Sie können Bookmarks mittels Listen verwalten, loggen Sie sich dafür bitte in Ihr SLUB Benutzerkonto ein.
Medientyp:
E-Artikel
Titel:
A Note on Correlation Curves and Chernoff's Inequality
Beteiligte:
Blyth, Stephen
Erschienen:
Blackwell Publishers, 1993
Erschienen in:
Scandinavian Journal of Statistics, 20 (1993) 4, Seite 375-377
Sprache:
Englisch
ISSN:
0303-6898;
1467-9469
Entstehung:
Anmerkungen:
Beschreibung:
The relationship between the correlation curve and the Pearson correlation ratio is investigated. Behaviour of the correlation curve is found to characterize the normal distribution in a natural manner. The correlation curve attains the value of the Pearson correlation ratio for all joint distributions of (X, Y) such that X is marginally normal. Conversely, if the correlation curve attains the value of the correlation ratio for all joint distributions of (X, Y) such that X is marginally distributed with law F, then F is normal. Chernoff's inequality proves central to these relationships.