頁籤選單縮合
題 名 | The Test Statistics of Correlation Coefficient from a Simply Equicorrelated Multivariate Normal Distribution |
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作 者 | Jang,Ruey-jen; | 書刊名 | 東吳數理學報 |
卷 期 | 24:4 1998.10[民87.10] |
頁 次 | 頁297-304 |
分類號 | 310 |
關鍵詞 | Simply equicorrelated; Multivariate normal distribution; Correlation coefficient; |
語 文 | 英文(English) |
英文摘要 | Let X��...,x�莁e a sample from a p-variate normal distribution with mean vector and covariance matrix Σ,N > P. X��,...,X�莏re said to be simply equicorrelated if the covariance matrix V�X of X = (X��,..., X��) is given by V��=〔(1-δ) I��+ δE�蛂f♁ Σ. We study the distribution of sample correlation cofficient when the population correlation is zero. |
本系統中英文摘要資訊取自各篇刊載內容。