Formulas for covariance matrix between a random vector and its ordered components are derived for different distributions including multivariate normal, t, and F. The present formulas and related results obtained here lead to some known results in the literature as special cases.
โฆ LIBER โฆ
On Some Applications of Mellin Transforms to Statistics: Dependent Random Variables
โ Scribed by Subrahmaniam, K.
- Book ID
- 118191733
- Publisher
- Society for Industrial and Applied Mathematics
- Year
- 1970
- Tongue
- English
- Weight
- 382 KB
- Volume
- 19
- Category
- Article
- ISSN
- 0036-1399
- DOI
- 10.1137/0119064
No coin nor oath required. For personal study only.
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