Open Access. Powered by Scholars. Published by Universities.®
Physical Sciences and Mathematics Commons™
Open Access. Powered by Scholars. Published by Universities.®
Articles 1 - 1 of 1
Full-Text Articles in Physical Sciences and Mathematics
On Exact 100(1-Α)% Confidence Interval Of Autocorrelation Coefficient In Multivariate Data When The Errors Are Autocorrelated, Madhusudan Bhandary
On Exact 100(1-Α)% Confidence Interval Of Autocorrelation Coefficient In Multivariate Data When The Errors Are Autocorrelated, Madhusudan Bhandary
Journal of Modern Applied Statistical Methods
An exact 100(1−α)% confidence interval for the autocorrelation coefficient ρ is derived based on a single multinormal sample. The confidence interval is the interval between the two roots of a quadratic equation in ρ . A real life example is also presented.