A Probabilistic Scheme with Uniform Correlation Structure Cover Image

A Probabilistic Scheme with Uniform Correlation Structure
A Probabilistic Scheme with Uniform Correlation Structure

Author(s): Raffaella Calabrese
Subject(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.

  • Issue Year: 14/2013
  • Issue No: 1
  • Page Range: 129-138
  • Page Count: 10
  • Language: English