Accession Number:

AD0745378

Title:

Simultaneous Testing and Estimation with Dependent Chi-square Random Variables.

Descriptive Note:

Technical rept.,

Corporate Author:

SOUTHERN METHODIST UNIV DALLAS TEX DEPT OF STATISTICS

Personal Author(s):

• Gunst,Richard F.

Report Date:

1972-03-17

Pagination or Media Count:

105.0

Abstract:

Frequently the experimenter is confronted with an analysis involving two or more Chi-square random variables. This is often the case, for example, in experimental design or regression problems. Provided the Chi-square random variables are independent, probabilities associated with the random variable are easily determined. If the Chi-square random variables are not independent the analyses are much more complex and few practical tools are currently available to the experimenter. In the report the case of two dependent Chi-square random variables is discussed. A unified approach to solving the distributional problems is presented using canonical analysis. Density functions are derived for the bivariate Chi-square random variable with a special type of dependence. From a study of moments of the distribution, an approximation for any type of dependence using the special form mentioned above is suggested. Author

Descriptors:

• (*STATISTICAL TESTS
• MATHEMATICAL PREDICTION)
• STATISTICAL DISTRIBUTIONS
• MULTIVARIATE ANALYSIS
• MATRICES(MATHEMATICS)
• VECTOR SPACES
• INTEGRAL TRANSFORMS
• CORRELATION TECHNIQUES
• RANDOM VARIABLES
• THESES

Subject Categories:

• Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE