Intrinsic negative variance components: case of non-normal functions of random variables
Ronian Siew
10.6084/m9.figshare.3979128.v2
https://figshare.com/articles/journal_contribution/Intrinsic_negative_variance_components_case_of_non-normal_functions_of_random_variables/3979128
Previous studies in the reference links provided below had shown that "intrinsic" negative variance components could exist for stochastic physical parameters, but they did not include an analysis of the case where the parameters may be non-normal. The present study includes this consideration, and also discusses possible consequences to the ANOVA model.<div><br></div><div><b>Version 1:</b> Contains two typographical errors. The definition for "delta x" and "delta y" in the paragraph just after Eq. (3) should both be taken to the power of two. </div><div><br></div><div><b>Version 2:</b> Provides corrections to Version 1.<br><div><br></div></div>
2016-10-19 12:56:58
variance components analysis
Regression analysis
Mathematical models
Analysis of variance (ANOVA)
Analysis of variance
Applied Statistics
Applied Mathematics not elsewhere classified