03386nam a2200445 4500 20260818094034.0 150598 th eng .b10210659 AIT Thesis no. WA-83-14 Romano, Quirino A., Jr. Distribution-free approach to the sum of correlated variates Bangkok : Asian Institute of Technology, 1982 vi, 38 p. Thesis ; no. WA-83-14 A thesis submitted in partial fulfillment of the requirement for the degree of Master of Engineering, School of Engineering and Technology Thesis (M.Eng.) - Asian Institute of Technology, 1982 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. Multivariate analysis Hydrology Statistical methods Hoshi, Kiyoshi, Chairperson Suphat Vongvisessomjai, Examination Committee Huynh Ngoc Phien, Examination Committee US-ASEAN, Scholarship Donor Asian Institute of Technology. Thesis ; no. WA-83-14 Full-Text http://203.159.5.9/ait-thesis/detail.php?q=B21415 .b10210659 mnait s 241009 2 951012 m a s 0 mnait mnait mnarc mnarc 20 40 Barcode : 30050003050084 CREATED : 1994-05-16 RECORD # : i10254596 LPATRON : 0 LCHKIN : - # RENEWALS : 0 # OVERDUE : 0 IUSE3 : 0 TOT CHKOUT : 0 TOT RENEW : 0 Barcode : 30050003050076 CREATED : 1992-12-17 RECORD # : i10254602 LPATRON : 0 LCHKIN : - # RENEWALS : 0 # OVERDUE : 0 IUSE3 : 0 TOT CHKOUT : 0 TOT RENEW : 0 Barcode : 30050160035977 CREATED : 2016-05-02 RECORD # : i1287761x LPATRON : 0 LCHKIN : - # RENEWALS : 0 # OVERDUE : 0 IUSE3 : 0 TOT CHKOUT : 0 TOT RENEW : 0 Barcode : 30050121099484 CREATED : 2023-12-10 RECORD # : i13469241 LPATRON : 0 LCHKIN : - # RENEWALS : 0 # OVERDUE : 0 IUSE3 : 0 TOT CHKOUT : 0 TOT RENEW : 0 31113 31113 0 0 0 0 MAIN MAIN mnait 2026-08-18 0 AIT Thesis no. WA-83-14 30050003050084 2026-08-18 09:40:34 1 2026-08-18 20 0 0 0 0 MAIN MAIN mnait 2026-08-18 0 AIT Thesis no. WA-83-14 30050003050076 2026-08-18 09:40:34 2 2026-08-18 20 0 0 0 0 MAIN MAIN mnarc 2026-08-18 0 AIT Thesis no. WA-83-14 30050160035977 2026-08-18 09:40:34 2026-08-18 40 0 0 0 0 MAIN MAIN mnarc 2026-08-18 0 AIT Thesis no. WA-83-14 30050121099484 2026-08-18 09:40:34 3 2026-08-18 20