Accession Number : AD0737598
Title : On Approximation of Mean and Variance-Covariance Matrices of Transformations of Multivariate Random Variables.
Descriptive Note : Research and development technical rept.,
Corporate Author : ARMY ELECTRONICS COMMAND WHITE SANDS MISSILE RANGE N MEX ATMOSPHERIC SCIENCES LAB
Personal Author(s) : Miller,Walter B.
Report Date : NOV 1971
Pagination or Media Count : 24
Abstract : A rigorous study of some techniques, often loosely grouped under the heading of differential approximations of variance, is presented. The emphasis is on the establishment of a rationale for the use or rejection of such techniques and on extending their range of applicability. In particular were considered the approximations of the vector of means and variance-covariance matrix of a multivariate random variable obtained as a transformation of a given multivariate random variable whose vector of means and variance-covariance matrix, but not necessarily the joint distribution, are known. (Author)
Descriptors : (*MULTIVARIATE ANALYSIS, RANDOM VARIABLES), (*STOCHASTIC PROCESSES, THEOREMS), MATRICES(MATHEMATICS), PROBABILITY, DIFFERENTIAL EQUATIONS, APPROXIMATION(MATHEMATICS), TRANSFORMATIONS(MATHEMATICS)
Subject Categories : Statistics and Probability
Distribution Statement : APPROVED FOR PUBLIC RELEASE