Accession Number:

ADA083033

Title:

Inequalities for Joint Distributions of Quadratic Forms.

Descriptive Note:

Research rept.,

Corporate Author:

VIRGINIA POLYTECHNIC INST AND STATE UNIV BLACKSBURG

Personal Author(s):

Report Date:

1979-12-01

Pagination or Media Count:

17.0

Abstract:

Chebychev inequalities are given for joint central and noncentral distributions of k quadratic forms these are sharpened when k 2 using the canonical correlations of Hotelling. Complementary inequalities are found as versions of Markovs inequality. Applications are noted in ballistics, in statistical quality control, in establishing consistency of Gauss-Markov estimates under dependence, and in constructing conservative joint confidence sets depending on the underlying distribution only through its low order moments. Author

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE