Title :
Investigation of statistic distributions used in tests of hypotheses about covariance matrix when the general assumption of correlation analysis is wrong.
Author :
Pomadin, S.S. ; Lemeshko, B.Yu.
Abstract :
It was described the investigation of statistic distributions used in tests of hypotheses about covariance matrix (in the cases when the matrix is known or the matrix was estimated) and the general assumption of correlation analysis is wrong. The obtained results allow determine, the limits of using of the correlation analysis methods for multivariate distributions modeling on the base of the exponential distribution family.
Keywords :
Analysis of variance; Computational modeling; Computer aided software engineering; Covariance matrix; Exponential distribution; Failure analysis; Neurons; Statistical analysis; Statistical distributions; Testing;
Conference_Titel :
Electronic Instrument Engineering Proceedings, 2004. APEIE 2004. 2004 7th International Conference on Actual Problems of
Conference_Location :
Novosibirsk, Russia
Print_ISBN :
0-7803-8476-8
