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.
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Mailing Address
Director,
Institute of Applied Statistics and Data Science (IASDS)
University of Dhaka
Dhaka 1000, Bangladesh