On the correlation between X and S2

Necessary and sufficient conditions are derived under which arithmetic mean and variance of a sample are uncorrelated. We consider the nonnormal set-up with existing third moments and not necessarily identical distribution.

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Year of publication:	1993
Authors:	Knautz, Henning ; Trenkler, Götz
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 16.1993, 3, p. 235-237
Publisher:	Elsevier
Keywords:	Correlation arithmetic mean sample variance nonnormal distribution

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005211862