Accession Number : AD0648878

Title :   VERIFICATION OF THE OPTIMALITY PROPERTIES OF AN ESTIMATION PROCEDURE BY MONTE CARLO TECHNIQUES.

Descriptive Note : Technical rept.,

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

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

Report Date : FEB 1967

Pagination or Media Count : 11

Abstract : The purpose of this paper is to illustrate the use of Monte Carlo generation of random samples from a Wishart distribution in the verification of the asymptotic properties of an estimation procedure. The procedure estimates the parameters of a multivariate normal distribution when some of the observation vectors are incomplete.

Descriptors :   (*MONTE CARLO METHOD, ASYMPTOTIC SERIES), (*ASYMPTOTIC SERIES, MULTIVARIATE ANALYSIS), SIMULATION, EFFICIENCY, MATRICES(MATHEMATICS), SAMPLING, TABLES(DATA), POPULATION(MATHEMATICS)

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE