Accession Number : AD0648877

Title :   GENERATION OF RANDOM SAMPLES FROM A WISHART DISTRIBUTION.

Descriptive Note : Technical rept.,

Corporate Author : TEXAS A AND M UNIV COLLEGE STATION INST OF STATISTICS

Personal Author(s) : Hocking,R. R. ; Smith,William B.

Report Date : FEB 1967

Pagination or Media Count : 9

Abstract : The purpose of this paper is to provide a technique for simulating a sample covariance matrix. A need for such a technique will be shown in a subsequent paper where the simulation will be used to verify the large sample properties of an estimation procedure.

Descriptors :   (*MATRICES(MATHEMATICS), THEOREMS), (*STOCHASTIC PROCESSES, MATRICES(MATHEMATICS)), PROBABILITY, DISTRIBUTION FUNCTIONS, TRANSFORMATIONS(MATHEMATICS), COMPUTERS, SAMPLING, SIMULATION

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE