Distribution-free approach to the sum of correlated variates (Record no. 31113)

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control field 20260818094034.0
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field 150598 th eng
035 ## - SYSTEM CONTROL NUMBER
System control number .b10210659
099 #9 - LOCAL FREE-TEXT CALL NUMBER (OCLC)
Classification number AIT Thesis no. WA-83-14
100 1# - MAIN ENTRY--PERSONAL NAME
Personal name Romano, Quirino A.,
Titles and words associated with a name Jr.
245 10 - TITLE STATEMENT
Title Distribution-free approach to the sum of correlated variates
260 ## - PUBLICATION, DISTRIBUTION, ETC.
Place of publication, distribution, etc. Bangkok :
Name of publisher, distributor, etc. Asian Institute of Technology,
Date of publication, distribution, etc. 1982
300 ## - PHYSICAL DESCRIPTION
Extent vi, 38 p.
490 1# - SERIES STATEMENT
Series statement Thesis ;
Volume/sequential designation no. WA-83-14
500 ## - GENERAL NOTE
General note A thesis submitted in partial fulfillment of the requirement for the degree of Master of Engineering, School of Engineering and Technology
502 ## - DISSERTATION NOTE
Dissertation note Thesis (M.Eng.) - Asian Institute of Technology, 1982
520 ## - SUMMARY, ETC.
Summary, etc. A method to determine the three statistics, the mean, variance and the skew coefficient, of the sum of correlated variates that are used to fit the data to three-parameter density functions was developed. A primary task that is integral to this study is the determination of the transformation matrix (matrix that transform correlated variables to uncorrelated variables) that would be reliable when being used in the computation of the moments, especially the skew coefficients. To determine the appropriate transformation matrix the comparisons between the results using the proposed approach and the results obtained via exact gamma solutions as well as Monte Carlo experiments were conducted. The three- parameter log-normal distribution (LN3) was used to model the distribution of the random variables generated and AR(l) and ARMA(l ,l ) processes were used to resemble the correlation schemes of the variables in the sum in the Monte Carlo experiments. The moments computed through this approach were satisfactory. The transformation matrix PD1/2 PT was selected to be the most appropriate matrix especially in the computation of the third moment. The other transformation matrices were also found to be effective in the computation of the second moment.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name entry element Multivariate analysis
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name entry element Hydrology
General subdivision Statistical methods
700 1# - ADDED ENTRY--PERSONAL NAME
Personal name Hoshi, Kiyoshi,
Relator term Chairperson
700 0# - ADDED ENTRY--PERSONAL NAME
Personal name Suphat Vongvisessomjai,
Relator term Examination Committee
700 1# - ADDED ENTRY--PERSONAL NAME
Personal name Huynh Ngoc Phien,
Relator term Examination Committee
710 2# - ADDED ENTRY--CORPORATE NAME
Corporate name or jurisdiction name as entry element US-ASEAN,
Relator term Scholarship Donor
810 2# - SERIES ADDED ENTRY--CORPORATE NAME
Corporate name or jurisdiction name as entry element Asian Institute of Technology.
Title of a work Thesis ;
Volume/sequential designation no. WA-83-14
856 ## - ELECTRONIC LOCATION AND ACCESS
Materials specified Full-Text
Uniform Resource Identifier <a href="http://203.159.5.9/ait-thesis/detail.php?q=B21415">http://203.159.5.9/ait-thesis/detail.php?q=B21415</a>
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Operator's initials, OID (RLIN) 2
Cataloger's initials, CIN (RLIN) 951012
First date, FD (RLIN) m
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945 ## - LOCAL PROCESSING INFORMATION (OCLC)
l mnait
945 ## - LOCAL PROCESSING INFORMATION (OCLC)
l mnait
945 ## - LOCAL PROCESSING INFORMATION (OCLC)
l mnarc
945 ## - LOCAL PROCESSING INFORMATION (OCLC)
l mnarc
942 ## - ADDED ENTRY ELEMENTS (KOHA)
Koha item type 20-AIT Publication
942 ## - ADDED ENTRY ELEMENTS (KOHA)
Koha item type 40-Archives
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      Available for Loans Asian Institute of Technology Library Asian Institute of Technology Library AIT Publications 18/08/2026   AIT Thesis no. WA-83-14 30050003050084 18/08/2026 1 18/08/2026 20-AIT Publication
      Available for Loans Asian Institute of Technology Library Asian Institute of Technology Library AIT Publications 18/08/2026   AIT Thesis no. WA-83-14 30050003050076 18/08/2026 2 18/08/2026 20-AIT Publication
      Available for Loans Asian Institute of Technology Library Asian Institute of Technology Library Archives 18/08/2026   AIT Thesis no. WA-83-14 30050160035977 18/08/2026   18/08/2026 40-Archives
      Available for Loans Asian Institute of Technology Library Asian Institute of Technology Library Archives 18/08/2026   AIT Thesis no. WA-83-14 30050121099484 18/08/2026 3 18/08/2026 20-AIT Publication
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