DocumentCode
1151407
Title
Effect of Autocorrelated Observations on Confidence Sets Based upon Chi-Square Statistics
Author
Tubbs, Jack D.
Volume
10
Issue
4
fYear
1980
fDate
4/1/1980 12:00:00 AM
Firstpage
177
Lastpage
180
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;
fLanguage
English
Journal_Title
Systems, Man and Cybernetics, IEEE Transactions on
Publisher
ieee
ISSN
0018-9472
Type
jour
DOI
10.1109/TSMC.1980.4308467
Filename
4308467
Link To Document