Accession Number:

AD0726697

Title:

Probability Density When an Independent Observation is from an Estimated Multivariate Normal Population.

Descriptive Note:

Technical publication,

Corporate Author:

NAVAL MISSILE CENTER POINT MUGU CALIF

Personal Author(s):

Report Date:

1971-07-15

Pagination or Media Count:

17.0

Abstract:

The purpose of this paper is to derive the exact probability density for a sample vector from a multivariate normal population with estimated parameters. A general theorem and two applications-oriented corollaries were developed toward this end. When their assumptions can be met, these corollaries are useful for answering questions such as How unlikely is it that a particular observation arose from a specified population and To which of several populations does a particular observation most likely belong. Some methods for applying the results are discussed, with emphasis on answering these two questions. Author

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE