GENERATION OF RANDOM SAMPLES FROM A WISHART DISTRIBUTION.

Abstract

The purpose of this paper is to provide a technique for simulating a sample covariance matrix. A need for such a technique will be shown in a subsequent paper where the simulation will be used to verify the large sample properties of an estimation procedure.

Document Details

Document Type
Technical Report
Publication Date
Feb 01, 1967
Accession Number
AD0648877

Entities

People

  • R. R. Hocking
  • William B. Smith

Organizations

  • Texas A&M University

Tags

DTIC Thesaurus Topics

  • Computing-Related Activities
  • Covariance
  • Data Science
  • Demographic Cohorts
  • Information Science
  • Interdisciplinary Science
  • Mathematical Analysis
  • Mathematics
  • Simulations
  • Statistical Analysis
  • Statistical Samples

Fields of Study

  • Mathematics

Readers

  • Statistical inference.