Detection of a random alteration in a multivariate observation when knowing probable direction
dc.contributor.author | Katz, Barry P. | en_US |
dc.contributor.author | Brown, Morton B. | en_US |
dc.date.accessioned | 2006-04-07T20:22:28Z | |
dc.date.available | 2006-04-07T20:22:28Z | |
dc.date.issued | 1988-03 | en_US |
dc.identifier.citation | Katz, Barry P., Brown, Morton B. (1988/03)."Detection of a random alteration in a multivariate observation when knowing probable direction." Computational Statistics & Data Analysis 6(2): 145-155. <http://hdl.handle.net/2027.42/27380> | en_US |
dc.identifier.uri | http://www.sciencedirect.com/science/article/B6V8V-45DHTHW-46/2/5dca09cfb129aede40a1d2db154d6ba2 | en_US |
dc.identifier.uri | https://hdl.handle.net/2027.42/27380 | |
dc.description.abstract | An observation from a multivariate distribution may be subject to perturbation in a known subset of the variables. A likelihood radio statistic is developed to test whether or not there has been an addition of a random quantity in a prespecified direction to an observation from a multivariate normal distribution. When the variance of this addition is unknown, a secondarily Bayes approach is used to eliminate this variance which acts as a nuisance parameter. The testing procedure is based on a distribution-free tolerance interval. | en_US |
dc.format.extent | 803563 bytes | |
dc.format.extent | 3118 bytes | |
dc.format.mimetype | application/pdf | |
dc.format.mimetype | text/plain | |
dc.language.iso | en_US | |
dc.publisher | Elsevier | en_US |
dc.title | Detection of a random alteration in a multivariate observation when knowing probable direction | en_US |
dc.type | Article | en_US |
dc.rights.robots | IndexNoFollow | en_US |
dc.subject.hlbsecondlevel | Statistics and Numeric Data | en_US |
dc.subject.hlbsecondlevel | Mathematics | en_US |
dc.subject.hlbtoplevel | Social Sciences | en_US |
dc.subject.hlbtoplevel | Science | en_US |
dc.description.peerreviewed | Peer Reviewed | en_US |
dc.contributor.affiliationum | Department of Biostatistics, University of Michigan, Ann Arbor, MI, USA | en_US |
dc.contributor.affiliationother | Regenstrief Institute and Department of Medicine, Indiana University, Indianapolis, IN, USA | en_US |
dc.description.bitstreamurl | http://deepblue.lib.umich.edu/bitstream/2027.42/27380/1/0000409.pdf | en_US |
dc.identifier.doi | http://dx.doi.org/10.1016/0167-9473(88)90045-X | en_US |
dc.identifier.source | Computational Statistics & Data Analysis | en_US |
dc.owningcollname | Interdisciplinary and Peer-Reviewed |
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