Holonomic properties and recurrence formula for the distribution of sample correlation coefficient

MaRDI QIDQ5219085zbMATH OpenFDO

Authors Haruto Mura, Hiroki Hashiguchi, Shigekazu Nakagawa, Yoko Ono

Publication date 6 March 2020

zbMATH Keywords

differential equationGroebner basisGaussian hypergeometric functionholonomic gradient method

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Measures of association (correlation, canonical correlation, etc.) (62H20) Applications of hypergeometric functions (33C90)

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Cited in

(1)

• Closed-form representations of the density function and integer moments of the sample correlation coefficient

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