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 applications-oriented 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