Prediction Intervals for Correlated Samples.
Abstract
In this thesis the author extends several results on prediction intervals that were obtained under the assumption that the sample observations are independent and identically distributed as N(mu,chi square). It is assumed that the samples are correlated with a prescribed correlation structure and show that many of the results available for the independent case apply equally well for the correlated samples. The correlation structure assumed occurs in variance components models in Analysis of Variance and the results can also be applied to the case where the samples have an intraclass correlation (equicorrelated samples). (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Sep 01, 1974
- Accession Number
- AD0787450
Entities
People
- Chang Heup Choi
Organizations
- Naval Postgraduate School