Holonomic properties and recurrence formula for the distribution of sample correlation coefficient-Reference-Cited by-同舟云学术

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Holonomic properties and recurrence formula for the distribution of sample correlation coefficient

Published:2019-06-01 Issue:1 Volume:55 Page:
ISSN:0916-5746
Container-title:SUT Journal of Mathematics
language:
Short-container-title:SUT J. Math.

Author:

Mura Haruto¹,Hashiguchi Hiroki²,Nakagawa Shigekazu³,Ono Yoko⁴

Affiliation:

1. Graduate School of Science, Tokyo University of Science 1-3 Kagurazaka, Shinjuku-ku, Tokyo 162-8601, Japan

2. Department of Applied Mathematics, Tokyo University of Science 1-3 Kagurazaka, Shinjuku-ku, Tokyo 162-8601, Japan

3. Department of Information Science, Okayama University of Science 1-1 Ridaicho, Okayama 700-0005, Japan

4. Department of Data Science, Yokohama City University 22-2 Seto, Kanazawa-ku, Yokohama 236-0027, Japan

Publisher

SUT Journal of Mathematics - Tokyo University of Science

Subject

General Mathematics

Reference17 articles.

1. [1] L. Barabesi and L. Greco, A note on the exact computation of the Student $t$ , Snedecor $F$ and sample correlation coefficient distribution functions, The Statistician 51 No. 1 (2002), 105–110.

2. [2] H. Bateman, Higher transcendental functions Vol. 1, McGraw-Hill Book Company, Inc. (1953).

3. [3] R. A. Fisher, Frequency distribution of the values of the correlation coefficient in samples from an indefinitely large population, Biometrika 10 No. 4 (1915), 507–521.

4. [4] L. Greco, The probability integral of the sample correlation coefficient, J. Ital. Statist. Soc. 1 No. 2 (1992), 289–294.

5. [5] H. Hashiguchi, Y. Numata, N. Takayama and A. Takemura, The holonomic gradient method for the distribution function of the largest root of a Wishart matrix, J. Multivariate Anal. 117 (2013), 296–312.

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