Does the Dispersion Matrix of a Multivariate Normal Population Have Markov Structures?
Titel:
Does the Dispersion Matrix of a Multivariate Normal Population Have Markov Structures?
Auteur:
Downing, Daryl J. Saw, John G.
Verschenen in:
Communications in statistics
Paginering:
Jaargang 4 (1975) nr. 11 pagina's 1073-1079
Jaar:
1975
Inhoud:
Given the sequence of variables x0, x1, …, xm we show how to test the hypothesis that, for each j and t lt j, the conditional distribution of xj given (x0, x1, …, xt ) is free of (x0, x1, …, xt-1). Our assumptions are that the population from which the sequence is drawn has a multivariate normal density and that the population may be sampled repeatedly.
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