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Seminar on Wednesday, June 6, 2012

June 6, 2012 @ 12:00 pm - 1:00 pm

On the Correlation and Independence Between Sample Mean and Variance

June 3, 2012 – 11:52am

Full Title: On the Correlation and Independence Between Sample Mean and Variance
Speaker: Anwar H Joarder, PhD
Department of Mathematics and Statistics
King Fahd University of Petroleum and Minerals
Dhahran 31261, Saudi Arabia
Date/Time: Wednesday, June 6, 2012, 1200 noon
Venue: ISRT Seminar Room

 

ABSTRACT

An alternative formula for the covariance between sample mean and variance based on any probability distribution has been derived. Interesting specials cases of uncorrelation between sample mean and variance have been identified. A direct derivation of the joint moment generating function of sample mean and variance is also presented.

Details

  • Date: June 6, 2012
  • Time:
    12:00 pm - 1:00 pm
  • Event Category:

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