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.
|Number of pages||10|
|Journal||Bulletin of the Malaysian Mathematical Sciences Society|
|State||Published - Sep 2022|
Bibliographical notePublisher Copyright:
© 2022, The Author(s), under exclusive licence to Malaysian Mathematical Sciences Society and Penerbit Universiti Sains Malaysia.
- Moment generating function
- Pattern matrix
- Sample mean
- Sample variance
ASJC Scopus subject areas
- Mathematics (all)