Holonomic properties and recurrence formula for the distribution of sample correlation coefficient
From MaRDI portal
Publication:5219085
zbMATH Open1442.62037MaRDI QIDQ5219085FDOQ5219085
Authors: Haruto Mura, Hiroki Hashiguchi, Shigekazu Nakagawa, Yoko Ono 
Publication date: 6 March 2020
Recommendations
- Closed-form representations of the density function and integer moments of the sample correlation coefficient
- Computer algebra application to the distribution of sample correlation coefficient
- On the computation of the distribution of the square of the sample multiple correlation coefficient
- Holonomic gradient method for distribution function of a weighted sum of noncentral chi-square random variables
- scientific article; zbMATH DE number 2166521
Exact distribution theory in statistics (62E15) Measures of association (correlation, canonical correlation, etc.) (62H20) Applications of hypergeometric functions (33C90)
This page was built for publication: Holonomic properties and recurrence formula for the distribution of sample correlation coefficient
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5219085)
