Accession Number:

AD0737598

Title:

On Approximation of Mean and Variance-Covariance Matrices of Transformations of Multivariate Random Variables.

Descriptive Note:

Research and development technical rept.,

Corporate Author:

ARMY ELECTRONICS COMMAND WHITE SANDS MISSILE RANGE N MEX ATMOSPHERIC SCIENCES LAB

Personal Author(s):

Report Date:

1971-11-01

Pagination or Media Count:

24.0

Abstract:

A rigorous study of some techniques, often loosely grouped under the heading of differential approximations of variance, is presented. The emphasis is on the establishment of a rationale for the use or rejection of such techniques and on extending their range of applicability. In particular were considered the approximations of the vector of means and variance-covariance matrix of a multivariate random variable obtained as a transformation of a given multivariate random variable whose vector of means and variance-covariance matrix, but not necessarily the joint distribution, are known. Author

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE