Abstract
We derive a new expression for the covariance between sample mean and variance in terms of the moments of sample observations. Several corollaries are deduced. We also derive a general expression for the covariance between linear and quadratic functions of sample observations.
| Original language | English |
|---|---|
| Pages (from-to) | 315-324 |
| Number of pages | 10 |
| Journal | Bulletin of the Malaysian Mathematical Sciences Society |
| Volume | 45 |
| DOIs | |
| State | Published - Sep 2022 |
Bibliographical note
Publisher Copyright:© 2022, The Author(s), under exclusive licence to Malaysian Mathematical Sciences Society and Penerbit Universiti Sains Malaysia.
Keywords
- 15A15
- 15A18
- 62E10
- 62G35
- 62H20
- Covariance
- Eigenvalues
- Independence
- Moment generating function
- Pattern matrix
- Sample mean
- Sample variance
ASJC Scopus subject areas
- Mathematics (all)