Some New Results on Covariances Involvin
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Wenjin Wang; Sanat K. Sarkar; Zhidong Bai
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Article
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1996
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Elsevier Science
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English
โ 322 KB
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.