Accession Number : AD0684524

Title :   TESTING AND ESTIMATION FOR A CIRCULAR STATIONARY MODEL,

Corporate Author : RAND CORP SANTA MONICA CALIF

Personal Author(s) : Olkin,Ingram ; Press,S. James

Report Date : FEB 1969

Pagination or Media Count : 38

Abstract : Tests are conducted for x, a random vector having a p-variate normal distribution with a mean vector and specifically defined covariance matrix. On the basis of N independent observations on x, likelihood ratio tests of various hypotheses are considered. Tests are made (1) for symmetries in the covariance structure and (2) for means given that the covariance matrix is circular; (3) other tests enable means and covariances to be investigated simultaneously. Large sample results are obtained for both the central and noncentral cases. The structure of symmetry and circularity offers a more general model than that of the intra-class correlation or sphericity models previously considered. (Author)

Descriptors :   (*STATISTICAL DISTRIBUTIONS, DECISION THEORY), STATISTICAL TESTS, ANALYSIS OF VARIANCE, CORRELATION TECHNIQUES, SAMPLING, MATRICES(MATHEMATICS)

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE