Calabrese, Raffaella (2013) A probabilistic scheme with uniform correlation structure. Statistics in Transition, 14 (1). pp. 129-138.
Calabrese, Raffaella (2013) A probabilistic scheme with uniform correlation structure. Statistics in Transition, 14 (1). pp. 129-138.
Calabrese, Raffaella (2013) A probabilistic scheme with uniform correlation structure. Statistics in Transition, 14 (1). pp. 129-138.
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.
| Item Type: | Article |
|---|---|
| Uncontrolled Keywords: | probabilistic scheme, uniform correlation, binary event |
| Subjects: | H Social Sciences > HG Finance |
| Divisions: | Faculty of Social Sciences > Essex Business School Faculty of Social Sciences > Essex Business School > Essex Finance Centre |
| Depositing User: | Users 161 not found. |
| Date Deposited: | 09 Jan 2015 21:06 |
| Last Modified: | 13 Nov 2015 16:33 |
| URI: | http://repository.essex.ac.uk/id/eprint/11182 |