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http://hdl.handle.net/123456789/4572Full metadata record
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.author | Thomas, E J | - |
| dc.date.accessioned | 2019-04-10T05:08:47Z | - |
| dc.date.available | 2019-04-10T05:08:47Z | - |
| dc.date.issued | 1978 | - |
| dc.identifier.citation | Agricultural Research Journal of Kerala, 16(1), 24-27. | en_US |
| dc.identifier.uri | http://hdl.handle.net/123456789/4572 | - |
| dc.description.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. | en_US |
| dc.language.iso | en | en_US |
| dc.publisher | Kerala Agricultural University | en_US |
| dc.subject | Autoregressive scheme | en_US |
| dc.subject | autoregressive scheme-properties and samples | en_US |
| dc.title | Properties of the sample variance in samples from a generalised autoregressive scheme | en_US |
| dc.type | Article | en_US |
| 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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