A Probabilistic Scheme with Uniform Correlation Structure
A Probabilistic Scheme with Uniform Correlation Structure
Author(s): Raffaella CalabreseSubject(s): Economy
Published by: Główny Urząd Statystyczny
Keywords: probabilistic scheme;uniform correlation;binary event
Summary/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.
Journal: Statistics in Transition. New Series
- Issue Year: 14/2013
- Issue No: 1
- Page Range: 129-138
- Page Count: 10
- Language: English