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

zbMATH Open1442.62037MaRDI QIDQ5219085FDOQ5219085

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

Publication date: 6 March 2020

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• scientific article; zbMATH DE number 2166521

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)

Cited In (1)

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

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