On some noncentral distribution problems for the mixture of two normal populations
โ Scribed by A. K. Gupta; D. G. Kabe
- Book ID
- 110590796
- Publisher
- Springer
- Year
- 1991
- Tongue
- English
- Weight
- 232 KB
- Volume
- 38
- Category
- Article
- ISSN
- 0026-1335
No coin nor oath required. For personal study only.
๐ SIMILAR VOLUMES
For a scale mixture of normal vector, X=A 1ร2 G, where X, G # R n and A is a positive variable, independent of the normal vector G, we obtain that the conditional variance covariance, Cov(X 2 | X 1 ), is always finite a.s. for m 2, where X 1 # R n and m<n, and remains a.s. finite even for m=1, if an
The sequential probability ratio test (SPRT) for the correlation coefficient is exaniined in the normal and non-normal situations. I n the latter case, we evaluate the robustness of the normal procedure when sampling from the mixtures of normal distributions. Two models are introduced for this type