A Probabilistic Scheme with Uniform Correlation Structure

• Autorzy: Raffaella Calabrese
• Języki publikacji: EN

Abstrakty

EN

The probabilistic schemes with independence between the trials show different dispersion characteristics depending on the behaviour of the probabilities of the binary event in the trials. This work proposes a probabilistic scheme with uniform correlation structure that leads to different dispersion characteristics depending on the sign of the linear correlation. Finally, a hypothesis test is proposed to identify the type of the dispersion of the probabilistic scheme. (original abstract)

Słowa kluczowe

EN

Correlation; Probabilistic model

PL

Korelacja; Model probabilistyczny

• Czasopismo: Statistics in Transition
• Rocznik: 2013
• Tom: 14
• Numer: nr 1
• Strony: 129--138

Twórcy

autor

Raffaella Calabrese

• University College Dublin, Ireland

Bibliografia

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• JOHNSON, N. L., KEMP A. W. and KOTZ S., (2005). Univariate Discrete Distributions. Wiley, New York.
• JOHNSON, N. L., KEMP A. W. and KOTZ S., (1969). Discrete Distributions. Houghton Mifflin, Boston.
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