## The Annals of Mathematical Statistics

- Ann. Math. Statist.
- Volume 22, Number 3 (1951), 456-460.

### Minimum Generalized Variance for a set of Linear Functions

#### Abstract

Let $n$ variates possessing finite first and second moments be partitioned into $k$ sets. A system of equations is developed for which some solution consists of $k$ sets of coefficients which combine the $k$ sets of variates into $k$ variates possessing minimum generalized variance.

#### Article information

**Source**

Ann. Math. Statist., Volume 22, Number 3 (1951), 456-460.

**Dates**

First available in Project Euclid: 28 April 2007

**Permanent link to this document**

https://projecteuclid.org/euclid.aoms/1177729594

**Digital Object Identifier**

doi:10.1214/aoms/1177729594

**Mathematical Reviews number (MathSciNet)**

MR42659

**Zentralblatt MATH identifier**

0043.34203

**JSTOR**

links.jstor.org

#### Citation

Steel, Robert G. D. Minimum Generalized Variance for a set of Linear Functions. Ann. Math. Statist. 22 (1951), no. 3, 456--460. doi:10.1214/aoms/1177729594. https://projecteuclid.org/euclid.aoms/1177729594