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http://hdl.handle.net/123456789/4572| Title: | Properties of the sample variance in samples from a generalised autoregressive scheme |
| Authors: | Thomas, E J |
| Keywords: | Autoregressive scheme autoregressive scheme-properties and samples |
| Issue Date: | 1978 |
| Publisher: | Kerala Agricultural University |
| Citation: | Agricultural Research Journal of Kerala, 16(1), 24-27. |
| Abstract: | An attempt is made to study the properties of the sample variance in samples from a generalised autoregressive scheme, by computing the moments. Eventhough the expressions are lengthy, the moments can be derived. For the simple particular case xt = et -j- a.et , the moments have been worked out. The exact distribution has not been derived, but the large sample approximation is found to be normal with mean S2 (1 + a2) and variance (2/n) (a4 + 8a2 -f2).S4 When a ^ 0, s2 is a biased of S2. |
| URI: | http://hdl.handle.net/123456789/4572 |
| Appears in Collections: | Reprints |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| 16_1_24-27_20025-69.pdf | 833.59 kB | Adobe PDF | View/Open |
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