000 03386nam a2200445 4500
005 20260818094034.0
008 150598 th eng
035 _a.b10210659
099 9 _aAIT Thesis no. WA-83-14
100 1 _aRomano, Quirino A.,
_cJr.
245 1 0 _aDistribution-free approach to the sum of correlated variates
260 _aBangkok :
_bAsian Institute of Technology,
_c1982
300 _avi, 38 p.
490 1 _aThesis ;
_vno. WA-83-14
500 _aA thesis submitted in partial fulfillment of the requirement for the degree of Master of Engineering, School of Engineering and Technology
502 _aThesis (M.Eng.) - Asian Institute of Technology, 1982
520 _aA 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 _aMultivariate analysis
650 0 _aHydrology
_xStatistical methods
700 1 _aHoshi, Kiyoshi,
_eChairperson
700 0 _aSuphat Vongvisessomjai,
_eExamination Committee
700 1 _aHuynh Ngoc Phien,
_eExamination Committee
710 2 _aUS-ASEAN,
_eScholarship Donor
810 2 _aAsian Institute of Technology.
_tThesis ;
_vno. WA-83-14
856 _3Full-Text
_uhttp://203.159.5.9/ait-thesis/detail.php?q=B21415
907 _a.b10210659
_bmnait
_cs
902 _a241009
998 _b2
_c951012
_dm
_ea
_fs
_g0
945 _lmnait
945 _lmnait
945 _lmnarc
945 _lmnarc
942 _c20
942 _c40
909 _aBarcode : 30050003050084
_bCREATED : 1994-05-16
_cRECORD # : i10254596
_dLPATRON : 0
_eLCHKIN : -
_f# RENEWALS : 0
_g# OVERDUE : 0
_hIUSE3 : 0
_iTOT CHKOUT : 0
_jTOT RENEW : 0
909 _aBarcode : 30050003050076
_bCREATED : 1992-12-17
_cRECORD # : i10254602
_dLPATRON : 0
_eLCHKIN : -
_f# RENEWALS : 0
_g# OVERDUE : 0
_hIUSE3 : 0
_iTOT CHKOUT : 0
_jTOT RENEW : 0
909 _aBarcode : 30050160035977
_bCREATED : 2016-05-02
_cRECORD # : i1287761x
_dLPATRON : 0
_eLCHKIN : -
_f# RENEWALS : 0
_g# OVERDUE : 0
_hIUSE3 : 0
_iTOT CHKOUT : 0
_jTOT RENEW : 0
909 _aBarcode : 30050121099484
_bCREATED : 2023-12-10
_cRECORD # : i13469241
_dLPATRON : 0
_eLCHKIN : -
_f# RENEWALS : 0
_g# OVERDUE : 0
_hIUSE3 : 0
_iTOT CHKOUT : 0
_jTOT RENEW : 0
999 _c31113
_d31113