On Some Characteristics of the Joint Distribution of Sample Variances

dc.contributor.author	Omar, M. Hafidz
dc.contributor.author	Joarder, Anwar H.
dc.date.accessioned	2026-10-18T07:59:11Z
dc.date.issued	2022-07
dc.description.abstract	The joint distribution of correlated sample variances and their product moments have been derived. Finite expressions have been derived for product moments of sample variances of integer orders. Marginal and conditional distributions, conditional moments, coefficient of skewness and kurtosis of conditional distribution of a sample variance given the other variance have also been discussed. Shannon entropy of the distribution is also derived. When the variables are uncorrelated, the resulting characteristics match with the independent case of sample variances.
dc.identifier.citation	Omar, M. H., & Joarder, A. H. (2022). On some characteristics of the joint distribution of sample variances. BL College Journal, IV(I), 126-139.
dc.identifier.issn	2664-228X
dc.identifier.issn	2710-3684
dc.identifier.uri	https://repository.ulab.edu.bd/handle/123456789/1231
dc.language.iso	en
dc.publisher	BL College Journal
dc.subject	Joint distribution of sample variances
dc.subject	bivariate distribution
dc.subject	bivariate normal distribution
dc.subject	correlated chi-square variables
dc.subject	product moments
dc.title	On Some Characteristics of the Joint Distribution of Sample Variances
dc.type	Article

Files

Now showing 1 - 1 of 1

Name:: On Some Characteristics of the Joint Distribution of Sample Variances.pdf
Size:: 1.16 MB
Format:: Adobe Portable Document Format

Now showing 1 - 1 of 1