Accession Number:

ADA202219

Title:

Minification Processes

Descriptive Note:

Technical rept.

Corporate Author:

NAVAL POSTGRADUATE SCHOOL MONTEREY CA

Personal Author(s):

Report Date:

1988-09-01

Pagination or Media Count:

26.0

Abstract:

It is shown that the autoregressive, Markovian minification processes introduced by Tavares and Sim can be extended to marginal distributions other than the exponential and Weibull distributions. Necessary ans sufficient conditions on the hazard rate of the marginal distributions are given for a minification process to exist. Results are given for the derivation of the autocorrelation function these correct the expression for the Weibull given by Sim. Monotonic transformations of the minification processes are also discussed and generate a whole new class of autoregressive processes with fixed marginal distributions. Processes generated by a maximum operation are also introduced and a comparison of three different Markovian processes with uniform marginal distributions are given. Keywords Time series, Distribution functions, Biovariate distributions.

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE