| LARGE DEVIATION FOR THE EMPIRICAL CORRELATION COEFFICIENT OF TWO GAUSSIAN RANDOM VARIABLES |
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| 作者姓名： | 沈思 |
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| 作者单位： | School of |
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| 摘 要： | In this article,the author obtains the large deviation principles for the empir- ical correlation coefficient of two Gaussian random variables X and Y.Especially,when considering two independent Gaussian random variables X,Y with the means EX. EY (both known),wherein the author gives two kinds of different proofs and gets the same results.
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| 关 键 词： | 大离差 经验相关系数 高斯随机变量 证明 |
| 收稿时间： | 19 July 2005 |
| 修稿时间： | 2005-07-19 |
Large deviation for the empirical correlation coefficient of two Gaussian random variables |
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| Shen Si,.LARGE DEVIATION FOR THE EMPIRICAL CORRELATION COEFFICIENT OF TWO GAUSSIAN RANDOM VARIABLES[J].Acta Mathematica Scientia,2007,27(4):821-828. |
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| Authors: | Shen Si |
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| Institution: | School of Mathematics and Statistics, Wuhan University, Wuhan 430072, China Mathematics and Computer Science Institute, Central University for Nationalities, Beijing 100081, China |
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| Abstract: | In this article, the author obtains the large deviation principles for the empirical correlation coefficient of two Gaussian random variables X and Y. Especially, when considering two independent Gaussian random variables X, Y with the means EX, EY(both known), wherein the author gives two kinds of different proofs and gets the same results. |
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| Keywords: | Large deviation empirical correlation coefficient |
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