LARGE DEVIATION FOR THE EMPIRICAL CORRELATION COEFFICIENT OF TWO GAUSSIAN RANDOM VARIABLES

doi:10.1016/S0252-9602(07)60079-4

数学物理学报(英文版)

LARGE DEVIATION FOR THE EMPIRICAL CORRELATION COEFFICIENT OF TWO GAUSSIAN RANDOM VARIABLES

沈思

武汉大学数学与统计学院, 武汉 430071 中央民族大学数学与计算机学院, 北京 100081

收稿日期:1900-01-01 修回日期:2006-01-15 出版日期:2007-10-20 发布日期:2007-10-20
通讯作者: 沈思

LARGE DEVIATION FOR THE EMPIRICAL CORRELATION COEFFICIENT OF TWO GAUSSIAN RANDOM VARIABLES

Shen Si

School of Mathematics and Statistics, Wuhan University, Wuhan 430072, China
Mathematics and Computer Science Institute, Central University for Nationalities, Beijing 100081, China

Received:1900-01-01 Revised:2006-01-15 Online:2007-10-20 Published:2007-10-20
Contact: Shen Si

摘要/Abstract

摘要：

In this article, the author obtains the large deviation principles for the
empirical correlation coefficient of two Gaussian random variables
X and Y. Especially, when considering two independent Gaussian
random variables X, Y with the means EX, EY (both known), wherein the author gives two kinds of different proofs and gets the same results.

关键词: Large deviation, empirical correlation coefficient

Abstract:

Key words: Large deviation, empirical correlation coefficient

中图分类号:

60F10

沈思. LARGE DEVIATION FOR THE EMPIRICAL CORRELATION COEFFICIENT OF TWO GAUSSIAN RANDOM VARIABLES[J]. 数学物理学报(英文版), 2007, 27(4): 821-828.

Shen Si. LARGE DEVIATION FOR THE EMPIRICAL CORRELATION COEFFICIENT OF TWO GAUSSIAN RANDOM VARIABLES[J]. Acta mathematica scientia,Series B, 2007, 27(4): 821-828.

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LARGE DEVIATION FOR THE EMPIRICAL CORRELATION COEFFICIENT OF TWO GAUSSIAN RANDOM VARIABLES

LARGE DEVIATION FOR THE EMPIRICAL CORRELATION COEFFICIENT OF TWO GAUSSIAN RANDOM VARIABLES

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