Distribution of correlation coefficient for samples taken from a bivariate normal distribution - Salter, Ridler, et al. - 2000 () Citation Context ...ctor of expectations 碌 and a covariance matrix V of order n define the parameters of the n-dimensional Gaussian distributi...
摘要: The present paper obtains the nonnull distribution of the product moment correlation coefficient r when sample is drawn from a mixture of two bivariate Gaussian distributions. The moments of 1 r 2 have been used to derive the nonnull density of r ....
They derived an unbiased estimator r* of the population correlation ρ in a form of a convergent hypergeometric function. We derived the first four moments of r* up to (1/n3) in terms of the sample size n, and ρ, to study the distribution of r*. The study will be limited to the ...
Let r be the correlation coefficient formed from a sample of size n from a bivariate population with the distribution function F. Assume that F has finite cumulants and product cumulants of total order eight. This paper presents the approximate cumulants of the distribution of r up to the fourt...
Let (Y,X sub 1, ...,X sub K) be a random vector distributed according to a multivariate normal distribution, and let R sub i denote the sample correlation coefficient between Y and X sub i. The joint distribution of R sub 1,..,R sub k are derived and given its asymptotic property...
Here, cor-cof is thecorrelation coefficientbetween returns of assets i and j, and sqrt is the square-root. This takes care of the relative performance of each asset with respect to the other. Although this appears mathematically complex, the simple concept applied here includes not just the st...
were examined to compare with the primary model. Several goodness-of-fit indices, such as correlation coefficient (R), the root mean squared error (RMSE), and Kling-Gupta efficiency (KGE) were used to validate the robustness of the predictive models. Here, the Boruta-Random Forest (B-RF),...
[translate] a随着相关系数越接近零,分布越对称 Along with a correlation coefficient closer zero, the distribution is more symmetrical[translate]
QMLE OF A STANDARD EXPONENTIAL ACD MODEL: ASYMPTOTIC DISTRIBUTION AND RESIDUAL CORRELATION Since the seminal work by Engle and Russell, (1998), numerous studies have applied their standard/linear ACD(m,q) model (autoregressive conditional duratio... SIN,CHOR-YIU - 《Annals of Financial Economics》...
Table 2 Correlation coefficients and significance values for Linear Regressions of distances from the mouth of estuary versus the relative abundance related to functional taxa of bacterial and archaeal communities. Full size table Ordination of bacterial and archaeal communities and potential influencing fact...