
Accession Number : AD0745378
Title : Simultaneous Testing and Estimation with Dependent Chisquare Random Variables.
Descriptive Note : Technical rept.,
Corporate Author : SOUTHERN METHODIST UNIV DALLAS TEX DEPT OF STATISTICS
Personal Author(s) : Gunst,Richard F.
Report Date : 17 MAR 1972
Pagination or Media Count : 105
Abstract : Frequently the experimenter is confronted with an analysis involving two or more Chisquare random variables. This is often the case, for example, in experimental design or regression problems. Provided the Chisquare random variables are independent, probabilities associated with the random variable are easily determined. If the Chisquare random variables are not independent the analyses are much more complex and few practical tools are currently available to the experimenter. In the report the case of two dependent Chisquare random variables is discussed. A unified approach to solving the distributional problems is presented using canonical analysis. Density functions are derived for the bivariate Chisquare random variable with a special type of dependence. From a study of moments of the distribution, an approximation for any type of dependence using the special form mentioned above is suggested. (Author)
Descriptors : (*STATISTICAL TESTS, MATHEMATICAL PREDICTION), STATISTICAL DISTRIBUTIONS, MULTIVARIATE ANALYSIS, MATRICES(MATHEMATICS), VECTOR SPACES, INTEGRAL TRANSFORMS, CORRELATION TECHNIQUES, RANDOM VARIABLES, THESES
Subject Categories : Statistics and Probability
Distribution Statement : APPROVED FOR PUBLIC RELEASE