Автор |
Gilroy, E. J. |
Дата выпуска |
1970 |
dc.description |
A sample of size n<sub>1</sub> of a normal random variable y is augmented by n<sub>2</sub> regression estimates obtained from p other random variables which, along with y, follow a (p + 1) dimensional normal probability law. The sampling variance of s<sub>y</sub><sup>2</sup>, the estimate of the variance of y obtained from the augmented sample, is derived. The relative reliability of s<sub>y</sub><sup>2</sup> and s<sub>y</sub><sup>2</sup> (n<sub>1</sub>), the variance estimate based on the original n<sub>1</sub> observations, is found to depend on n<sub>1</sub>, n<sub>2</sub>, p, and R, the multiple correlation between y and the remaining p variables. |
Формат |
application.pdf |
Копирайт |
Copyright 1970 by the American Geophysical Union. |
Название |
Reliability of a Variance Estimate Obtained from a Sample Augmented by Multivariate Regression |
Тип |
article |
DOI |
10.1029/WR006i006p01595 |
Electronic ISSN |
1944-7973 |
Print ISSN |
0043-1397 |
Журнал |
Water Resources Research |
Том |
6 |
Первая страница |
1595 |
Последняя страница |
1600 |
Выпуск |
6 |
Библиографическая ссылка |
Anderson, T. W., An Introduction to Multivariate Statistical Analysischap. 5, John Wiley, New York, 1958. |
Библиографическая ссылка |
Fiering, M. B., On the use of correlation to augment data, J. Amer. Statist. Ass., 57297, 20–32, 1962. |
Библиографическая ссылка |
Matalas, N. C., BarbaraJacobs, A correlation procedure for augmenting hydrologic data, U.S. Geol. Surv. Prof. Pap., 434‐E, 1964. |