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AS 41

Algorithm AS 41. Updating the sample mean and dispersion matrix.

Keywords for this software

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  • Sample mean
  • regression analysis
  • generation of pseudo random numbers
  • statistical algorithms
  • variance analysis
  • order statistics
  • multivariate analysis
  • distributions
  • estimation of parameters
  • Covariance matrix
  • hypothesis testing
  • diagrams
  • matrix algebra
  • computer programs
  • experimental design
  • graphics
  • confidence and tolerance intervals
  • Matrix inequalities
  • Mahalanobis distance
  • Sample variance
  • FFT
  • time series
  • contingency tables
  • Orthogonal projector
  • cluster analysis
  • nonparametric estimates

  • URL: www.jstor.org/stable/2...
  • InternetArchive
  • Authors: M. R. B. Clarke

  • Add information on this software.


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References in zbMATH (referenced in 2 articles )

Showing results 1 to 2 of 2.
y Sorted by year (citations)

  1. Trenkler, Götz; Puntanen, Simo: A multivariate version of Samuelson’s inequality (2005)
  2. Martynov, G. V.: Probabilistic-statistical programs from “Applied Statistics” (1990)

  • Article statistics & filter:

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  • MSC classification / top
    • Top MSC classes
      • 15 Linear and multilinear...
      • 60 Probability theory and...
      • 62 Statistics

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