
Accession Number : AD0737598
Title : On Approximation of Mean and VarianceCovariance 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 variancecovariance matrix of a multivariate random variable obtained as a transformation of a given multivariate random variable whose vector of means and variancecovariance 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