upon chi-square statistics is investigated. Particular consideration is given to the effect that this violation of the assumption of a random sample has upon the construction of confidence regions for the mean ¿ and the scalar ¿2, in ¿2V, where V is a known dispersion matrix.
Keywords :
Autocorrelation; Autoregressive processes; Contracts; Covariance matrix; Density functional theory; Mathematics; Remote sensing; Satellites; Statistics; Symmetric matrices;
Journal_Title :
Systems, Man and Cybernetics, IEEE Transactions on
DOI :
10.1109/TSMC.1980.4308467
