Null distribution of multiple correlation coefficient under mixture normal model
The multiple correlation coefficient is used in a large variety of statistical tests and regression problems. In this article, we derive the null distribution of the square of the sample multiple correlation coefficient, R2, when a sample is drawn from a mixture of two multivariate Gaussian popul...
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| Language: | English |
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Hindawi Limited
2002-01-01
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| Series: | International Journal of Mathematics and Mathematical Sciences |
| Online Access: | http://dx.doi.org/10.1155/S0161171202012838 |
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doaj-7a2ba21c107f4d6198692473d7136f7c2020-11-24T22:38:58ZengHindawi LimitedInternational Journal of Mathematics and Mathematical Sciences0161-17121687-04252002-01-0130424925510.1155/S0161171202012838Null distribution of multiple correlation coefficient under mixture normal modelHydar Ali0Daya K. Nagar1Department of Mathematics and Computer Science, the University of the West Indies, St. Augustine, Trinidad and TobagoDepartamento de Matemáticas, Universidad de Antioquia, Medellín A. A. 1226, ColombiaThe multiple correlation coefficient is used in a large variety of statistical tests and regression problems. In this article, we derive the null distribution of the square of the sample multiple correlation coefficient, R2, when a sample is drawn from a mixture of two multivariate Gaussian populations. The moments of 1−R2 and inverse Mellin transform have been used to derive the density of R2.http://dx.doi.org/10.1155/S0161171202012838 |
| collection |
DOAJ |
| language |
English |
| format |
Article |
| sources |
DOAJ |
| author |
Hydar Ali Daya K. Nagar |
| spellingShingle |
Hydar Ali Daya K. Nagar Null distribution of multiple correlation coefficient under mixture normal model International Journal of Mathematics and Mathematical Sciences |
| author_facet |
Hydar Ali Daya K. Nagar |
| author_sort |
Hydar Ali |
| title |
Null distribution of multiple correlation coefficient under mixture normal model |
| title_short |
Null distribution of multiple correlation coefficient under mixture normal model |
| title_full |
Null distribution of multiple correlation coefficient under mixture normal model |
| title_fullStr |
Null distribution of multiple correlation coefficient under mixture normal model |
| title_full_unstemmed |
Null distribution of multiple correlation coefficient under mixture normal model |
| title_sort |
null distribution of multiple correlation coefficient under mixture normal model |
| publisher |
Hindawi Limited |
| series |
International Journal of Mathematics and Mathematical Sciences |
| issn |
0161-1712 1687-0425 |
| publishDate |
2002-01-01 |
| description |
The multiple correlation coefficient is used in a large variety
of statistical tests and regression problems. In this article, we
derive the null distribution of the square of the sample multiple
correlation coefficient, R2, when a sample is drawn from a mixture of two multivariate Gaussian populations. The moments of 1−R2 and inverse Mellin transform have been used to derive the density of R2. |
| url |
http://dx.doi.org/10.1155/S0161171202012838 |
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AT hydarali nulldistributionofmultiplecorrelationcoefficientundermixturenormalmodel AT dayaknagar nulldistributionofmultiplecorrelationcoefficientundermixturenormalmodel |
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1725710989645578240 |