On Exact 100(1-alpha)% Confidence Interval of Autocorrelation Coefficient in Multivariate Data When the Errors are Autocorrelated

被引：0

作者：

Bhandary, Madhusudan ^{[1
]}

机构：

[1] Columbus State Univ, Dept Math, Columbus, GA 31907 USA

来源：

JOURNAL OF MODERN APPLIED STATISTICAL METHODS | 2010年 / 9卷 / 01期

关键词：

Autocorrelation coefficient; confidence interval; quadratic equation;

D O I：

10.22237/jmasm/1272686940

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

An exact 100(1-alpha)% confidence interval for the autocorrelation coefficient. is derived based on a single multinormal sample. The confidence interval is the interval between the two roots of a quadratic equation in rho. A real life example is also presented.

引用

页码：90 / 94

页数：5

共 6 条

[1] On confidence interval of a common autocorrelation coefficient of two populations in multivariate data when the errors are autocorrelated
Bhandary, Madhusudan
JOURNAL OF STATISTICS & MANAGEMENT SYSTEMS, 2016, 19 (04): : 509 - 517
[2] Test for the equality of autocorrelation coefficients for two populations in multivariate data when the errors are autocorrelated
Bhandary, M
STATISTICS & PROBABILITY LETTERS, 2005, 73 (04) : 333 - 342
[3] Autocorrelation coefficients equality test for several populations in multivariate data with autocorrelated errors
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[4] A CONSERVATIVE 100(1-ALPHA)PERCENT CONFIDENCE-INTERVAL ABOUT THE RESPONSE AT A CONSTRAINED STATIONARY POINT OF A QUADRATIC RESPONSE-SURFACE
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CHINCHILLI, VM
CAMPBELL, ED
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[5] Coefficient of relationship for two symmetric alpha-stable variables when alpha is in the interval (1,2]
Uyanto, Stanislaus S.
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2017, 46 (14) : 6874 - 6881
[6] THE NONEXISTENCE OF 100(1 - ALPHA)-PERCENT CONFIDENCE SETS OF FINITE EXPECTED DIAMETER IN ERRORS-IN-VARIABLES AND RELATED MODELS
GLESER, LJ
HWANG, JT
ANNALS OF STATISTICS, 1987, 15 (04): : 1351 - 1362

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