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Expressing the Normal Distribution with Covariance Matrix $A + B$ in Terms of One with Covariance Matrix $A$

✍ Scribed by George Marsaglia


Book ID
124279453
Publisher
Oxford University Press
Year
1963
Tongue
English
Weight
869 KB
Volume
50
Category
Article
ISSN
0006-3444

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Inferences on a Normal Covariance Matrix
✍ Jian Hao; K. Krishnamoorthy πŸ“‚ Article πŸ“… 2001 πŸ› Elsevier Science 🌐 English βš– 148 KB

The problems of testing a normal covariance matrix and an interval estimation of generalized variance when the data are missing from subsets of components are considered. The likelihood ratio test statistic for testing the covariance matrix is equal to a specified matrix, and its asymptotic null dis