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Author
Calabrese Raffaella (University College Dublin, Ireland)
Title
A Probabilistic Scheme with Uniform Correlation Structure
Source
Statistics in Transition, 2013, vol. 14, nr 1, s. 129-138, bibliogr. 6 poz.
Keyword
Korelacja, Model probabilistyczny
Correlation, Probabilistic model
Note
summ.
Abstract
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)
Accessibility
The Main Library of the Cracow University of Economics
The Library of Warsaw School of Economics
The Library of University of Economics in Katowice
The Main Library of the Wroclaw University of Economics
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Bibliography
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  2. CRAMER, H., (1996). Mathematical Methods of Statistics. Princeton University Press, Princeton.
  3. FELLER, W., (1968). An introduction to Probability Theory and Its Applications. Vol. I John Wiley & Sons, New York.
  4. JOHNSON, N. L., KEMP A. W. and KOTZ S., (2005). Univariate Discrete Distributions. Wiley, New York.
  5. JOHNSON, N. L., KEMP A. W. and KOTZ S., (1969). Discrete Distributions. Houghton Mifflin, Boston.
  6. KENDALL, S., (1994). The Advanced Theory of Statistics. Vol. I. Hafner Publishing Company, New York.
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ISSN
1234-7655
Language
eng
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