Accession Number:

AD0684524

Title:

TESTING AND ESTIMATION FOR A CIRCULAR STATIONARY MODEL,

Descriptive Note:

Corporate Author:

RAND CORP SANTA MONICA CALIF

Personal Author(s):

Report Date:

1969-02-01

Pagination or Media Count:

38.0

Abstract:

Tests are conducted for x, a random vector having a p-variate normal distribution with a mean vector and specifically defined covariance matrix. On the basis of N independent observations on x, likelihood ratio tests of various hypotheses are considered. Tests are made 1 for symmetries in the covariance structure and 2 for means given that the covariance matrix is circular 3 other tests enable means and covariances to be investigated simultaneously. Large sample results are obtained for both the central and noncentral cases. The structure of symmetry and circularity offers a more general model than that of the intra-class correlation or sphericity models previously considered. Author

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE