Bartlett decomposition, Advanced Statistics

Bartlett decomposition: The expression for the random matrix A which has a Wishart distribution as the product of the triangular matrix and the transpose of it. Letting each of x1,...,xn be without dependency distributed as q-dimensional multivariate normal variables with the zero means and an identity variance-covariance matrix we can give as follows

1946_bartlett.png

 

Posted Date: 7/26/2012 5:11:25 AM | Location : United States







Related Discussions:- Bartlett decomposition, Assignment Help, Ask Question on Bartlett decomposition, Get Answer, Expert's Help, Bartlett decomposition Discussions

Write discussion on Bartlett decomposition
Your posts are moderated
Related Questions
The rapid development or growth of the disease in a community or region. Statistical thinking has made very much significant contributions to the understanding of such type of phen

hello I have a dataset including both categorical & numerical variable for market segmentation.how can i cluster them via k-means in matlab? thank you

A test for equality of the variances of the two populations having normal distributions, based on the ratio of the variances of the sample of observations taken from each. Most fre

Causality: The relating of the reasons to the effects they produce. Several investigations in medicine seek to establish the causal relations between the events, for instance, whi

The procedure in which the prior distribution is required in the application of Bayesian inference, it is determined from empirical evidence, namely same data for which the posteri

Modern hotels and certain establishments make use of an electronic door lock system. To open a door an electronic card is inserted into a slot. A green light indicates that the doo

The problematic and enigmatic theory of an inference introduced by the Fisher, which extracts a probability distribution for the parameter on the basis of the data without having f

This is the powerful visualization tool for studying how the response relies on an explanatory variable given the values of other explanatory variables. The plot comprises of a num

Lagrange Multiplier (LM) test The Null Hypothesis - H0: There is no heteroscedasticity i.e. β 1 = 0 The Alternative Hypothesis - H1:  There is heteroscedasticity i.e. β 1

Generally the final stage of an exploratory factor analysis in which factors derived initially are transformed to build their interpretation simpler. Generally the target of the pr