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This article is cited in 1 scientific paper (total in 1 paper)
Theory of Probability and Mathematical Statistics
Probability of sign coincidence centered with respect to sample mean random variables
P. A. Koldanov Nizhny Novgorod branch of the National Research University "Higher School of Economics", Nizhny Novgorod
Abstract:
Probability of sign coincidence of centered random variables is one possible measure of connection. In [4] it was shown that the measure does not depend from generating function in the class of elliptically contoured distributions. This result was obtained for known shift parameter. In the present paper it is proved that for any sample size the probability of sign coincidence centered with respect to the sample mean random variables does not depend on generating function too. Moreover it is proved that the probability of sign coincidence centered with respect to the sample mean random variables is equal to the probability of sign coincidence centered with respect to the shift parameter random variables.
Keywords:
matrix elliptically contoured distribution, probability of sign coincidence, invariance with respect to generating function, invariance with respect to shift parameter.
Received: 20.10.2018 Revised: 04.12.2018
Citation:
P. A. Koldanov, “Probability of sign coincidence centered with respect to sample mean random variables”, Vestnik TVGU. Ser. Prikl. Matem. [Herald of Tver State University. Ser. Appl. Math.], 2018, no. 4, 23–30
Linking options:
https://www.mathnet.ru/eng/vtpmk515 https://www.mathnet.ru/eng/vtpmk/y2018/i4/p23
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