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文章基本信息

  • 标题:Distribution of the Sample Correlation Matrix and Applications
  • 本地全文:下载
  • 作者:Thu Pham-Gia ; Vartan Choulakian
  • 期刊名称:Open Journal of Statistics
  • 印刷版ISSN:2161-718X
  • 电子版ISSN:2161-7198
  • 出版年度:2014
  • 卷号:04
  • 期号:05
  • 页码:330-344
  • DOI:10.4236/ojs.2014.45033
  • 语种:English
  • 出版社:Scientific Research Publishing
  • 摘要:For the case where the multivariate normal population does not have null correlations, we give the exact expression of the distribution of the sample matrix of correlations R, with the sample variances acting as parameters. Also, the distribution of its determinant is established in terms of Meijer G-functions in the null-correlation case. Several numerical examples are given, and applications to the concept of system de- pendence in Reliability Theory are presented.
  • 关键词:Correlation; Normal; Determinant; Meijer G-Function; No-Correlation; Dependence; Component; Formatting; Style; Styling; Insert
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