A note on generating multivariate data with desired means, variances, and covariances
MetadataShow full item record
A method is shown for creating a set of ɳ observations on Ƥ variables, with the p variables having specified means, variances, and covariances. This method differs from previous techniques in that it uses Crout factorization to develop the desired variance-covariance matrix instead of using the methods of component or factor analysis. Because the procedure assumes that it begins with Ƥ variables having zero means, unit variances, and zero intercorrelations, a procedure is also given for transforming the original data so that they fulfill these conditions
Showing items related by title, author, creator and subject.
Oswald, Ronald G. (Monterey, California. Naval Postgraduate School, 1998-06);This study examines the logic behind choosing variances and the design of forums during the planning of deliberations in non-routine work environments using a Sociotechnical System design approach. This study was accomplished ...
Analysis and modeling of the acoustic tomography signal transmission from Davidson Seamount to Sur Ridge : the forward problem Onofre, Jose Alberto de Mesquita. (Monterey, California. Naval Postgraduate School, 1999-09);The repeated transmissions of a tomography signal from an autonomous sound source placed on Davidson Seamount was continuously monitored by a bottom- lying, cabled-to-shore receiver on Sur Ridge. To address the signal ...
An analysis of the factors generating the variance between the budgeted and actual operating results of the Naval Aviation Depot at North Island, California Curran, Thomas; Schimpff, Joshua J. (Monterey, California: Naval Postgraduate School, 2008., 2008-06);For six of the past eight years, naval aviation depot-level maintenances activities have encountered operating losses that were not anticipated in the Navy Working Capital Fund (NWCF) budgets. These unanticipated losses ...