A multivariate measure of dispersion and its limiting distribution
Total Variance (TV) and Generalized Variance (GV) are commonly used as a measure multivariate dispersion. However, these two statistics has some drawbacks. This paper proposes a new measure of multivariate dispersion, named Vectorial Variance (VV) an inner product for set of operators defined on a...
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Universiti Kebangsaan Malaysia
2005
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my-ukm.journal.39152012-05-07T04:23:26Z http://journalarticle.ukm.my/3915/ A multivariate measure of dispersion and its limiting distribution Suwanda Idris, Total Variance (TV) and Generalized Variance (GV) are commonly used as a measure multivariate dispersion. However, these two statistics has some drawbacks. This paper proposes a new measure of multivariate dispersion, named Vectorial Variance (VV) an inner product for set of operators defined on a Hilbert-Smith space. Since, the exact sampling distribution of VV is difficult to find, therefore the asymptotic sampling distribution is obtained. Universiti Kebangsaan Malaysia 2005-12 Article PeerReviewed Suwanda Idris, (2005) A multivariate measure of dispersion and its limiting distribution. Sains Malaysiana, 34 (1). pp. 119-123. ISSN 0126-6039 http://www.ukm.my/jsm/english_journals/vol34num1_2005/vol34num1_05page119-123.html |
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Total Variance (TV) and Generalized Variance (GV) are commonly used as a measure multivariate dispersion. However, these two statistics has some drawbacks. This paper proposes a new measure of multivariate dispersion, named Vectorial Variance (VV) an inner product for set of operators defined on a Hilbert-Smith space. Since, the exact sampling distribution of VV is difficult to find, therefore the asymptotic sampling distribution is obtained. |
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Article |
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Suwanda Idris, |
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Suwanda Idris, A multivariate measure of dispersion and its limiting distribution |
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Suwanda Idris, |
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Suwanda Idris, |
| title |
A multivariate measure of dispersion and its limiting distribution |
| title_short |
A multivariate measure of dispersion and its limiting distribution |
| title_full |
A multivariate measure of dispersion and its limiting distribution |
| title_fullStr |
A multivariate measure of dispersion and its limiting distribution |
| title_full_unstemmed |
A multivariate measure of dispersion and its limiting distribution |
| title_sort |
multivariate measure of dispersion and its limiting distribution |
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Universiti Kebangsaan Malaysia |
| publishDate |
2005 |
| url |
http://journalarticle.ukm.my/3915/ http://www.ukm.my/jsm/english_journals/vol34num1_2005/vol34num1_05page119-123.html |
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