非关联统计量的泊松收敛

Poisson Convergence for Dissociated Statistics

Journal of the Royal Statistical Society. Series B: Statistical Methodology · 1984
被引 67
ABS 4

中文导读

研究了独立但未必同分布随机变量比较中“大”值数量的泊松极限定理,比较方式可不同且依赖于被比较变量,并应用于大量相关系数的评估。

Abstract

SUMMARY A Poisson limit theorem is derived for the number of “large” values observed among comparisons of independent, but not necessarily identically distributed random variables. The comparisons made need not be the same and may depend on the two variables being compared. An application to the assessment of large numbers of correlation coefficients is given.

概率论极限定理统计推断相关性分析