Accession Number:

AD0647701

Title:

SIMULTANEOUS TESTS FOR TREND AND SERIAL CORRELATIONS FOR GAUSSIAN MARKOV RESIDUALS

Descriptive Note:

Corporate Author:

AEROSPACE RESEARCH LABS WRIGHT-PATTERSON AFB OH

Personal Author(s):

• Krishnaiah, P. R.
• Murthy, V. K.

Report Date:

1966-10-01

Pagination or Media Count:

11.0

Abstract:

In the paper, exact tests are proposed for testing the trend in the presence of autocorrelation and also for testing the trend and autocorrelation simultaneously in a first order Markov process. Also, the simultaneous confidence intervals associated with these tests are derived. These results are extended to a higher order Markov process.

Descriptors:

• *STATISTICAL TESTS
• *STATISTICAL PROCESSES
• *STATISTICAL FUNCTIONS
• REPRINTS
• SIMULTANEOUS EQUATIONS
• ANALYSIS OF VARIANCE
• STATISTICAL DISTRIBUTIONS
• STOCHASTIC PROCESSES

Subject Categories:

• Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE