
Accession Number : AD0726697
Title : Probability Density When an Independent Observation is from an Estimated Multivariate Normal Population.
Descriptive Note : Technical publication,
Corporate Author : NAVAL MISSILE CENTER POINT MUGU CALIF
Personal Author(s) : Bittner,A. C. , Jr
Report Date : 15 JUL 1971
Pagination or Media Count : 17
Abstract : The purpose of this paper is to derive the exact probability density for a sample vector from a multivariate normal population with estimated parameters. A general theorem and two applicationsoriented corollaries were developed toward this end. When their assumptions can be met, these corollaries are useful for answering questions such as: 'How unlikely is it that a particular observation arose from a specified population' and 'To which of several populations does a particular observation most likely belong.' Some methods for applying the results are discussed, with emphasis on answering these two questions. (Author)
Descriptors : (*MULTIVARIATE ANALYSIS, *PROBABILITY DENSITY FUNCTIONS), POPULATION(MATHEMATICS), SAMPLING, THEOREMS
Subject Categories : Statistics and Probability
Distribution Statement : APPROVED FOR PUBLIC RELEASE