Abstract
AbstractEarlier work of the author exploiting the role of partition lattices and their Mbius functions in the theory of cumulants, k-statistics and their generalisations is extended to multiply-indexed arrays of random variables. The natural generalisations of cumulants and k-statistics to this context are shown to include components of variance and the associated linear combinations of mean-squares which are used to estimate them. Expressions for the generalised cumulants of arrays built up as sums of independent arrays of effects as in anova models are derived in terms of the generalized cumulants of the effects. The special case of degree two, covering the unbiased estimation of components of variance, is discussed in some detail.
Publisher
Cambridge University Press (CUP)
Subject
General Mathematics,Statistics and Probability
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