Accession Number:

AD0648878

Title:

VERIFICATION OF THE OPTIMALITY PROPERTIES OF AN ESTIMATION PROCEDURE BY MONTE CARLO TECHNIQUES.

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:

11.0

Abstract:

The purpose of this paper is to illustrate the use of Monte Carlo generation of random samples from a Wishart distribution in the verification of the asymptotic properties of an estimation procedure. The procedure estimates the parameters of a multivariate normal distribution when some of the observation vectors are incomplete.

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE