The Sampling Distributions of Statistics Derived From the Multivariate t-Distribution

On Sampling from the Multivariate t Distribution

Abstract The multivariate normal and the multivariate t distributions belong to the most widely used multivariate distributions in statistics, quantitative risk management, and insurance. In contrast to the multivariate normal distribution, the parameterization of the multivariate t distribution does not correspond to its moments. This, paired with a non-standard implementation in the R package...

the effect of traffic density on the accident externality from driving the case study of tehran

در این پژوهش به بررسی اثر افزایش ترافیک بر روی تعداد تصادفات پرداخته شده است. به این منظور 30 تقاطع در شهر تهران بطور تصادفی انتخاب گردید و تعداد تصادفات ماهیانه در این تقاطعات در طول سالهای 89-90 از سازمان کنترل ترافیک شهر تهران استخراج گردید و با استفاده از مدل داده های تابلویی و نرم افزار eviews مدل خطی و درجه دوم تخمین زده شد و در نهایت این نتیجه حاصل شد که تقاطعات پر ترافیک تر تعداد تصادفا...

Statistics from the inside. 4. Sampling distributions.

On Sampling from Multivariate Distributions

Let X1, X2, . . . , Xn be a set of random variables. Suppose that in addition to the prior distributions of these random variables we are also given linear constraints relating them. We ask for necessary and sufficient conditions under which we can efficiently sample the constrained distributions, find constrained marginal distributions for each of the random variables, etc. We give a tight cha...

The sampling distributions of Gaussian ROC statistics.

For a discrimination experiment, a plot of the hit rate against the false-alarm rate--the ROC curve--summarizes performance across a range of confidence levels. In many content areas, ROCs are well described by a normal-distribution model and the z-transformed hit and false-alarm rates are approximately linearly related. We examined the sampling distributions of three parameters of this model w...