A mass function based on correlation coefficient and its application

Anwar H. Joarder; M. H. Omar

doi:10.1016/j.spl.2008.07.004

A mass function based on correlation coefficient and its application

Anwar H. Joarder
, M. H. Omar^*

^*Corresponding author for this work

King Fahd University of Petroleum & Minerals

Research output: Contribution to journal › Article › peer-review

Abstract

A discrete distribution involving a product of two gamma functions has been proposed. It arises naturally in connection with the distribution of sample correlation coefficient based on a bivariate normal population. The first four factorial moments, raw moments, three corrected moments, coefficient of skewness and kurtosis have been derived. Some illustrations have been provided to show how the product moments of sample variances and correlation can be derived by exploiting the moments of the new distribution. These product moments are important for correlation analysis, covariance analysis, intra-sire regression and inference in bivariate normal population with a common mean.

Original language	English
Pages (from-to)	3344-3349
Number of pages	6
Journal	Statistics and Probability Letters
Volume	78
Issue number	18
DOIs	https://doi.org/10.1016/j.spl.2008.07.004
State	Published - 15 Dec 2008

ASJC Scopus subject areas

Statistics and Probability
Statistics, Probability and Uncertainty

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10.1016/j.spl.2008.07.004

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abstract = "A discrete distribution involving a product of two gamma functions has been proposed. It arises naturally in connection with the distribution of sample correlation coefficient based on a bivariate normal population. The first four factorial moments, raw moments, three corrected moments, coefficient of skewness and kurtosis have been derived. Some illustrations have been provided to show how the product moments of sample variances and correlation can be derived by exploiting the moments of the new distribution. These product moments are important for correlation analysis, covariance analysis, intra-sire regression and inference in bivariate normal population with a common mean.",

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AB - A discrete distribution involving a product of two gamma functions has been proposed. It arises naturally in connection with the distribution of sample correlation coefficient based on a bivariate normal population. The first four factorial moments, raw moments, three corrected moments, coefficient of skewness and kurtosis have been derived. Some illustrations have been provided to show how the product moments of sample variances and correlation can be derived by exploiting the moments of the new distribution. These product moments are important for correlation analysis, covariance analysis, intra-sire regression and inference in bivariate normal population with a common mean.

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JO - Statistics and Probability Letters

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ER -

A mass function based on correlation coefficient and its application

Abstract

ASJC Scopus subject areas

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