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  1. Kerala Agricultural University Digital Library
  2. 2. Institutional Publications
  3. Reprints
a
Please use this identifier to cite or link to this item: http://hdl.handle.net/123456789/4572
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dc.contributor.authorThomas, E J-
dc.date.accessioned2019-04-10T05:08:47Z-
dc.date.available2019-04-10T05:08:47Z-
dc.date.issued1978-
dc.identifier.citationAgricultural Research Journal of Kerala, 16(1), 24-27.en_US
dc.identifier.urihttp://hdl.handle.net/123456789/4572-
dc.description.abstractAn 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.isoenen_US
dc.publisherKerala Agricultural Universityen_US
dc.subjectAutoregressive schemeen_US
dc.subjectautoregressive scheme-properties and samplesen_US
dc.titleProperties of the sample variance in samples from a generalised autoregressive schemeen_US
dc.typeArticleen_US
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