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Multivariate Probability in Terms of Marginal Probability and Correlation Coefficient

✍ Scribed by Prof. E. Seneta

Publisher
John Wiley and Sons
Year
1987
Tongue
English
Weight
283 KB
Volume
29
Category
Article
ISSN
0323-3847

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✦ Synopsis

This paper is motivated by a practical problem relating to student performance in a number of subjects of equal standing. Its mathematical formulation is to find an approximation to a multivariate probability of the form Pr {&ma, &La, ..., X N &a} for arbitrary a and N, in terms of p = P r { X i m a } and @=Corn (xi, xi), i+j, where Xi, i = l , ..., N are exchangeeble random variables with mean 0 and variance unity.

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