Accession Number : AD0749530

Title :   The Question of Estimations of Error of Correlation Analysis,

Corporate Author : FOREIGN TECHNOLOGY DIV WRIGHT-PATTERSON AFB OHIO

Personal Author(s) : Grigorkina,R. G.

Report Date : 04 AUG 1972

Pagination or Media Count : 24

Abstract : The problems of nonadequacy betwen the estimates of precision of point correlation coefficients and of the set of coefficients derived with normalizing the auto and cross correlation functions by variance are considered in this paper. The advantage of use of the confidence limits as opposed to the mean square errors is shown by examples if the error estimation of correlation coefficients is made in practice. (Author)

Descriptors :   (*TIME SERIES ANALYSIS, CORRELATION TECHNIQUES), STOCHASTIC PROCESSES, RANDOM VARIABLES, DISPERSION RELATIONS, MOMENTS, USSR

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE