Accession Number:

AD0648877

Title:

GENERATION OF RANDOM SAMPLES FROM A WISHART DISTRIBUTION.

Descriptive Note:

Technical rept.,

Corporate Author:

TEXAS A AND M UNIV COLLEGE STATION INST OF STATISTICS

Personal Author(s):

Report Date:

1967-02-01

Pagination or Media Count:

9.0

Abstract:

The purpose of this paper is to provide a technique for simulating a sample covariance matrix. A need for such a technique will be shown in a subsequent paper where the simulation will be used to verify the large sample properties of an estimation procedure.

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE