VERIFICATION OF THE OPTIMALITY PROPERTIES OF AN ESTIMATION PROCEDURE BY MONTE CARLO TECHNIQUES.

Abstract

The purpose of this paper is to illustrate the use of Monte Carlo generation of random samples from a Wishart distribution in the verification of the asymptotic properties of an estimation procedure. The procedure estimates the parameters of a multivariate normal distribution when some of the observation vectors are incomplete.

Document Details

Document Type
Technical Report
Publication Date
Feb 01, 1967
Accession Number
AD0648878

Entities

People

  • R. R. Hocking
  • William B. Smith

Organizations

  • Texas A&M University

Tags

DTIC Thesaurus Topics

  • Data Science
  • Demographic Cohorts
  • Information Science
  • Mathematics
  • Normal Distribution
  • Observation
  • Statistical Samples
  • Verification

Fields of Study

  • Mathematics

Readers

  • Computational Modeling and Simulation
  • Linear Algebra
  • Mathematical Modeling and Probability Theory.