Displaying similar documents to “The conditional distribution of random errors for given observed values with application to factor analysis”

Densities of determinant ratios, their moments and some simultaneous confidence intervals in the multivariate Gauss-Markoff model

Wiktor Oktaba (1995)

Applications of Mathematics

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The following three results for the general multivariate Gauss-Markoff model with a singular covariance matrix are given or indicated. 1 determinant ratios as products of independent chi-square distributions, 2 moments for the determinants and 3 the method of obtaining approximate densities of the determinants.