Distribution Sampling of Vector Variance without Duplications
نویسندگان
چکیده
In recent years, the use of vector variance as a measure of multivariate variability has received much attention in wide range of statistics. This paper deals with a more economic measure of multivariate variability, defined as vector variance minus all duplication elements. For high dimensional data, this will increase the computational efficiency almost 50 % compared to the original vector variance. Its sampling distribution will be investigated to make its applications possible. Keywords—Asymptotic distribution, covariance matrix, likelihood ratio test, vector variance.
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